Market Action

August 13, 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 -0.3728 % 2,645.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3728 % 4,981.3
Floater 5.46 % 5.61 % 33,998 14.47 3 -0.3728 % 2,870.8
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0079 % 3,649.7
SplitShare 4.77 % 4.96 % 54,377 2.60 5 -0.0079 % 4,358.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0079 % 3,400.7
Perpetual-Premium 5.61 % 5.49 % 55,222 6.64 12 -0.0099 % 3,091.9
Perpetual-Discount 5.50 % 5.57 % 38,623 14.54 21 -0.1483 % 3,433.5
FixedReset Disc 5.49 % 5.92 % 92,003 13.80 17 0.1730 % 3,424.7
Insurance Straight 5.34 % 5.42 % 45,341 14.72 20 0.1883 % 3,366.6
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.1730 % 4,181.6
FixedReset Prem 5.90 % 4.43 % 78,385 2.20 31 0.0324 % 2,670.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1730 % 3,500.7
FixedReset Ins Non 5.18 % 4.77 % 50,431 3.03 14 0.2746 % 3,294.5
Performance Highlights
Issue Index Change Notes
MFC.PR.B Insurance Straight -2.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.23 %
BN.PF.G FixedReset Prem -2.41 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 25.08
Bid-YTW : 5.80 %
BN.PR.M Perpetual-Discount -1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 21.44
Evaluated at bid price : 21.44
Bid-YTW : 5.62 %
SLF.PR.H FixedReset Ins Non 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 23.95
Evaluated at bid price : 24.92
Bid-YTW : 5.49 %
GWO.PR.G Insurance Straight 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 24.16
Evaluated at bid price : 24.42
Bid-YTW : 5.39 %
ENB.PR.B FixedReset Disc 2.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 23.46
Evaluated at bid price : 24.07
Bid-YTW : 6.00 %
GWO.PR.H Insurance Straight 3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 22.39
Evaluated at bid price : 22.65
Bid-YTW : 5.42 %
Volume Highlights
Issue Index Shares
Traded
Notes
NA.PR.E FixedReset Prem 101,700 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-05-15
Maturity Price : 25.00
Evaluated at bid price : 26.10
Bid-YTW : 3.22 %
MFC.PR.K FixedReset Ins Non 56,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-19
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.44 %
FTS.PR.M FixedReset Prem 26,800 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.56
Bid-YTW : 5.14 %
TD.PF.I FixedReset Prem 22,621 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.77
Bid-YTW : 3.90 %
GWO.PF.A Perpetual-Premium 15,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2035-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.47
Bid-YTW : 5.59 %
NA.PR.S FixedReset Prem 14,707 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-15
Maturity Price : 25.00
Evaluated at bid price : 26.11
Bid-YTW : 4.48 %
There were 3 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
POW.PR.D Perpetual-Discount Quote: 23.12 – 24.87
Spot Rate : 1.7500
Average : 1.1072

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 22.84
Evaluated at bid price : 23.12
Bid-YTW : 5.46 %

MFC.PR.B Insurance Straight Quote: 22.50 – 23.38
Spot Rate : 0.8800
Average : 0.5622

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.23 %

BN.PR.B Floater Quote: 14.00 – 15.17
Spot Rate : 1.1700
Average : 0.9038

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-13
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.65 %

IFC.PR.C FixedReset Ins Non Quote: 25.12 – 25.60
Spot Rate : 0.4800
Average : 0.2733

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.12
Bid-YTW : 2.93 %

BN.PF.G FixedReset Prem Quote: 25.08 – 26.15
Spot Rate : 1.0700
Average : 0.8696

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 25.08
Bid-YTW : 5.80 %

BN.PF.B FixedReset Prem Quote: 25.45 – 26.19
Spot Rate : 0.7400
Average : 0.5399

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-04-01
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 5.74 %

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