{"id":52408,"date":"2026-08-06T18:59:28","date_gmt":"2026-08-06T22:59:28","guid":{"rendered":"https:\/\/prefblog.com\/?p=52408"},"modified":"2026-08-06T18:59:28","modified_gmt":"2026-08-06T22:59:28","slug":"august-6-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52408","title":{"rendered":"August 6, 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-0.3717 %<\/td>\n2,653.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3717 %<\/td>\n4,996.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.45 %<\/td>\n5.57 %<\/td>\n40,055<\/td>\n14.54<\/td>\n3<\/td>\n-0.3717 %<\/td>\n2,879.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1343 %<\/td>\n3,649.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.83 %<\/td>\n56,688<\/td>\n2.61<\/td>\n5<\/td>\n0.1343 %<\/td>\n4,357.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1343 %<\/td>\n3,400.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n5.56 %<\/td>\n52,549<\/td>\n6.67<\/td>\n12<\/td>\n-0.2406 %<\/td>\n3,083.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.50 %<\/td>\n5.58 %<\/td>\n41,022<\/td>\n14.51<\/td>\n21<\/td>\n0.2921 %<\/td>\n3,428.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n5.84 %<\/td>\n93,394<\/td>\n14.03<\/td>\n17<\/td>\n-0.0844 %<\/td>\n3,401.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.35 %<\/td>\n5.43 %<\/td>\n44,918<\/td>\n14.71<\/td>\n20<\/td>\n-0.1708 %<\/td>\n3,360.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0844 %<\/td>\n4,153.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.91 %<\/td>\n4.42 %<\/td>\n79,900<\/td>\n2.21<\/td>\n31<\/td>\n0.0998 %<\/td>\n2,666.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0844 %<\/td>\n3,477.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n4.92 %<\/td>\n53,974<\/td>\n1.97<\/td>\n14<\/td>\n-0.3749 %<\/td>\n3,290.1<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-5.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.90
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.29
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Prem<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 23.69
\nEvaluated at bid price : 23.96
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 24.65
\nEvaluated at bid price : 24.91
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 23.24
\nEvaluated at bid price : 23.86
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.03
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.34
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n5.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.54 %<\/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.G<\/td>\nFixedReset Ins Non<\/td>\n102,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n57,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 14.01
\nEvaluated at bid price : 14.01
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n54,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n40,401<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.42
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n31,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n25,237<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
There were 7 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.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.50 – 21.80
\nSpot Rate : 2.3000
\nAverage : 1.7277<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.03 – 24.87
\nSpot Rate : 1.8400
\nAverage : 1.2831<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.03
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.29 – 23.35
\nSpot Rate : 1.0600
\nAverage : 0.7045<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.29
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 22.50 – 23.21
\nSpot Rate : 0.7100
\nAverage : 0.4683<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 21.30 – 21.89
\nSpot Rate : 0.5900
\nAverage : 0.3604<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.50 – 25.23
\nSpot Rate : 0.7300
\nAverage : 0.5167<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-06
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.76 %<\/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-52408","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52408","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=52408"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52408\/revisions"}],"predecessor-version":[{"id":52409,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52408\/revisions\/52409"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52408"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52408"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52408"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}