{"id":51979,"date":"2026-06-02T20:21:27","date_gmt":"2026-06-03T00:21:27","guid":{"rendered":"https:\/\/prefblog.com\/?p=51979"},"modified":"2026-06-02T20:21:27","modified_gmt":"2026-06-03T00:21:27","slug":"june-2-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51979","title":{"rendered":"June 2, 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>\n5.67 %<\/td>\n6.06 %<\/td>\n29,029<\/td>\n14.80<\/td>\n1<\/td>\n0.0577 %<\/td>\n2,588.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8787 %<\/td>\n4,948.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.50 %<\/td>\n5.74 %<\/td>\n37,800<\/td>\n14.22<\/td>\n3<\/td>\n0.8787 %<\/td>\n2,852.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1820 %<\/td>\n3,633.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.38 %<\/td>\n54,035<\/td>\n2.79<\/td>\n5<\/td>\n-0.1820 %<\/td>\n4,338.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1820 %<\/td>\n3,385.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.69 %<\/td>\n5.70 %<\/td>\n83,527<\/td>\n14.09<\/td>\n7<\/td>\n0.2275 %<\/td>\n3,065.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.60 %<\/td>\n5.68 %<\/td>\n45,350<\/td>\n14.33<\/td>\n28<\/td>\n-0.0410 %<\/td>\n3,364.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.58 %<\/td>\n5.87 %<\/td>\n130,886<\/td>\n13.96<\/td>\n19<\/td>\n0.2690 %<\/td>\n3,332.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.52 %<\/td>\n5.56 %<\/td>\n47,837<\/td>\n14.47<\/td>\n22<\/td>\n-1.1224 %<\/td>\n3,266.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.65 %<\/td>\n4.65 %<\/td>\n26,079<\/td>\n16.22<\/td>\n1<\/td>\n3.5807 %<\/td>\n4,095.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.93 %<\/td>\n4.68 %<\/td>\n81,386<\/td>\n2.28<\/td>\n29<\/td>\n-0.0348 %<\/td>\n2,651.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2690 %<\/td>\n3,406.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.11 %<\/td>\n5.26 %<\/td>\n78,455<\/td>\n2.14<\/td>\n14<\/td>\n-0.0741 %<\/td>\n3,234.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-3.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 20.99
\nEvaluated at bid price : 20.99
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
PVS.PR.M<\/td>\nSplitShare<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 13.81
\nEvaluated at bid price : 13.81
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 4.65 %<\/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>\n68,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.11
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n51,135<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.72
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n25,538<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Prem<\/td>\n20,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 23.49
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
PVS.PR.M<\/td>\nSplitShare<\/td>\n14,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
GWO.PR.Z<\/td>\nInsurance Straight<\/td>\n11,172<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2034-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
There were 5 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: 22.51 – 23.93
\nSpot Rate : 1.4200
\nAverage : 0.9003<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.40 – 26.40
\nSpot Rate : 1.0000
\nAverage : 0.6940<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-07-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : -6.88 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.64 – 25.50
\nSpot Rate : 0.8600
\nAverage : 0.5952<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.64
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

BN.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.50 – 21.29
\nSpot Rate : 0.7900
\nAverage : 0.5305<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 20.99 – 22.06
\nSpot Rate : 1.0700
\nAverage : 0.8308<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 20.99
\nEvaluated at bid price : 20.99
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 23.35 – 24.20
\nSpot Rate : 0.8500
\nAverage : 0.6131<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-02
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.70 %<\/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 5.67 % 6.06 …<\/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-51979","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51979","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=51979"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51979\/revisions"}],"predecessor-version":[{"id":51980,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51979\/revisions\/51980"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51979"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51979"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51979"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}