{"id":51851,"date":"2026-04-30T19:13:59","date_gmt":"2026-04-30T23:13:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=51851"},"modified":"2026-04-30T19:13:59","modified_gmt":"2026-04-30T23:13:59","slug":"april-30-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51851","title":{"rendered":"April 30, 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>\n0.5052 %<\/td>\n2,484.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5052 %<\/td>\n4,711.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.80 %<\/td>\n5.95 %<\/td>\n33,872<\/td>\n13.96<\/td>\n4<\/td>\n0.5052 %<\/td>\n2,715.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1024 %<\/td>\n3,651.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.56 %<\/td>\n65,174<\/td>\n2.85<\/td>\n5<\/td>\n-0.1024 %<\/td>\n4,361.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1024 %<\/td>\n3,402.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.83 %<\/td>\n-8.45 %<\/td>\n57,428<\/td>\n0.08<\/td>\n1<\/td>\n0.3968 %<\/td>\n3,031.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.65 %<\/td>\n5.69 %<\/td>\n51,628<\/td>\n14.32<\/td>\n34<\/td>\n0.2642 %<\/td>\n3,339.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.74 %<\/td>\n5.94 %<\/td>\n117,458<\/td>\n13.78<\/td>\n27<\/td>\n0.2732 %<\/td>\n3,271.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.54 %<\/td>\n5.60 %<\/td>\n58,800<\/td>\n14.44<\/td>\n22<\/td>\n0.2710 %<\/td>\n3,255.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2732 %<\/td>\n3,891.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.98 %<\/td>\n4.38 %<\/td>\n96,097<\/td>\n1.93<\/td>\n21<\/td>\n0.2186 %<\/td>\n2,649.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2732 %<\/td>\n3,344.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.09 %<\/td>\n5.29 %<\/td>\n76,335<\/td>\n14.50<\/td>\n14<\/td>\n0.2194 %<\/td>\n3,243.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.17
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 13.22
\nEvaluated at bid price : 13.22
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.43
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.28
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n5.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 21.92
\nEvaluated at bid price : 22.16
\nBid-YTW : 5.31 %<\/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
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n53,440<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.29
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n49,774<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 23.42
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n20,746<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.43
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n18,066<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.76
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n17,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n14,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
There were 2 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
IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 22.06 – 24.73
\nSpot Rate : 2.6700
\nAverage : 2.1423<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.06
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.36 – 26.36
\nSpot Rate : 1.0000
\nAverage : 0.6255<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : 0.68 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 19.50 – 20.96
\nSpot Rate : 1.4600
\nAverage : 1.1640<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 23.17 – 24.30
\nSpot Rate : 1.1300
\nAverage : 0.8867<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.17
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 20.55 – 21.25
\nSpot Rate : 0.7000
\nAverage : 0.4977<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 22.40 – 23.40
\nSpot Rate : 1.0000
\nAverage : 0.8019<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-30
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.81 %<\/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-51851","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51851","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=51851"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51851\/revisions"}],"predecessor-version":[{"id":51852,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51851\/revisions\/51852"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51851"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51851"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51851"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}