Market Action

August 6, 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 -0.3717 % 2,653.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3717 % 4,996.5
Floater 5.45 % 5.57 % 40,055 14.54 3 -0.3717 % 2,879.5
OpRet 0.00 % 0.00 % 0 0.00 0 0.1343 % 3,649.2
SplitShare 4.77 % 4.83 % 56,688 2.61 5 0.1343 % 4,357.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1343 % 3,400.2
Perpetual-Premium 5.63 % 5.56 % 52,549 6.67 12 -0.2406 % 3,083.3
Perpetual-Discount 5.50 % 5.58 % 41,022 14.51 21 0.2921 % 3,428.6
FixedReset Disc 5.52 % 5.84 % 93,394 14.03 17 -0.0844 % 3,401.8
Insurance Straight 5.35 % 5.43 % 44,918 14.71 20 -0.1708 % 3,360.8
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0844 % 4,153.6
FixedReset Prem 5.91 % 4.42 % 79,900 2.21 31 0.0998 % 2,666.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0844 % 3,477.3
FixedReset Ins Non 5.19 % 4.92 % 53,974 1.97 14 -0.3749 % 3,290.1
Performance Highlights
Issue Index Change Notes
GWO.PR.N FixedReset Ins Non -5.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.69 %
MFC.PR.B Insurance Straight -3.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.23 %
PWF.PR.P FixedReset Disc -2.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.59 %
POW.PR.A Perpetual-Premium -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.76 %
ENB.PF.C FixedReset Disc -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.90
Evaluated at bid price : 24.00
Bid-YTW : 6.04 %
CU.PR.D Perpetual-Discount -1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.06
Evaluated at bid price : 22.29
Bid-YTW : 5.49 %
PWF.PR.R Perpetual-Discount -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.64 %
IFC.PR.G FixedReset Ins Non -1.50 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.61
Bid-YTW : 5.02 %
GWO.PR.Y Insurance Straight -1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.52 %
CU.PR.C FixedReset Prem 1.14 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-06-01
Maturity Price : 25.00
Evaluated at bid price : 24.96
Bid-YTW : 4.98 %
BN.PF.C Perpetual-Discount 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 21.59
Evaluated at bid price : 21.85
Bid-YTW : 5.61 %
FTS.PR.H FixedReset Disc 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 20.51
Evaluated at bid price : 20.51
Bid-YTW : 5.62 %
FTS.PR.F Perpetual-Discount 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 23.69
Evaluated at bid price : 23.96
Bid-YTW : 5.19 %
GWO.PR.I Insurance Straight 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.26 %
GWO.PR.P Insurance Straight 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 24.65
Evaluated at bid price : 24.91
Bid-YTW : 5.48 %
ENB.PR.B FixedReset Disc 1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 23.24
Evaluated at bid price : 23.86
Bid-YTW : 5.90 %
POW.PR.D Perpetual-Discount 3.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.74
Evaluated at bid price : 23.03
Bid-YTW : 5.47 %
PWF.PR.K Perpetual-Discount 3.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.05
Evaluated at bid price : 22.34
Bid-YTW : 5.57 %
PWF.PR.S Perpetual-Discount 5.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 21.49
Evaluated at bid price : 21.75
Bid-YTW : 5.54 %
Volume Highlights
Issue Index Shares
Traded
Notes
SLF.PR.G FixedReset Ins Non 102,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 21.31
Evaluated at bid price : 21.60
Bid-YTW : 5.26 %
BN.PR.B Floater 57,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 14.01
Evaluated at bid price : 14.01
Bid-YTW : 5.64 %
MFC.PR.J FixedReset Ins Non 54,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.86
Bid-YTW : 4.49 %
IFC.PR.A FixedReset Ins Non 40,401 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.97
Evaluated at bid price : 23.42
Bid-YTW : 5.27 %
MFC.PR.N FixedReset Ins Non 31,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-20
Maturity Price : 25.00
Evaluated at bid price : 25.17
Bid-YTW : 5.20 %
ENB.PF.E FixedReset Disc 25,237 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.96
Evaluated at bid price : 24.20
Bid-YTW : 5.97 %
There were 7 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: 19.50 – 21.80
Spot Rate : 2.3000
Average : 1.7277

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.69 %

POW.PR.D Perpetual-Discount Quote: 23.03 – 24.87
Spot Rate : 1.8400
Average : 1.2831

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.74
Evaluated at bid price : 23.03
Bid-YTW : 5.47 %

CU.PR.D Perpetual-Discount Quote: 22.29 – 23.35
Spot Rate : 1.0600
Average : 0.7045

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.06
Evaluated at bid price : 22.29
Bid-YTW : 5.49 %

MFC.PR.B Insurance Straight Quote: 22.50 – 23.21
Spot Rate : 0.7100
Average : 0.4683

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.23 %

PWF.PR.P FixedReset Disc Quote: 21.30 – 21.89
Spot Rate : 0.5900
Average : 0.3604

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.59 %

POW.PR.A Perpetual-Premium Quote: 24.50 – 25.23
Spot Rate : 0.7300
Average : 0.5167

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-06
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.76 %

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