{"id":52374,"date":"2026-07-31T19:17:30","date_gmt":"2026-07-31T23:17:30","guid":{"rendered":"https:\/\/prefblog.com\/?p=52374"},"modified":"2026-07-31T19:17:30","modified_gmt":"2026-07-31T23:17:30","slug":"july-31-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52374","title":{"rendered":"July 31, 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>\n0.0000 %<\/td>\n2,647.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,984.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.46 %<\/td>\n5.58 %<\/td>\n37,876<\/td>\n14.54<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,872.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0395 %<\/td>\n3,642.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.89 %<\/td>\n60,897<\/td>\n2.63<\/td>\n5<\/td>\n0.0395 %<\/td>\n4,350.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0395 %<\/td>\n3,394.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.65 %<\/td>\n-2.98 %<\/td>\n50,597<\/td>\n0.09<\/td>\n7<\/td>\n-0.0056 %<\/td>\n3,097.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.49 %<\/td>\n5.55 %<\/td>\n39,669<\/td>\n14.55<\/td>\n27<\/td>\n0.0958 %<\/td>\n3,437.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.57 %<\/td>\n5.83 %<\/td>\n95,488<\/td>\n13.95<\/td>\n19<\/td>\n0.3134 %<\/td>\n3,414.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.35 %<\/td>\n5.44 %<\/td>\n50,157<\/td>\n14.69<\/td>\n20<\/td>\n-0.2764 %<\/td>\n3,359.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3134 %<\/td>\n4,169.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.88 %<\/td>\n4.38 %<\/td>\n77,957<\/td>\n2.16<\/td>\n29<\/td>\n0.2326 %<\/td>\n2,673.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3134 %<\/td>\n3,490.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.16 %<\/td>\n4.67 %<\/td>\n53,651<\/td>\n1.98<\/td>\n14<\/td>\n0.3379 %<\/td>\n3,306.0<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-6.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Prem<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Prem<\/td>\n3.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : 5.61 %<\/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.PR.Y<\/td>\nFixedReset Disc<\/td>\n34,858<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n15,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n14,240<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
CU.PR.K<\/td>\nPerpetual-Premium<\/td>\n11,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2035-03-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Prem<\/td>\n10,150<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : 5.61 %<\/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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 20.00 – 21.60
\nSpot Rate : 1.6000
\nAverage : 0.9548<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 23.30 – 24.00
\nSpot Rate : 0.7000
\nAverage : 0.5462<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.07 – 21.63
\nSpot Rate : 0.5600
\nAverage : 0.4326<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 21.90 – 22.40
\nSpot Rate : 0.5000
\nAverage : 0.3736<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 24.80 – 25.75
\nSpot Rate : 0.9500
\nAverage : 0.8328<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-07-31
\nMaturity Price : 24.49
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Prem<\/td>\nQuote: 25.44 – 26.44
\nSpot Rate : 1.0000
\nAverage : 0.8859<\/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<\/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-52374","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52374","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=52374"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52374\/revisions"}],"predecessor-version":[{"id":52375,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52374\/revisions\/52375"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52374"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52374"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52374"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}