{"id":52035,"date":"2026-06-15T21:20:10","date_gmt":"2026-06-16T01:20:10","guid":{"rendered":"https:\/\/prefblog.com\/?p=52035"},"modified":"2026-06-15T21:20:10","modified_gmt":"2026-06-16T01:20:10","slug":"june-15-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52035","title":{"rendered":"June 15, 2026"},"content":{"rendered":"

Sorry about the expired SSL certificate. I have a guy working on it – the problem should be fixed very soon.<\/p>\n\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>\n5.65 %<\/td>\n6.04 %<\/td>\n25,564<\/td>\n14.79<\/td>\n1<\/td>\n-1.3598 %<\/td>\n2,597.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,947.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.50 %<\/td>\n5.60 %<\/td>\n40,699<\/td>\n14.58<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,851.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0556 %<\/td>\n3,628.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.48 %<\/td>\n49,443<\/td>\n2.76<\/td>\n5<\/td>\n0.0556 %<\/td>\n4,333.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0556 %<\/td>\n3,380.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.69 %<\/td>\n5.72 %<\/td>\n73,550<\/td>\n13.98<\/td>\n7<\/td>\n0.2159 %<\/td>\n3,067.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.60 %<\/td>\n5.68 %<\/td>\n41,395<\/td>\n14.30<\/td>\n28<\/td>\n-0.0678 %<\/td>\n3,365.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.64 %<\/td>\n5.88 %<\/td>\n129,196<\/td>\n13.90<\/td>\n19<\/td>\n-0.0751 %<\/td>\n3,297.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.48 %<\/td>\n5.57 %<\/td>\n45,752<\/td>\n14.51<\/td>\n22<\/td>\n-0.4381 %<\/td>\n3,287.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.64 %<\/td>\n4.65 %<\/td>\n23,725<\/td>\n16.20<\/td>\n1<\/td>\n0.0000 %<\/td>\n4,093.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.95 %<\/td>\n4.68 %<\/td>\n89,444<\/td>\n2.25<\/td>\n29<\/td>\n-0.3198 %<\/td>\n2,641.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0751 %<\/td>\n3,370.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.14 %<\/td>\n5.30 %<\/td>\n71,021<\/td>\n14.59<\/td>\n14<\/td>\n0.0060 %<\/td>\n3,217.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-4.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BN.PF.K<\/td>\nRatchet<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.00
\nEvaluated at bid price : 17.41
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.74
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.66
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
IFC.PR.M<\/td>\nPerpetual-Premium<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 24.69
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.32
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.65
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n4.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 13.97
\nEvaluated at bid price : 13.97
\nBid-YTW : 5.60 %<\/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
ENB.PF.K<\/td>\nFixedReset Prem<\/td>\n123,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.57
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n26,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.69
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Prem<\/td>\n25,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
GWO.PR.Z<\/td>\nInsurance Straight<\/td>\n20,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 24.47
\nEvaluated at bid price : 24.87
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n16,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n13,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
There were 4 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: 20.76 – 22.22
\nSpot Rate : 1.4600
\nAverage : 0.9899<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 22.50 – 23.75
\nSpot Rate : 1.2500
\nAverage : 0.9121<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.70 – 22.40
\nSpot Rate : 0.7000
\nAverage : 0.4195<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.88 – 25.45
\nSpot Rate : 0.5700
\nAverage : 0.3471<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.88
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.45 – 22.25
\nSpot Rate : 0.8000
\nAverage : 0.5979<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Prem<\/td>\nQuote: 24.58 – 25.25
\nSpot Rate : 0.6700
\nAverage : 0.4729<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-15
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.58
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry about the expired SSL certificate. I have a guy working on it – the problem should be fixed very soon. HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are …<\/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-52035","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52035","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=52035"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52035\/revisions"}],"predecessor-version":[{"id":52036,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52035\/revisions\/52036"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52035"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52035"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52035"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}