{"id":51455,"date":"2026-02-02T20:36:19","date_gmt":"2026-02-03T01:36:19","guid":{"rendered":"https:\/\/prefblog.com\/?p=51455"},"modified":"2026-02-02T20:36:19","modified_gmt":"2026-02-03T01:36:19","slug":"february-2-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51455","title":{"rendered":"February 2, 2026"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4268 %<\/td>\n2,466.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4268 %<\/td>\n4,676.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.84 %<\/td>\n6.06 %<\/td>\n54,162<\/td>\n13.79<\/td>\n3<\/td>\n0.4268 %<\/td>\n2,695.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0394 %<\/td>\n3,665.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.57 %<\/td>\n89,919<\/td>\n3.05<\/td>\n5<\/td>\n0.0394 %<\/td>\n4,377.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0394 %<\/td>\n3,415.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.66 %<\/td>\n5.54 %<\/td>\n656,479<\/td>\n6.80<\/td>\n7<\/td>\n-0.0170 %<\/td>\n3,080.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.64 %<\/td>\n5.64 %<\/td>\n51,560<\/td>\n14.41<\/td>\n27<\/td>\n-1.2789 %<\/td>\n3,361.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.87 %<\/td>\n5.97 %<\/td>\n105,125<\/td>\n13.72<\/td>\n28<\/td>\n-0.1616 %<\/td>\n3,157.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.47 %<\/td>\n5.55 %<\/td>\n65,905<\/td>\n14.50<\/td>\n22<\/td>\n0.0000 %<\/td>\n3,323.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1616 %<\/td>\n3,755.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.00 %<\/td>\n4.56 %<\/td>\n92,351<\/td>\n2.58<\/td>\n20<\/td>\n-0.0385 %<\/td>\n2,644.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1616 %<\/td>\n3,227.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n5.52 %<\/td>\n74,651<\/td>\n14.31<\/td>\n14<\/td>\n-0.9785 %<\/td>\n3,099.9<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-23.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-8.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-6.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-5.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 18.11
\nEvaluated at bid price : 18.11
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-3.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.97
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 20.87
\nEvaluated at bid price : 20.87
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.36
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 23.17
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n48,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n37,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 23.27
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n35,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n33,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n22,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
CU.PR.K<\/td>\nPerpetual-Premium<\/td>\n22,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 24.81
\nEvaluated at bid price : 25.21
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
There were 7 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.93 – 25.00
\nSpot Rate : 6.0700
\nAverage : 3.3264<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.90 – 23.17
\nSpot Rate : 2.2700
\nAverage : 1.3243<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n

ENB.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.07 – 22.85
\nSpot Rate : 1.7800
\nAverage : 1.0521<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.79 – 22.22
\nSpot Rate : 1.4300
\nAverage : 0.8539<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.20 – 26.25
\nSpot Rate : 1.0500
\nAverage : 0.6524<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.97 – 24.97
\nSpot Rate : 1.0000
\nAverage : 0.6029<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-02
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.97
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-51455","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51455","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=51455"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51455\/revisions"}],"predecessor-version":[{"id":51456,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51455\/revisions\/51456"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51455"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51455"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51455"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}