{"id":51938,"date":"2026-05-21T21:34:08","date_gmt":"2026-05-22T01:34:08","guid":{"rendered":"https:\/\/prefblog.com\/?p=51938"},"modified":"2026-05-21T21:34:08","modified_gmt":"2026-05-22T01:34:08","slug":"may-21-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51938","title":{"rendered":"May 21, 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>\n0.1443 %<\/td>\n2,558.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1443 %<\/td>\n4,852.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.61 %<\/td>\n5.84 %<\/td>\n42,637<\/td>\n14.09<\/td>\n3<\/td>\n0.1443 %<\/td>\n2,796.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0785 %<\/td>\n3,665.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.46 %<\/td>\n51,191<\/td>\n2.79<\/td>\n5<\/td>\n-0.0785 %<\/td>\n4,377.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0785 %<\/td>\n3,415.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.76 %<\/td>\n1.55 %<\/td>\n59,014<\/td>\n0.08<\/td>\n3<\/td>\n0.0924 %<\/td>\n3,052.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.62 %<\/td>\n5.68 %<\/td>\n51,159<\/td>\n14.35<\/td>\n30<\/td>\n0.0334 %<\/td>\n3,352.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.63 %<\/td>\n6.02 %<\/td>\n98,492<\/td>\n13.63<\/td>\n24<\/td>\n-0.3204 %<\/td>\n3,311.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.47 %<\/td>\n5.59 %<\/td>\n51,749<\/td>\n14.37<\/td>\n22<\/td>\n-0.0138 %<\/td>\n3,297.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3204 %<\/td>\n3,939.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.98 %<\/td>\n4.54 %<\/td>\n88,435<\/td>\n2.29<\/td>\n24<\/td>\n-0.0386 %<\/td>\n2,652.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3204 %<\/td>\n3,385.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.04 %<\/td>\n5.28 %<\/td>\n79,463<\/td>\n2.14<\/td>\n14<\/td>\n0.0498 %<\/td>\n3,278.6<\/td>\n<\/tr>\n<\/table>\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
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.89
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 23.56
\nEvaluated at bid price : 23.83
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.19
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
IFC.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 24.52
\nEvaluated at bid price : 24.92
\nBid-YTW : 5.59 %<\/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
BN.PF.I<\/td>\nFixedReset Prem<\/td>\n245,138<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n66,186<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 23.46
\nEvaluated at bid price : 25.17
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n60,857<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.26
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Prem<\/td>\n58,570<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\n54,557<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n45,885<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
There were 9 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.M<\/td>\nInsurance Straight<\/td>\nQuote: 25.75 – 26.75
\nSpot Rate : 1.0000
\nAverage : 0.5841<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-06-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : -19.59 %<\/td>\n<\/tr>\n

ENB.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 22.89 – 23.70
\nSpot Rate : 0.8100
\nAverage : 0.5137<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.89
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 23.56 – 24.30
\nSpot Rate : 0.7400
\nAverage : 0.4554<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.83 – 24.60
\nSpot Rate : 0.7700
\nAverage : 0.5716<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 23.56
\nEvaluated at bid price : 23.83
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 23.70 – 24.25
\nSpot Rate : 0.5500
\nAverage : 0.3955<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.26 – 22.70
\nSpot Rate : 0.4400
\nAverage : 0.3001<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-21
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.26
\nBid-YTW : 5.34 %<\/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-51938","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51938","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=51938"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51938\/revisions"}],"predecessor-version":[{"id":51939,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51938\/revisions\/51939"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51938"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51938"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51938"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}