{"id":51977,"date":"2026-06-01T21:34:15","date_gmt":"2026-06-02T01:34:15","guid":{"rendered":"https:\/\/prefblog.com\/?p=51977"},"modified":"2026-06-01T21:34:15","modified_gmt":"2026-06-02T01:34:15","slug":"june-1-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51977","title":{"rendered":"June 1, 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>\n1<\/td>\n-0.4021 %<\/td>\n2,587.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4021 %<\/td>\n4,905.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.55 %<\/td>\n5.79 %<\/td>\n39,307<\/td>\n14.15<\/td>\n3<\/td>\n-0.4021 %<\/td>\n2,827.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1188 %<\/td>\n3,639.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.39 %<\/td>\n53,348<\/td>\n2.79<\/td>\n5<\/td>\n0.1188 %<\/td>\n4,346.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1188 %<\/td>\n3,391.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.71 %<\/td>\n5.71 %<\/td>\n84,718<\/td>\n14.07<\/td>\n7<\/td>\n-0.2156 %<\/td>\n3,058.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.60 %<\/td>\n5.68 %<\/td>\n45,573<\/td>\n14.33<\/td>\n28<\/td>\n0.2545 %<\/td>\n3,366.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.60 %<\/td>\n5.87 %<\/td>\n128,455<\/td>\n13.97<\/td>\n19<\/td>\n-0.1692 %<\/td>\n3,323.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.46 %<\/td>\n5.56 %<\/td>\n48,806<\/td>\n14.43<\/td>\n22<\/td>\n0.0217 %<\/td>\n3,303.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n1<\/td>\n-0.1692 %<\/td>\n3,953.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.92 %<\/td>\n4.71 %<\/td>\n83,325<\/td>\n2.29<\/td>\n29<\/td>\n0.0361 %<\/td>\n2,652.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1692 %<\/td>\n3,397.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.10 %<\/td>\n5.31 %<\/td>\n79,235<\/td>\n14.22<\/td>\n14<\/td>\n-0.4927 %<\/td>\n3,237.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\n<\/td>\n-4.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 23.53
\nEvaluated at bid price : 24.89
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 23.05
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.78
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.37
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.33
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.94
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n3.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.02
\nBid-YTW : 4.36 %<\/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.S<\/td>\nFixedReset Prem<\/td>\n25,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.14
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n23,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
GWO.PR.Z<\/td>\nInsurance Straight<\/td>\n21,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2034-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
POW.PR.I<\/td>\nPerpetual-Premium<\/td>\n15,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 24.65
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n13,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n12,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 4.38 %<\/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.Y<\/td>\nInsurance Straight<\/td>\nQuote: 20.83 – 23.00
\nSpot Rate : 2.1700
\nAverage : 1.4112<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 25.91 – 27.50
\nSpot Rate : 1.5900
\nAverage : 0.9454<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.91
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\n<\/td>\nQuote: 19.27 – 20.40
\nSpot Rate : 1.1300
\nAverage : 0.6721<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.89 – 25.89
\nSpot Rate : 1.0000
\nAverage : 0.5885<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 23.53
\nEvaluated at bid price : 24.89
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.48 – 22.50
\nSpot Rate : 1.0200
\nAverage : 0.6158<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-01
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.48
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.65 – 26.65
\nSpot Rate : 1.0000
\nAverage : 0.6775<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 5.03 %<\/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-51977","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51977","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=51977"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51977\/revisions"}],"predecessor-version":[{"id":51978,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51977\/revisions\/51978"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51977"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51977"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51977"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}