{"id":52359,"date":"2026-07-27T20:02:03","date_gmt":"2026-07-28T00:02:03","guid":{"rendered":"https:\/\/prefblog.com\/?p=52359"},"modified":"2026-07-27T20:02:03","modified_gmt":"2026-07-28T00:02:03","slug":"july-27-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52359","title":{"rendered":"July 27, 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>\n-0.0470 %<\/td>\n2,632.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0470 %<\/td>\n4,956.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.49 %<\/td>\n5.59 %<\/td>\n36,536<\/td>\n14.52<\/td>\n3<\/td>\n-0.0470 %<\/td>\n2,856.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0713 %<\/td>\n3,637.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.00 %<\/td>\n64,534<\/td>\n2.64<\/td>\n5<\/td>\n0.0713 %<\/td>\n4,344.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0713 %<\/td>\n3,389.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.67 %<\/td>\n-3.73 %<\/td>\n56,392<\/td>\n0.09<\/td>\n7<\/td>\n-0.0955 %<\/td>\n3,090.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.49 %<\/td>\n5.53 %<\/td>\n43,367<\/td>\n14.58<\/td>\n27<\/td>\n0.0495 %<\/td>\n3,437.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n5.86 %<\/td>\n98,101<\/td>\n13.97<\/td>\n19<\/td>\n0.6643 %<\/td>\n3,403.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.35 %<\/td>\n5.38 %<\/td>\n48,774<\/td>\n14.72<\/td>\n20<\/td>\n0.2845 %<\/td>\n3,357.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6643 %<\/td>\n4,156.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.87 %<\/td>\n4.27 %<\/td>\n80,816<\/td>\n2.14<\/td>\n29<\/td>\n0.1870 %<\/td>\n2,678.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6643 %<\/td>\n3,479.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n4.98 %<\/td>\n57,819<\/td>\n3.07<\/td>\n14<\/td>\n-0.0293 %<\/td>\n3,272.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.22
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 28.32
\nBid-YTW : 2.63 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Prem<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.12
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.64
\nEvaluated at bid price : 23.91
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Prem<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Prem<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.42
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.35
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n5.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 22.79
\nEvaluated at bid price : 24.02
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n6.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.37 %<\/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
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n45,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.62
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n45,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n19,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n18,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.38
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n16,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.51
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n15,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
There were 2 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.T<\/td>\nInsurance Straight<\/td>\nQuote: 23.70 – 25.00
\nSpot Rate : 1.3000
\nAverage : 0.7289<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n

PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.18 – 26.18
\nSpot Rate : 1.0000
\nAverage : 0.5982<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-08-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : -3.73 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Prem<\/td>\nQuote: 25.60 – 26.60
\nSpot Rate : 1.0000
\nAverage : 0.6754<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.22 – 26.22
\nSpot Rate : 1.0000
\nAverage : 0.7952<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.22
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 23.45 – 24.00
\nSpot Rate : 0.5500
\nAverage : 0.3591<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 21.30 – 21.98
\nSpot Rate : 0.6800
\nAverage : 0.4994<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-27
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.34 %<\/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-52359","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52359","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=52359"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52359\/revisions"}],"predecessor-version":[{"id":52360,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52359\/revisions\/52360"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52359"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52359"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52359"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}