{"id":52100,"date":"2026-06-26T19:56:41","date_gmt":"2026-06-26T23:56:41","guid":{"rendered":"https:\/\/prefblog.com\/?p=52100"},"modified":"2026-06-26T19:56:41","modified_gmt":"2026-06-26T23:56:41","slug":"june-26-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52100","title":{"rendered":"June 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>\n5.61 %<\/td>\n6.01 %<\/td>\n21,541<\/td>\n14.80<\/td>\n1<\/td>\n-0.2849 %<\/td>\n2,611.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4518 %<\/td>\n4,920.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.53 %<\/td>\n5.64 %<\/td>\n40,387<\/td>\n14.50<\/td>\n3<\/td>\n0.4518 %<\/td>\n2,835.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0714 %<\/td>\n3,628.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.85 %<\/td>\n58,331<\/td>\n2.73<\/td>\n5<\/td>\n-0.0714 %<\/td>\n4,333.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0714 %<\/td>\n3,380.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.70 %<\/td>\n5.62 %<\/td>\n64,863<\/td>\n14.04<\/td>\n7<\/td>\n0.0398 %<\/td>\n3,061.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.59 %<\/td>\n5.68 %<\/td>\n40,616<\/td>\n14.37<\/td>\n29<\/td>\n0.1393 %<\/td>\n3,376.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.66 %<\/td>\n5.94 %<\/td>\n110,880<\/td>\n13.79<\/td>\n19<\/td>\n0.0640 %<\/td>\n3,286.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.49 %<\/td>\n5.53 %<\/td>\n46,827<\/td>\n14.62<\/td>\n22<\/td>\n-0.1387 %<\/td>\n3,283.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.76 %<\/td>\n4.78 %<\/td>\n18,089<\/td>\n15.94<\/td>\n1<\/td>\n-1.1729 %<\/td>\n3,976.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.92 %<\/td>\n4.83 %<\/td>\n78,176<\/td>\n2.22<\/td>\n29<\/td>\n0.0736 %<\/td>\n2,652.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0640 %<\/td>\n3,359.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n5.31 %<\/td>\n50,675<\/td>\n14.57<\/td>\n14<\/td>\n-0.3015 %<\/td>\n3,205.8<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-3.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-07-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : -13.81 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 20.59
\nEvaluated at bid price : 20.59
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 19.19
\nEvaluated at bid price : 19.19
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.41
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Prem<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.58
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.66 %<\/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
GWO.PF.A<\/td>\nPerpetual-Discount<\/td>\n65,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 24.61
\nEvaluated at bid price : 25.01
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n58,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.94
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n20,380<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
PVS.PR.M<\/td>\nSplitShare<\/td>\n17,100<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n14,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.56
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n14,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.99 %<\/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
POW.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.20 – 26.20
\nSpot Rate : 1.0000
\nAverage : 0.5880<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2034-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Prem<\/td>\nQuote: 25.58 – 26.58
\nSpot Rate : 1.0000
\nAverage : 0.6548<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.58
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n

ENB.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.94 – 24.45
\nSpot Rate : 0.5100
\nAverage : 0.3380<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.94
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.10 – 22.61
\nSpot Rate : 0.5100
\nAverage : 0.3458<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.00 – 22.96
\nSpot Rate : 0.9600
\nAverage : 0.8105<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-26
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nInsurance Straight<\/td>\nQuote: 25.40 – 25.85
\nSpot Rate : 0.4500
\nAverage : 0.3159<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-07-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : -13.81 %<\/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 5.61 % 6.01 …<\/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-52100","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52100","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=52100"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52100\/revisions"}],"predecessor-version":[{"id":52101,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52100\/revisions\/52101"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52100"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52100"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52100"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}