{"id":52108,"date":"2026-06-30T19:55:43","date_gmt":"2026-06-30T23:55:43","guid":{"rendered":"https:\/\/prefblog.com\/?p=52108"},"modified":"2026-06-30T19:55:43","modified_gmt":"2026-06-30T23:55:43","slug":"june-30-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52108","title":{"rendered":"June 30, 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>\n5.59 %<\/td>\n5.79 %<\/td>\n21,393<\/td>\n14.75<\/td>\n1<\/td>\n0.1709 %<\/td>\n2,622.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1194 %<\/td>\n4,882.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.57 %<\/td>\n5.68 %<\/td>\n37,259<\/td>\n14.42<\/td>\n3<\/td>\n0.1194 %<\/td>\n2,813.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0318 %<\/td>\n3,627.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.95 %<\/td>\n60,370<\/td>\n2.71<\/td>\n5<\/td>\n0.0318 %<\/td>\n4,331.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0318 %<\/td>\n3,379.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.70 %<\/td>\n5.57 %<\/td>\n61,691<\/td>\n14.02<\/td>\n7<\/td>\n-0.1021 %<\/td>\n3,064.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.59 %<\/td>\n5.67 %<\/td>\n39,029<\/td>\n14.38<\/td>\n29<\/td>\n-0.0710 %<\/td>\n3,376.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.63 %<\/td>\n5.81 %<\/td>\n110,471<\/td>\n13.93<\/td>\n19<\/td>\n0.4108 %<\/td>\n3,305.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.49 %<\/td>\n5.52 %<\/td>\n47,460<\/td>\n14.60<\/td>\n22<\/td>\n-0.0456 %<\/td>\n3,281.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.75 %<\/td>\n4.77 %<\/td>\n17,243<\/td>\n15.95<\/td>\n1<\/td>\n0.0000 %<\/td>\n3,976.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.92 %<\/td>\n4.65 %<\/td>\n78,458<\/td>\n2.21<\/td>\n29<\/td>\n0.1083 %<\/td>\n2,654.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4108 %<\/td>\n3,378.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.32 %<\/td>\n5.25 %<\/td>\n49,877<\/td>\n14.64<\/td>\n14<\/td>\n-0.0299 %<\/td>\n3,210.8<\/td>\n<\/tr>\n<\/table>\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.P<\/td>\nInsurance Straight<\/td>\n-3.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.04
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.82
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-07-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -9.01 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 23.12
\nEvaluated at bid price : 23.47
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.58 %<\/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.PR.D<\/td>\nFixedReset Disc<\/td>\n46,730<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
GWO.PF.A<\/td>\nPerpetual-Discount<\/td>\n41,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 24.62
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n30,992<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.71
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n21,098<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n20,710<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 23.12
\nEvaluated at bid price : 23.47
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n17,883<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.67
\nBid-YTW : 3.48 %<\/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
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.55 – 24.80
\nSpot Rate : 1.2500
\nAverage : 0.7325<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nInsurance Straight<\/td>\nQuote: 23.04 – 24.37
\nSpot Rate : 1.3300
\nAverage : 0.8658<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.04
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

RY.PR.S<\/td>\nFixedReset Prem<\/td>\nQuote: 26.67 – 27.67
\nSpot Rate : 1.0000
\nAverage : 0.6196<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.67
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 20.75 – 21.89
\nSpot Rate : 1.1400
\nAverage : 0.8205<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.82 – 25.77
\nSpot Rate : 0.9500
\nAverage : 0.6809<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.82
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.49 – 23.40
\nSpot Rate : 0.9100
\nAverage : 0.7056<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-06-30
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.49
\nBid-YTW : 5.56 %<\/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 5.59 % 5.79 …<\/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-52108","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52108","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=52108"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52108\/revisions"}],"predecessor-version":[{"id":52109,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52108\/revisions\/52109"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52108"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52108"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52108"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}