{"id":52412,"date":"2026-08-07T22:05:19","date_gmt":"2026-08-08T02:05:19","guid":{"rendered":"https:\/\/prefblog.com\/?p=52412"},"modified":"2026-08-07T22:05:19","modified_gmt":"2026-08-08T02:05:19","slug":"august-7-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52412","title":{"rendered":"August 7, 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-0.4663 %<\/td>\n2,640.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4663 %<\/td>\n4,973.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.47 %<\/td>\n5.58 %<\/td>\n39,129<\/td>\n14.52<\/td>\n3<\/td>\n-0.4663 %<\/td>\n2,866.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0237 %<\/td>\n3,648.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.94 %<\/td>\n56,302<\/td>\n2.61<\/td>\n5<\/td>\n-0.0237 %<\/td>\n4,356.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0237 %<\/td>\n3,399.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n5.57 %<\/td>\n47,934<\/td>\n6.66<\/td>\n12<\/td>\n0.2082 %<\/td>\n3,089.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.51 %<\/td>\n5.58 %<\/td>\n40,710<\/td>\n14.52<\/td>\n21<\/td>\n-0.1760 %<\/td>\n3,422.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n5.84 %<\/td>\n91,950<\/td>\n14.04<\/td>\n17<\/td>\n0.0646 %<\/td>\n3,404.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.35 %<\/td>\n5.41 %<\/td>\n44,327<\/td>\n14.72<\/td>\n20<\/td>\n0.0321 %<\/td>\n3,361.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0646 %<\/td>\n4,156.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.90 %<\/td>\n4.56 %<\/td>\n79,749<\/td>\n2.21<\/td>\n31<\/td>\n0.0536 %<\/td>\n2,667.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0646 %<\/td>\n3,479.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n4.96 %<\/td>\n53,127<\/td>\n1.97<\/td>\n14<\/td>\n-0.1750 %<\/td>\n3,284.3<\/td>\n<\/tr>\n<\/table>\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.S<\/td>\nInsurance Straight<\/td>\n-3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.58
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 13.84
\nEvaluated at bid price : 13.84
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.62
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.18
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.62
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 21.09
\nEvaluated at bid price : 21.09
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 24.81
\nEvaluated at bid price : 25.03
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.11 %<\/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
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n206,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n92,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n63,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n29,555<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Prem<\/td>\n25,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n13,131<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
There were 5 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.S<\/td>\nInsurance Straight<\/td>\nQuote: 23.45 – 24.50
\nSpot Rate : 1.0500
\nAverage : 0.6508<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n

POW.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.25 – 26.25
\nSpot Rate : 1.0000
\nAverage : 0.6093<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2035-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 24.04 – 25.00
\nSpot Rate : 0.9600
\nAverage : 0.6057<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 22.80
\nEvaluated at bid price : 24.04
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

NA.PR.K<\/td>\nFixedReset Prem<\/td>\nQuote: 28.55 – 29.55
\nSpot Rate : 1.0000
\nAverage : 0.7061<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 28.55
\nBid-YTW : 2.33 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.50 – 21.80
\nSpot Rate : 2.3000
\nAverage : 2.0270<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.26 – 23.83
\nSpot Rate : 0.5700
\nAverage : 0.3612<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-07
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.00 %<\/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-52412","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52412","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=52412"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52412\/revisions"}],"predecessor-version":[{"id":52413,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52412\/revisions\/52413"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52412"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52412"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52412"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}