{"id":51581,"date":"2026-02-24T21:10:30","date_gmt":"2026-02-25T02:10:30","guid":{"rendered":"https:\/\/prefblog.com\/?p=51581"},"modified":"2026-02-24T21:10:30","modified_gmt":"2026-02-25T02:10:30","slug":"february-24-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51581","title":{"rendered":"February 24, 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>\n0.0249 %<\/td>\n2,478.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0249 %<\/td>\n4,699.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.81 %<\/td>\n6.08 %<\/td>\n57,215<\/td>\n13.72<\/td>\n3<\/td>\n0.0249 %<\/td>\n2,708.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0238 %<\/td>\n3,641.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.56 %<\/td>\n74,671<\/td>\n3.03<\/td>\n5<\/td>\n0.0238 %<\/td>\n4,348.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0238 %<\/td>\n3,392.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.66 %<\/td>\n5.56 %<\/td>\n453,061<\/td>\n14.12<\/td>\n7<\/td>\n0.0453 %<\/td>\n3,081.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.61 %<\/td>\n5.67 %<\/td>\n48,349<\/td>\n14.35<\/td>\n27<\/td>\n0.1219 %<\/td>\n3,375.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.91 %<\/td>\n5.71 %<\/td>\n127,687<\/td>\n13.99<\/td>\n28<\/td>\n0.0031 %<\/td>\n3,186.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.44 %<\/td>\n5.56 %<\/td>\n69,035<\/td>\n14.46<\/td>\n22<\/td>\n-0.1512 %<\/td>\n3,344.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0031 %<\/td>\n3,790.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.94 %<\/td>\n4.38 %<\/td>\n88,453<\/td>\n2.48<\/td>\n20<\/td>\n-0.0745 %<\/td>\n2,667.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0031 %<\/td>\n3,256.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n5.17 %<\/td>\n83,177<\/td>\n14.79<\/td>\n14<\/td>\n0.3436 %<\/td>\n3,168.5<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 23.12
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 22.64
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.67
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n3.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.56 %<\/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.PR.P<\/td>\nFixedReset Disc<\/td>\n54,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n51,653<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n43,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 23.59
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n30,397<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.64
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n27,807<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n27,267<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
There were 15 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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.60 – 22.10
\nSpot Rate : 5.5000
\nAverage : 4.2986<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Prem<\/td>\nQuote: 26.55 – 27.55
\nSpot Rate : 1.0000
\nAverage : 0.5715<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.55
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.72 – 26.72
\nSpot Rate : 1.0000
\nAverage : 0.5787<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 20.00 – 21.04
\nSpot Rate : 1.0400
\nAverage : 0.6675<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 23.75 – 24.75
\nSpot Rate : 1.0000
\nAverage : 0.7320<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

ENB.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 22.51 – 23.20
\nSpot Rate : 0.6900
\nAverage : 0.4821<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-24
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.04 %<\/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-51581","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51581","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=51581"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51581\/revisions"}],"predecessor-version":[{"id":51582,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51581\/revisions\/51582"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51581"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51581"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51581"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}