Market Action

July 23, 2026

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.0469 % 2,637.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0469 % 4,967.3
Floater 5.48 % 5.60 % 37,455 14.52 3 0.0469 % 2,862.7
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0159 % 3,631.6
SplitShare 4.80 % 4.99 % 63,806 2.65 5 -0.0159 % 4,336.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0159 % 3,383.8
Perpetual-Premium 5.67 % -5.38 % 56,581 0.09 7 -0.0056 % 3,090.8
Perpetual-Discount 5.51 % 5.54 % 44,619 14.60 27 -0.2058 % 3,428.4
FixedReset Disc 5.60 % 5.84 % 99,924 13.97 19 -0.1215 % 3,397.4
Insurance Straight 5.37 % 5.45 % 48,561 14.67 20 0.0172 % 3,348.8
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1215 % 4,148.3
FixedReset Prem 5.87 % 4.34 % 79,205 2.15 29 0.1194 % 2,676.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1215 % 3,472.9
FixedReset Ins Non 5.20 % 4.76 % 56,118 2.01 14 0.4408 % 3,280.1
Performance Highlights
Issue Index Change Notes
MFC.PR.L FixedReset Ins Non -2.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.39
Evaluated at bid price : 24.98
Bid-YTW : 5.41 %
ENB.PR.P FixedReset Disc -2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.20
Evaluated at bid price : 24.35
Bid-YTW : 5.92 %
PWF.PF.A Perpetual-Discount -2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.57 %
GWO.PR.N FixedReset Ins Non -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.53 %
BN.PF.M FixedReset Prem -1.64 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.77
Bid-YTW : 4.99 %
CU.PR.C FixedReset Prem -1.49 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-06-01
Maturity Price : 25.00
Evaluated at bid price : 25.12
Bid-YTW : 5.55 %
IFC.PR.K Insurance Straight -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.70
Evaluated at bid price : 24.17
Bid-YTW : 5.46 %
BN.PR.T FixedReset Disc -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 22.33
Evaluated at bid price : 23.15
Bid-YTW : 5.86 %
NA.PR.E FixedReset Prem -1.14 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-05-15
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 3.23 %
ELF.PR.H Perpetual-Discount -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 5.70 %
ENB.PR.N FixedReset Prem 1.06 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.85
Bid-YTW : 5.61 %
RY.PR.S FixedReset Prem 1.26 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 27.25
Bid-YTW : 2.66 %
GWO.PR.T Insurance Straight 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.41
Evaluated at bid price : 23.70
Bid-YTW : 5.48 %
MFC.PR.N FixedReset Ins Non 1.33 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-20
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 5.29 %
MFC.PR.I FixedReset Ins Non 1.64 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-09-19
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 2.95 %
MFC.PR.K FixedReset Ins Non 2.54 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-19
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 4.22 %
BIP.PR.F FixedReset Prem 2.57 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.31
Bid-YTW : 4.35 %
MFC.PR.J FixedReset Ins Non 5.36 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 3.66 %
Volume Highlights
Issue Index Shares
Traded
Notes
FTS.PR.M FixedReset Prem 53,725 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 5.32 %
GWO.PR.P Insurance Straight 47,750 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.56 %
POW.PR.D Perpetual-Discount 45,375 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 5.46 %
IFC.PR.I Insurance Straight 42,690 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 24.28
Evaluated at bid price : 24.80
Bid-YTW : 5.47 %
MIC.PR.A Perpetual-Discount 40,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.33
Evaluated at bid price : 23.60
Bid-YTW : 5.77 %
CU.PR.E Perpetual-Discount 30,662 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 22.39
Evaluated at bid price : 22.65
Bid-YTW : 5.48 %
There were 15 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
GWO.PR.N FixedReset Ins Non Quote: 20.00 – 21.30
Spot Rate : 1.3000
Average : 0.8655

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.53 %

PWF.PR.T FixedReset Prem Quote: 25.00 – 26.00
Spot Rate : 1.0000
Average : 0.6106

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.47
Evaluated at bid price : 25.00
Bid-YTW : 5.50 %

MFC.PR.L FixedReset Ins Non Quote: 24.98 – 25.97
Spot Rate : 0.9900
Average : 0.7023

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.39
Evaluated at bid price : 24.98
Bid-YTW : 5.41 %

PWF.PF.A Perpetual-Discount Quote: 20.30 – 20.92
Spot Rate : 0.6200
Average : 0.3946

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.57 %

ENB.PR.P FixedReset Disc Quote: 24.35 – 24.97
Spot Rate : 0.6200
Average : 0.4316

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 23.20
Evaluated at bid price : 24.35
Bid-YTW : 5.92 %

ENB.PF.E FixedReset Disc Quote: 23.46 – 24.55
Spot Rate : 1.0900
Average : 0.9360

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-23
Maturity Price : 22.61
Evaluated at bid price : 23.46
Bid-YTW : 6.17 %

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