{"id":51484,"date":"2026-02-06T11:55:49","date_gmt":"2026-02-06T16:55:49","guid":{"rendered":"https:\/\/prefblog.com\/?p=51484"},"modified":"2026-02-06T11:55:49","modified_gmt":"2026-02-06T16:55:49","slug":"february-5-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51484","title":{"rendered":"February 5, 2026"},"content":{"rendered":"

Sorry this is so late!<\/p>\n\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>\n0.3248 %<\/td>\n2,476.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3248 %<\/td>\n4,695.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.82 %<\/td>\n6.08 %<\/td>\n56,388<\/td>\n13.76<\/td>\n3<\/td>\n0.3248 %<\/td>\n2,706.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0393 %<\/td>\n3,671.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.52 %<\/td>\n86,195<\/td>\n3.04<\/td>\n5<\/td>\n-0.0393 %<\/td>\n4,384.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0393 %<\/td>\n3,420.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.66 %<\/td>\n5.57 %<\/td>\n587,832<\/td>\n6.78<\/td>\n7<\/td>\n-0.1018 %<\/td>\n3,081.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.57 %<\/td>\n5.64 %<\/td>\n50,752<\/td>\n14.42<\/td>\n27<\/td>\n-0.1956 %<\/td>\n3,401.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.93 %<\/td>\n5.98 %<\/td>\n108,789<\/td>\n13.76<\/td>\n28<\/td>\n-0.0874 %<\/td>\n3,176.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.46 %<\/td>\n5.56 %<\/td>\n68,053<\/td>\n14.50<\/td>\n22<\/td>\n-0.0276 %<\/td>\n3,329.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0874 %<\/td>\n3,779.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.97 %<\/td>\n4.34 %<\/td>\n83,801<\/td>\n2.53<\/td>\n20<\/td>\n0.0672 %<\/td>\n2,655.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0874 %<\/td>\n3,247.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.28 %<\/td>\n5.47 %<\/td>\n75,717<\/td>\n14.44<\/td>\n14<\/td>\n-0.1440 %<\/td>\n3,130.5<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.27
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 23.81
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 23.57
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 19.64
\nEvaluated at bid price : 19.64
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n3.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 24.83
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.71 %<\/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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n82,882<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n51,650<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 18.41
\nEvaluated at bid price : 18.41
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n51,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n30,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n19,651<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.08
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n16,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
There were 5 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
GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 23.87 – 24.75
\nSpot Rate : 0.8800
\nAverage : 0.5364<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 23.60
\nEvaluated at bid price : 23.87
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

GWO.PR.Z<\/td>\nInsurance Straight<\/td>\nQuote: 25.25 – 26.25
\nSpot Rate : 1.0000
\nAverage : 0.6907<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2034-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.75 – 22.50
\nSpot Rate : 0.7500
\nAverage : 0.4954<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 23.27 – 24.07
\nSpot Rate : 0.8000
\nAverage : 0.5658<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.27
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 19.36 – 19.99
\nSpot Rate : 0.6300
\nAverage : 0.4601<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 19.36
\nEvaluated at bid price : 19.36
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 21.83 – 22.35
\nSpot Rate : 0.5200
\nAverage : 0.3726<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-05
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.83
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is so late! 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 …<\/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-51484","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51484","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=51484"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51484\/revisions"}],"predecessor-version":[{"id":51485,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51484\/revisions\/51485"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51484"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51484"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51484"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}