{"id":51946,"date":"2026-05-26T22:54:09","date_gmt":"2026-05-27T02:54:09","guid":{"rendered":"https:\/\/prefblog.com\/?p=51946"},"modified":"2026-05-26T22:54:09","modified_gmt":"2026-05-27T02:54:09","slug":"may-26-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51946","title":{"rendered":"May 26, 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>\n-0.9270 %<\/td>\n2,560.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.9270 %<\/td>\n4,855.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.61 %<\/td>\n5.85 %<\/td>\n39,104<\/td>\n14.07<\/td>\n3<\/td>\n-0.9270 %<\/td>\n2,798.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0713 %<\/td>\n3,631.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.50 %<\/td>\n52,839<\/td>\n2.81<\/td>\n5<\/td>\n-0.0713 %<\/td>\n4,337.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0713 %<\/td>\n3,384.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.74 %<\/td>\n-0.87 %<\/td>\n64,918<\/td>\n0.08<\/td>\n3<\/td>\n0.2772 %<\/td>\n3,059.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.61 %<\/td>\n5.69 %<\/td>\n52,005<\/td>\n14.33<\/td>\n30<\/td>\n-0.0782 %<\/td>\n3,359.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.61 %<\/td>\n5.80 %<\/td>\n97,902<\/td>\n13.93<\/td>\n24<\/td>\n-0.2931 %<\/td>\n3,322.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.46 %<\/td>\n5.57 %<\/td>\n51,203<\/td>\n14.41<\/td>\n22<\/td>\n-0.0316 %<\/td>\n3,299.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2931 %<\/td>\n3,952.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.97 %<\/td>\n4.43 %<\/td>\n85,361<\/td>\n2.27<\/td>\n24<\/td>\n0.0145 %<\/td>\n2,656.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2931 %<\/td>\n3,396.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.04 %<\/td>\n5.25 %<\/td>\n81,203<\/td>\n2.13<\/td>\n14<\/td>\n0.2052 %<\/td>\n3,280.9<\/td>\n<\/tr>\n<\/table>\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
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 14.83
\nEvaluated at bid price : 14.83
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.83
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.88
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 21.67
\nEvaluated at bid price : 21.92
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n3.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.69 %<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n92,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.34
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n90,860<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n80,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n58,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n51,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n30,568<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
There were 7 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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 20.75 – 22.25
\nSpot Rate : 1.5000
\nAverage : 1.1553<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 24.05
\nSpot Rate : 1.0500
\nAverage : 0.7348<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

ENB.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.89
\nSpot Rate : 0.8900
\nAverage : 0.5779<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 21.55 – 22.39
\nSpot Rate : 0.8400
\nAverage : 0.5566<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.60 – 24.61
\nSpot Rate : 1.0100
\nAverage : 0.7694<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-05-26
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Prem<\/td>\nQuote: 26.25 – 27.25
\nSpot Rate : 1.0000
\nAverage : 0.8087<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.67 %<\/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-51946","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51946","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=51946"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51946\/revisions"}],"predecessor-version":[{"id":51947,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51946\/revisions\/51947"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51946"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51946"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51946"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}