Market Action

August 14, 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 -0.1637 % 2,640.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1637 % 4,973.2
Floater 5.47 % 5.61 % 33,473 14.46 3 -0.1637 % 2,866.1
OpRet 0.00 % 0.00 % 0 0.00 0 0.0395 % 3,651.2
SplitShare 4.77 % 4.78 % 53,690 2.59 5 0.0395 % 4,360.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0395 % 3,402.1
Perpetual-Premium 5.61 % 5.43 % 55,065 6.48 12 0.0297 % 3,092.8
Perpetual-Discount 5.49 % 5.55 % 38,119 14.55 21 0.1067 % 3,437.1
FixedReset Disc 5.53 % 5.89 % 92,979 14.04 17 -0.7869 % 3,397.7
Insurance Straight 5.34 % 5.42 % 44,785 14.70 20 0.0897 % 3,369.6
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.7869 % 4,148.7
FixedReset Prem 5.89 % 4.38 % 77,919 2.12 31 0.0548 % 2,672.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.7869 % 3,473.2
FixedReset Ins Non 5.17 % 4.77 % 50,353 1.95 14 0.2651 % 3,303.2
Performance Highlights
Issue Index Change Notes
ENB.PR.P FixedReset Disc -2.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 23.05
Evaluated at bid price : 24.01
Bid-YTW : 6.02 %
ENB.PR.F FixedReset Disc -1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 23.38
Evaluated at bid price : 23.75
Bid-YTW : 6.07 %
ENB.PR.Y FixedReset Disc -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 22.47
Evaluated at bid price : 23.07
Bid-YTW : 6.05 %
GWO.PR.R Insurance Straight -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 21.78
Evaluated at bid price : 22.02
Bid-YTW : 5.52 %
BN.PF.A FixedReset Prem -1.18 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 5.38 %
BN.PR.B Floater -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 13.84
Evaluated at bid price : 13.84
Bid-YTW : 5.71 %
PWF.PR.L Perpetual-Discount 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 22.88
Evaluated at bid price : 23.15
Bid-YTW : 5.54 %
NA.PR.K FixedReset Prem 1.06 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.60
Bid-YTW : 2.28 %
MFC.PR.B Insurance Straight 1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 22.66
Evaluated at bid price : 22.90
Bid-YTW : 5.14 %
ENB.PF.E FixedReset Disc 2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 23.01
Evaluated at bid price : 24.32
Bid-YTW : 5.93 %
ENB.PF.G FixedReset Disc 2.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 23.14
Evaluated at bid price : 24.70
Bid-YTW : 5.89 %
IFC.PR.A FixedReset Ins Non 2.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 23.16
Evaluated at bid price : 23.62
Bid-YTW : 5.33 %
BN.PF.G FixedReset Prem 3.67 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.74 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PR.B Floater 53,642 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 13.84
Evaluated at bid price : 13.84
Bid-YTW : 5.71 %
TD.PF.I FixedReset Prem 32,019 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.88
Bid-YTW : 3.54 %
NA.PR.C FixedReset Prem 22,542 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.48
Bid-YTW : 2.21 %
NA.PR.G FixedReset Prem 21,314 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.85
Bid-YTW : 3.62 %
BN.PR.R FixedReset Disc 15,146 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 22.89
Evaluated at bid price : 24.25
Bid-YTW : 5.72 %
BN.PF.G FixedReset Prem 15,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.74 %
There were 10 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
IFC.PR.G FixedReset Ins Non Quote: 25.75 – 27.15
Spot Rate : 1.4000
Average : 0.8396

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.75
Bid-YTW : 4.77 %

ENB.PR.P FixedReset Disc Quote: 24.01 – 24.94
Spot Rate : 0.9300
Average : 0.5189

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 23.05
Evaluated at bid price : 24.01
Bid-YTW : 6.02 %

ENB.PR.F FixedReset Disc Quote: 23.75 – 24.70
Spot Rate : 0.9500
Average : 0.5532

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 23.38
Evaluated at bid price : 23.75
Bid-YTW : 6.07 %

ENB.PR.Y FixedReset Disc Quote: 23.07 – 24.00
Spot Rate : 0.9300
Average : 0.6083

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 22.47
Evaluated at bid price : 23.07
Bid-YTW : 6.05 %

PWF.PF.A Perpetual-Discount Quote: 20.73 – 21.45
Spot Rate : 0.7200
Average : 0.4621

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 20.73
Evaluated at bid price : 20.73
Bid-YTW : 5.48 %

POW.PR.D Perpetual-Discount Quote: 23.23 – 24.87
Spot Rate : 1.6400
Average : 1.3859

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-14
Maturity Price : 22.96
Evaluated at bid price : 23.23
Bid-YTW : 5.43 %

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