Market Action

July 28, 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 0.5405 % 2,646.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5405 % 4,983.7
Floater 5.46 % 5.57 % 36,078 14.56 3 0.5405 % 2,872.1
OpRet 0.00 % 0.00 % 0 0.00 0 0.0871 % 3,640.8
SplitShare 4.79 % 4.96 % 62,470 2.64 5 0.0871 % 4,347.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0871 % 3,392.4
Perpetual-Premium 5.66 % -5.90 % 55,571 0.09 7 0.0844 % 3,093.0
Perpetual-Discount 5.50 % 5.57 % 41,863 14.52 27 -0.1435 % 3,432.5
FixedReset Disc 5.60 % 5.87 % 98,142 13.95 19 -0.1854 % 3,397.4
Insurance Straight 5.34 % 5.38 % 48,354 14.77 20 0.3461 % 3,369.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1854 % 4,148.3
FixedReset Prem 5.88 % 4.38 % 79,719 2.24 29 -0.2753 % 2,671.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1854 % 3,472.9
FixedReset Ins Non 5.17 % 4.52 % 56,058 1.99 14 0.9150 % 3,302.5
Performance Highlights
Issue Index Change Notes
ENB.PF.E FixedReset Disc -4.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 22.61
Evaluated at bid price : 23.46
Bid-YTW : 6.19 %
CU.PR.C FixedReset Prem -2.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 24.63
Evaluated at bid price : 25.00
Bid-YTW : 5.65 %
PWF.PR.S Perpetual-Discount -1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.57 %
NA.PR.E FixedReset Prem -1.70 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-05-15
Maturity Price : 25.00
Evaluated at bid price : 25.95
Bid-YTW : 3.48 %
BN.PF.F FixedReset Prem -1.60 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.14
Bid-YTW : 5.83 %
PWF.PR.Z Perpetual-Discount -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 22.72
Evaluated at bid price : 23.01
Bid-YTW : 5.61 %
FTS.PR.J Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 22.82
Evaluated at bid price : 23.10
Bid-YTW : 5.21 %
PWF.PR.P FixedReset Disc 1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 21.44
Evaluated at bid price : 21.71
Bid-YTW : 5.48 %
MFC.PR.N FixedReset Ins Non 1.94 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-20
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 5.12 %
SLF.PR.D Insurance Straight 2.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.05 %
GWO.PR.H Insurance Straight 2.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.46 %
IFC.PR.A FixedReset Ins Non 3.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 23.05
Evaluated at bid price : 23.50
Bid-YTW : 5.26 %
MFC.PR.K FixedReset Ins Non 3.53 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-19
Maturity Price : 25.00
Evaluated at bid price : 26.11
Bid-YTW : 4.52 %
MFC.PR.J FixedReset Ins Non 4.23 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.87
Bid-YTW : 4.39 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.S FixedReset Prem 15,682 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.91
Bid-YTW : 2.63 %
PVS.PR.K SplitShare 14,000 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : 4.54 %
MFC.PR.C Insurance Straight 12,841 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 21.81
Evaluated at bid price : 22.05
Bid-YTW : 5.15 %
ENB.PR.F FixedReset Disc 12,535 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 23.76
Evaluated at bid price : 24.10
Bid-YTW : 5.99 %
There were 0 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
ENB.PF.E FixedReset Disc Quote: 23.46 – 24.59
Spot Rate : 1.1300
Average : 0.7294

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 22.61
Evaluated at bid price : 23.46
Bid-YTW : 6.19 %

CU.PR.C FixedReset Prem Quote: 25.00 – 25.78
Spot Rate : 0.7800
Average : 0.5538

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 24.63
Evaluated at bid price : 25.00
Bid-YTW : 5.65 %

PWF.PR.Z Perpetual-Discount Quote: 23.01 – 23.58
Spot Rate : 0.5700
Average : 0.3965

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 22.72
Evaluated at bid price : 23.01
Bid-YTW : 5.61 %

BN.PF.F FixedReset Prem Quote: 25.14 – 25.80
Spot Rate : 0.6600
Average : 0.4989

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.14
Bid-YTW : 5.83 %

POW.PR.B Perpetual-Discount Quote: 24.13 – 24.85
Spot Rate : 0.7200
Average : 0.5945

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 23.88
Evaluated at bid price : 24.13
Bid-YTW : 5.58 %

ENB.PR.F FixedReset Disc Quote: 24.10 – 24.62
Spot Rate : 0.5200
Average : 0.4030

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-28
Maturity Price : 23.76
Evaluated at bid price : 24.10
Bid-YTW : 5.99 %

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