{"id":51814,"date":"2026-04-20T22:03:41","date_gmt":"2026-04-21T02:03:41","guid":{"rendered":"https:\/\/prefblog.com\/?p=51814"},"modified":"2026-04-20T22:03:41","modified_gmt":"2026-04-21T02:03:41","slug":"april-20-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51814","title":{"rendered":"April 20, 2026"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3000 %<\/td>\n2,487.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3000 %<\/td>\n4,715.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.82 %<\/td>\n6.01 %<\/td>\n26,298<\/td>\n13.90<\/td>\n4<\/td>\n0.3000 %<\/td>\n2,717.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0711 %<\/td>\n3,654.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.56 %<\/td>\n63,808<\/td>\n2.88<\/td>\n5<\/td>\n0.0711 %<\/td>\n4,363.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0711 %<\/td>\n3,404.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.85 %<\/td>\n-7.10 %<\/td>\n62,599<\/td>\n0.08<\/td>\n1<\/td>\n0.1190 %<\/td>\n3,029.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.71 %<\/td>\n5.77 %<\/td>\n49,412<\/td>\n14.25<\/td>\n34<\/td>\n-0.3934 %<\/td>\n3,317.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.80 %<\/td>\n5.95 %<\/td>\n111,532<\/td>\n13.81<\/td>\n27<\/td>\n0.2697 %<\/td>\n3,244.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.59 %<\/td>\n5.66 %<\/td>\n55,409<\/td>\n14.41<\/td>\n22<\/td>\n-0.4064 %<\/td>\n3,254.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2697 %<\/td>\n3,860.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.98 %<\/td>\n4.57 %<\/td>\n96,851<\/td>\n1.95<\/td>\n21<\/td>\n-0.0403 %<\/td>\n2,655.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2697 %<\/td>\n3,316.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.13 %<\/td>\n5.35 %<\/td>\n78,766<\/td>\n14.54<\/td>\n14<\/td>\n0.2091 %<\/td>\n3,221.0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-5.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-4.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.32
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.32
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 23.60
\nEvaluated at bid price : 25.34
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.99
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.26
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 24.04
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 13.11
\nEvaluated at bid price : 13.11
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n204,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 0.55 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n34,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n31,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 23.88
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n28,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.94
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n27,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n26,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.91
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
There were 8 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.40 – 24.15
\nSpot Rate : 1.7500
\nAverage : 1.1135<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.80 – 23.25
\nSpot Rate : 1.4500
\nAverage : 0.8935<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 21.80 – 23.00
\nSpot Rate : 1.2000
\nAverage : 0.7437<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.20 – 21.42
\nSpot Rate : 1.2200
\nAverage : 0.7783<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nInsurance Straight<\/td>\nQuote: 20.20 – 21.39
\nSpot Rate : 1.1900
\nAverage : 0.7527<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.20 – 23.84
\nSpot Rate : 1.6400
\nAverage : 1.4482<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-20
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-51814","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51814","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=51814"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51814\/revisions"}],"predecessor-version":[{"id":51815,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51814\/revisions\/51815"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51814"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51814"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51814"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}