Market Action

August 7, 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 -0.4663 % 2,640.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.4663 % 4,973.2
Floater 5.47 % 5.58 % 39,129 14.52 3 -0.4663 % 2,866.1
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0237 % 3,648.3
SplitShare 4.78 % 4.94 % 56,302 2.61 5 -0.0237 % 4,356.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0237 % 3,399.4
Perpetual-Premium 5.62 % 5.57 % 47,934 6.66 12 0.2082 % 3,089.7
Perpetual-Discount 5.51 % 5.58 % 40,710 14.52 21 -0.1760 % 3,422.6
FixedReset Disc 5.52 % 5.84 % 91,950 14.04 17 0.0646 % 3,404.0
Insurance Straight 5.35 % 5.41 % 44,327 14.72 20 0.0321 % 3,361.9
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0646 % 4,156.3
FixedReset Prem 5.90 % 4.56 % 79,749 2.21 31 0.0536 % 2,667.8
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0646 % 3,479.5
FixedReset Ins Non 5.20 % 4.96 % 53,127 1.97 14 -0.1750 % 3,284.3
Performance Highlights
Issue Index Change Notes
GWO.PR.S Insurance Straight -3.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 23.15
Evaluated at bid price : 23.45
Bid-YTW : 5.66 %
BN.PR.N Perpetual-Discount -2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 21.11
Evaluated at bid price : 21.11
Bid-YTW : 5.71 %
FTS.PR.F Perpetual-Discount -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 5.27 %
BN.PF.C Perpetual-Discount -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 21.31
Evaluated at bid price : 21.58
Bid-YTW : 5.68 %
ENB.PR.Y FixedReset Disc -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 22.58
Evaluated at bid price : 23.26
Bid-YTW : 6.00 %
BN.PR.B Floater -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 13.84
Evaluated at bid price : 13.84
Bid-YTW : 5.71 %
NA.PR.G FixedReset Prem -1.04 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.62
Bid-YTW : 4.00 %
FTS.PR.H FixedReset Disc -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.68 %
POW.PR.B Perpetual-Discount 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 23.92
Evaluated at bid price : 24.18
Bid-YTW : 5.58 %
RY.PR.S FixedReset Prem 1.34 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.50
Bid-YTW : 3.31 %
PWF.PR.P FixedReset Disc 1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 21.33
Evaluated at bid price : 21.62
Bid-YTW : 5.49 %
ENB.PF.C FixedReset Disc 2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 23.11
Evaluated at bid price : 24.50
Bid-YTW : 5.90 %
GWO.PR.Y Insurance Straight 2.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 21.09
Evaluated at bid price : 21.09
Bid-YTW : 5.41 %
POW.PR.A Perpetual-Premium 2.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 24.81
Evaluated at bid price : 25.03
Bid-YTW : 5.64 %
MFC.PR.B Insurance Straight 2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 5.11 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.J FixedReset Ins Non 206,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.86
Bid-YTW : 4.50 %
BN.PF.E FixedReset Disc 92,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 23.18
Evaluated at bid price : 24.70
Bid-YTW : 5.67 %
FTS.PR.H FixedReset Disc 63,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.68 %
CM.PR.S FixedReset Prem 29,555 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.81
Bid-YTW : 3.71 %
FFH.PR.K FixedReset Prem 25,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 4.00 %
BMO.PR.E FixedReset Prem 13,131 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 26.75
Bid-YTW : 3.49 %
There were 5 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.S Insurance Straight Quote: 23.45 – 24.50
Spot Rate : 1.0500
Average : 0.6508

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 23.15
Evaluated at bid price : 23.45
Bid-YTW : 5.66 %

POW.PR.I Perpetual-Premium Quote: 25.25 – 26.25
Spot Rate : 1.0000
Average : 0.6093

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2035-01-15
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 5.59 %

BN.PR.R FixedReset Disc Quote: 24.04 – 25.00
Spot Rate : 0.9600
Average : 0.6057

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 22.80
Evaluated at bid price : 24.04
Bid-YTW : 5.70 %

NA.PR.K FixedReset Prem Quote: 28.55 – 29.55
Spot Rate : 1.0000
Average : 0.7061

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.55
Bid-YTW : 2.33 %

GWO.PR.N FixedReset Ins Non Quote: 19.50 – 21.80
Spot Rate : 2.3000
Average : 2.0270

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.69 %

ENB.PR.Y FixedReset Disc Quote: 23.26 – 23.83
Spot Rate : 0.5700
Average : 0.3612

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-07
Maturity Price : 22.58
Evaluated at bid price : 23.26
Bid-YTW : 6.00 %

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