Market Action

August 10, 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 0.5856 % 2,656.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5856 % 5,002.3
Floater 5.44 % 5.58 % 37,877 14.52 3 0.5856 % 2,882.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0789 % 3,651.2
SplitShare 4.77 % 4.92 % 54,269 2.60 5 0.0789 % 4,360.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0789 % 3,402.1
Perpetual-Premium 5.61 % 5.51 % 51,516 6.65 12 0.1055 % 3,093.0
Perpetual-Discount 5.51 % 5.58 % 39,105 14.52 21 0.1218 % 3,426.8
FixedReset Disc 5.51 % 5.99 % 91,875 13.75 17 0.0993 % 3,407.3
Insurance Straight 5.35 % 5.42 % 45,573 14.69 20 -0.0171 % 3,361.3
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0993 % 4,160.4
FixedReset Prem 5.90 % 4.57 % 76,848 2.20 31 0.0199 % 2,668.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0993 % 3,483.0
FixedReset Ins Non 5.22 % 5.13 % 52,683 2.60 14 -0.4208 % 3,270.5
Performance Highlights
Issue Index Change Notes
IFC.PR.A FixedReset Ins Non -2.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 22.40
Evaluated at bid price : 22.81
Bid-YTW : 5.56 %
CCS.PR.C Insurance Straight -2.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 22.60
Evaluated at bid price : 22.85
Bid-YTW : 5.53 %
ENB.PF.C FixedReset Disc -2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 22.91
Evaluated at bid price : 24.01
Bid-YTW : 6.16 %
SLF.PR.H FixedReset Ins Non -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 23.50
Evaluated at bid price : 24.60
Bid-YTW : 5.56 %
IFC.PR.K Insurance Straight -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 23.67
Evaluated at bid price : 24.15
Bid-YTW : 5.49 %
RY.PR.S FixedReset Prem 1.02 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.77
Bid-YTW : 2.89 %
ENB.PR.Y FixedReset Disc 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 22.72
Evaluated at bid price : 23.51
Bid-YTW : 6.06 %
BN.PR.B Floater 2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 14.16
Evaluated at bid price : 14.16
Bid-YTW : 5.58 %
GWO.PR.S Insurance Straight 3.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 5.46 %
Volume Highlights
Issue Index Shares
Traded
Notes
FTS.PR.H FixedReset Disc 279,529 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 20.36
Evaluated at bid price : 20.36
Bid-YTW : 5.79 %
BN.PF.I FixedReset Prem 61,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 4.39 %
ENB.PR.Y FixedReset Disc 51,099 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 22.72
Evaluated at bid price : 23.51
Bid-YTW : 6.06 %
MFC.PR.Q FixedReset Ins Non 37,635 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.66
Bid-YTW : 4.95 %
IFC.PR.E Insurance Straight 31,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 5.45 %
GWO.PR.Y Insurance Straight 11,360 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 21.08
Evaluated at bid price : 21.08
Bid-YTW : 5.41 %
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
BN.PR.Z FixedReset Prem Quote: 25.59 – 27.00
Spot Rate : 1.4100
Average : 0.7900

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.59
Bid-YTW : 4.85 %

POW.PR.D Perpetual-Discount Quote: 22.89 – 24.87
Spot Rate : 1.9800
Average : 1.3799

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 22.64
Evaluated at bid price : 22.89
Bid-YTW : 5.51 %

IFC.PR.K Insurance Straight Quote: 24.15 – 25.10
Spot Rate : 0.9500
Average : 0.6697

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 23.67
Evaluated at bid price : 24.15
Bid-YTW : 5.49 %

POW.PR.H Perpetual-Premium Quote: 25.55 – 26.55
Spot Rate : 1.0000
Average : 0.7283

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 5.51 %

IFC.PR.A FixedReset Ins Non Quote: 22.81 – 23.51
Spot Rate : 0.7000
Average : 0.4306

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 22.40
Evaluated at bid price : 22.81
Bid-YTW : 5.56 %

SLF.PR.H FixedReset Ins Non Quote: 24.60 – 25.30
Spot Rate : 0.7000
Average : 0.5006

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-10
Maturity Price : 23.50
Evaluated at bid price : 24.60
Bid-YTW : 5.56 %

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