{"id":51986,"date":"2026-06-03T20:06:53","date_gmt":"2026-06-04T00:06:53","guid":{"rendered":"https:\/\/prefblog.com\/?p=51986"},"modified":"2026-06-03T20:06:53","modified_gmt":"2026-06-04T00:06:53","slug":"june-3-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51986","title":{"rendered":"June 3, 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>\n30,385<\/td>\n14.80<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,588.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3296 %<\/td>\n4,932.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.52 %<\/td>\n5.71 %<\/td>\n40,288<\/td>\n14.27<\/td>\n3<\/td>\n-0.3296 %<\/td>\n2,842.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2140 %<\/td>\n3,625.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.44 %<\/td>\n53,555<\/td>\n2.79<\/td>\n5<\/td>\n-0.2140 %<\/td>\n4,329.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2140 %<\/td>\n3,377.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.69 %<\/td>\n5.69 %<\/td>\n82,716<\/td>\n14.08<\/td>\n7<\/td>\n0.1645 %<\/td>\n3,070.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.60 %<\/td>\n5.68 %<\/td>\n44,780<\/td>\n14.33<\/td>\n28<\/td>\n0.1451 %<\/td>\n3,369.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.60 %<\/td>\n5.87 %<\/td>\n130,933<\/td>\n13.93<\/td>\n19<\/td>\n-0.2525 %<\/td>\n3,324.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.49 %<\/td>\n5.56 %<\/td>\n46,646<\/td>\n14.57<\/td>\n22<\/td>\n0.5845 %<\/td>\n3,285.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.61 %<\/td>\n4.62 %<\/td>\n25,161<\/td>\n16.28<\/td>\n1<\/td>\n0.7014 %<\/td>\n4,124.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.92 %<\/td>\n4.74 %<\/td>\n79,682<\/td>\n2.28<\/td>\n29<\/td>\n0.0187 %<\/td>\n2,652.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2525 %<\/td>\n3,397.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.12 %<\/td>\n5.33 %<\/td>\n77,468<\/td>\n14.55<\/td>\n14<\/td>\n-0.2136 %<\/td>\n3,228.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 13.58
\nEvaluated at bid price : 13.58
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.34
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.52
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.68
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n3.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.21
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.18
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.77
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n<\/table>\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
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n34,784<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n22,298<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n15,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.46
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n15,340<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n12,215<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 13.58
\nEvaluated at bid price : 13.58
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
There were 0 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
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.30 – 23.15
\nSpot Rate : 0.8500
\nAverage : 0.5801<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.81 – 21.40
\nSpot Rate : 0.5900
\nAverage : 0.4139<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n

POW.PR.B<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.00 – 24.39
\nSpot Rate : 0.3900
\nAverage : 0.2621<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 24.70 – 25.25
\nSpot Rate : 0.5500
\nAverage : 0.4280<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

PVS.PR.M<\/td>\nSplitShare<\/td>\nQuote: 25.13 – 25.80
\nSpot Rate : 0.6700
\nAverage : 0.5509<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 20.75 – 21.28
\nSpot Rate : 0.5300
\nAverage : 0.4198<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-03
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.43 %<\/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-51986","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51986","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=51986"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51986\/revisions"}],"predecessor-version":[{"id":51988,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51986\/revisions\/51988"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51986"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51986"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51986"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}