{"id":52372,"date":"2026-07-30T19:23:05","date_gmt":"2026-07-30T23:23:05","guid":{"rendered":"https:\/\/prefblog.com\/?p=52372"},"modified":"2026-07-30T19:23:05","modified_gmt":"2026-07-30T23:23:05","slug":"july-30-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52372","title":{"rendered":"July 30, 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>\n0.4224 %<\/td>\n2,647.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4224 %<\/td>\n4,984.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.46 %<\/td>\n5.58 %<\/td>\n38,340<\/td>\n14.54<\/td>\n3<\/td>\n0.4224 %<\/td>\n2,872.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0158 %<\/td>\n3,641.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.95 %<\/td>\n60,865<\/td>\n2.63<\/td>\n5<\/td>\n-0.0158 %<\/td>\n4,348.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0158 %<\/td>\n3,392.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.65 %<\/td>\n-6.46 %<\/td>\n51,399<\/td>\n0.09<\/td>\n7<\/td>\n-0.0168 %<\/td>\n3,098.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.50 %<\/td>\n5.56 %<\/td>\n40,038<\/td>\n14.55<\/td>\n27<\/td>\n-0.1721 %<\/td>\n3,433.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n5.86 %<\/td>\n96,079<\/td>\n13.94<\/td>\n19<\/td>\n0.3299 %<\/td>\n3,404.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.34 %<\/td>\n5.43 %<\/td>\n46,525<\/td>\n14.70<\/td>\n20<\/td>\n-0.2394 %<\/td>\n3,368.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3299 %<\/td>\n4,156.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.89 %<\/td>\n4.25 %<\/td>\n77,505<\/td>\n2.17<\/td>\n29<\/td>\n-0.1738 %<\/td>\n2,667.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3299 %<\/td>\n3,479.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.18 %<\/td>\n4.67 %<\/td>\n55,754<\/td>\n1.99<\/td>\n14<\/td>\n-0.5936 %<\/td>\n3,294.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Prem<\/td>\n-3.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.53
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.81
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.19
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.62
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 21.04
\nEvaluated at bid price : 21.04
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.48
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 22.89
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.36
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 23.38
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n<\/table>\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
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n103,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n53,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 23.66
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n20,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-08-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -6.46 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n12,001<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 14.14
\nEvaluated at bid price : 14.14
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n10,510<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
There were 0 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
BN.PF.B<\/td>\nFixedReset Prem<\/td>\nQuote: 24.53 – 25.55
\nSpot Rate : 1.0200
\nAverage : 0.6742<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.53
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 24.80 – 25.75
\nSpot Rate : 0.9500
\nAverage : 0.7044<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Prem<\/td>\nQuote: 25.44 – 26.44
\nSpot Rate : 1.0000
\nAverage : 0.7609<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 21.81 – 22.50
\nSpot Rate : 0.6900
\nAverage : 0.4545<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.81
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.90 – 26.47
\nSpot Rate : 0.5700
\nAverage : 0.3830<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 24.19 – 24.75
\nSpot Rate : 0.5600
\nAverage : 0.3980<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-30
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.19
\nBid-YTW : 5.47 %<\/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-52372","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52372","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=52372"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52372\/revisions"}],"predecessor-version":[{"id":52373,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52372\/revisions\/52373"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52372"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52372"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52372"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}