Market Action

August 17, 2026

Sorry about the delay for this post – a routine update of the WordPress software turned out to be exceptional!

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 -0.4685 % 2,628.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.4685 % 4,949.9
Floater 5.50 % 5.61 % 32,272 14.45 3 -0.4685 % 2,852.6
OpRet 0.00 % 0.00 % 0 0.00 0 0.0946 % 3,654.6
SplitShare 4.77 % 4.89 % 53,165 2.59 5 0.0946 % 4,364.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0946 % 3,405.3
Perpetual-Premium 5.62 % 5.49 % 57,620 6.63 12 -0.2075 % 3,086.4
Perpetual-Discount 5.49 % 5.55 % 37,663 14.56 21 0.0334 % 3,438.3
FixedReset Disc 5.51 % 5.87 % 98,644 14.03 17 0.3655 % 3,410.1
Insurance Straight 5.35 % 5.45 % 44,418 14.64 20 -0.1835 % 3,363.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.3655 % 4,163.8
FixedReset Prem 5.89 % 4.44 % 77,155 2.11 31 0.0000 % 2,672.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3655 % 3,485.8
FixedReset Ins Non 5.19 % 4.79 % 49,809 1.94 14 -0.3399 % 3,292.0
Performance Highlights
Issue Index Change Notes
GWO.PR.N FixedReset Ins Non -8.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.79 %
GWO.PR.H Insurance Straight -3.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 21.55
Evaluated at bid price : 21.81
Bid-YTW : 5.63 %
PWF.PR.A Floater -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 14.55
Evaluated at bid price : 14.55
Bid-YTW : 5.39 %
GWO.PR.G Insurance Straight -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 23.85
Evaluated at bid price : 24.10
Bid-YTW : 5.46 %
ENB.PF.G FixedReset Disc -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 23.02
Evaluated at bid price : 24.40
Bid-YTW : 5.98 %
NA.PR.K FixedReset Prem -1.05 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.30
Bid-YTW : 2.72 %
FTS.PR.F Perpetual-Discount 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 23.57
Evaluated at bid price : 23.84
Bid-YTW : 5.23 %
BN.PF.A FixedReset Prem 1.16 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.81 %
MFC.PR.B Insurance Straight 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 22.93
Evaluated at bid price : 23.20
Bid-YTW : 5.08 %
PWF.PR.P FixedReset Disc 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 21.66
Evaluated at bid price : 22.00
Bid-YTW : 5.49 %
BN.PR.T FixedReset Disc 1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 23.43
Evaluated at bid price : 24.12
Bid-YTW : 5.76 %
BN.PF.F FixedReset Prem 2.14 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : 5.01 %
ENB.PR.Y FixedReset Disc 2.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 22.80
Evaluated at bid price : 23.65
Bid-YTW : 5.89 %
ENB.PR.P FixedReset Disc 2.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 23.32
Evaluated at bid price : 24.63
Bid-YTW : 5.85 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PR.N FixedReset Ins Non 96,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.79 %
BN.PF.G FixedReset Prem 32,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.76 %
ENB.PR.D FixedReset Disc 28,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 23.60
Evaluated at bid price : 24.00
Bid-YTW : 5.87 %
BN.PF.M FixedReset Prem 23,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 4.59 %
GWO.PR.Z Insurance Straight 21,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.37
Bid-YTW : 5.63 %
GWO.PF.A Perpetual-Premium 20,900 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2035-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.42
Bid-YTW : 5.63 %
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.N FixedReset Ins Non Quote: 19.50 – 21.40
Spot Rate : 1.9000
Average : 1.3016

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.79 %

IFC.PR.M Perpetual-Premium Quote: 25.30 – 26.30
Spot Rate : 1.0000
Average : 0.6119

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 5.46 %

GWO.PR.H Insurance Straight Quote: 21.81 – 22.99
Spot Rate : 1.1800
Average : 0.8674

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 21.55
Evaluated at bid price : 21.81
Bid-YTW : 5.63 %

GWO.PR.L Insurance Straight Quote: 25.23 – 25.97
Spot Rate : 0.7400
Average : 0.4900

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-09-16
Maturity Price : 25.00
Evaluated at bid price : 25.23
Bid-YTW : 3.48 %

POW.PR.D Perpetual-Discount Quote: 23.04 – 24.87
Spot Rate : 1.8300
Average : 1.6182

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 22.76
Evaluated at bid price : 23.04
Bid-YTW : 5.48 %

BN.PR.X FixedReset Disc Quote: 21.70 – 22.45
Spot Rate : 0.7500
Average : 0.5508

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-17
Maturity Price : 21.40
Evaluated at bid price : 21.70
Bid-YTW : 5.89 %

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