{"id":51913,"date":"2026-05-12T21:47:55","date_gmt":"2026-05-13T01:47:55","guid":{"rendered":"https:\/\/prefblog.com\/?p=51913"},"modified":"2026-05-12T21:47:55","modified_gmt":"2026-05-13T01:47:55","slug":"may-12-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51913","title":{"rendered":"May 12, 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>\n0.9291 %<\/td>\n2,536.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9291 %<\/td>\n4,808.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.66 %<\/td>\n5.87 %<\/td>\n45,290<\/td>\n14.07<\/td>\n3<\/td>\n0.9291 %<\/td>\n2,771.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0551 %<\/td>\n3,657.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.56 %<\/td>\n54,345<\/td>\n2.82<\/td>\n5<\/td>\n-0.0551 %<\/td>\n4,367.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0551 %<\/td>\n3,407.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.77 %<\/td>\n0.79 %<\/td>\n53,810<\/td>\n0.08<\/td>\n3<\/td>\n0.1192 %<\/td>\n3,045.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.61 %<\/td>\n5.66 %<\/td>\n51,377<\/td>\n14.36<\/td>\n30<\/td>\n0.1453 %<\/td>\n3,356.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.58 %<\/td>\n5.84 %<\/td>\n103,416<\/td>\n13.84<\/td>\n24<\/td>\n-0.1452 %<\/td>\n3,338.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.48 %<\/td>\n5.60 %<\/td>\n53,372<\/td>\n14.44<\/td>\n22<\/td>\n0.2562 %<\/td>\n3,289.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1452 %<\/td>\n3,971.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.97 %<\/td>\n4.30 %<\/td>\n89,485<\/td>\n2.31<\/td>\n24<\/td>\n-0.0417 %<\/td>\n2,656.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1452 %<\/td>\n3,412.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.09 %<\/td>\n5.34 %<\/td>\n68,708<\/td>\n14.46<\/td>\n14<\/td>\n0.1864 %<\/td>\n3,249.1<\/td>\n<\/tr>\n<\/table>\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
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.79
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 23.62
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.17
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 14.39
\nEvaluated at bid price : 14.39
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.24
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.89
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 5.60 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n78,542<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n30,005<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.41
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n28,264<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 23.34
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n27,550<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n24,013<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n21,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.24
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
There were 3 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
GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 23.50 – 24.80
\nSpot Rate : 1.3000
\nAverage : 1.0582<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.95 – 24.95
\nSpot Rate : 1.0000
\nAverage : 0.7636<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 23.64
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 23.00 – 23.50
\nSpot Rate : 0.5000
\nAverage : 0.3354<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 23.25 – 24.00
\nSpot Rate : 0.7500
\nAverage : 0.5862<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.15 – 21.58
\nSpot Rate : 0.4300
\nAverage : 0.2829<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.00 – 20.50
\nSpot Rate : 0.5000
\nAverage : 0.3788<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-12
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.49 %<\/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-51913","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51913","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=51913"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51913\/revisions"}],"predecessor-version":[{"id":51914,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51913\/revisions\/51914"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51913"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51913"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51913"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}