{"id":52417,"date":"2026-08-10T19:50:05","date_gmt":"2026-08-10T23:50:05","guid":{"rendered":"https:\/\/prefblog.com\/?p=52417"},"modified":"2026-08-10T19:50:05","modified_gmt":"2026-08-10T23:50:05","slug":"august-10-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52417","title":{"rendered":"August 10, 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>\n0.5856 %<\/td>\n2,656.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5856 %<\/td>\n5,002.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.44 %<\/td>\n5.58 %<\/td>\n37,877<\/td>\n14.52<\/td>\n3<\/td>\n0.5856 %<\/td>\n2,882.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0789 %<\/td>\n3,651.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.92 %<\/td>\n54,269<\/td>\n2.60<\/td>\n5<\/td>\n0.0789 %<\/td>\n4,360.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0789 %<\/td>\n3,402.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n5.51 %<\/td>\n51,516<\/td>\n6.65<\/td>\n12<\/td>\n0.1055 %<\/td>\n3,093.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.51 %<\/td>\n5.58 %<\/td>\n39,105<\/td>\n14.52<\/td>\n21<\/td>\n0.1218 %<\/td>\n3,426.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.51 %<\/td>\n5.99 %<\/td>\n91,875<\/td>\n13.75<\/td>\n17<\/td>\n0.0993 %<\/td>\n3,407.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.35 %<\/td>\n5.42 %<\/td>\n45,573<\/td>\n14.69<\/td>\n20<\/td>\n-0.0171 %<\/td>\n3,361.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0993 %<\/td>\n4,160.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.90 %<\/td>\n4.57 %<\/td>\n76,848<\/td>\n2.20<\/td>\n31<\/td>\n0.0199 %<\/td>\n2,668.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0993 %<\/td>\n3,483.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n5.13 %<\/td>\n52,683<\/td>\n2.60<\/td>\n14<\/td>\n-0.4208 %<\/td>\n3,270.5<\/td>\n<\/tr>\n<\/table>\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-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 22.91
\nEvaluated at bid price : 24.01
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 23.50
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 23.67
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.77
\nBid-YTW : 2.89 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 14.16
\nEvaluated at bid price : 14.16
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.46 %<\/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
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n279,529<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Prem<\/td>\n61,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n51,099<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n37,635<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n31,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n11,360<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 5.41 %<\/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.PR.Z<\/td>\nFixedReset Prem<\/td>\nQuote: 25.59 – 27.00
\nSpot Rate : 1.4100
\nAverage : 0.7900<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.59
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.89 – 24.87
\nSpot Rate : 1.9800
\nAverage : 1.3799<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 22.64
\nEvaluated at bid price : 22.89
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 24.15 – 25.10
\nSpot Rate : 0.9500
\nAverage : 0.6697<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 23.67
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

POW.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.55 – 26.55
\nSpot Rate : 1.0000
\nAverage : 0.7283<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2034-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.81 – 23.51
\nSpot Rate : 0.7000
\nAverage : 0.4306<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.60 – 25.30
\nSpot Rate : 0.7000
\nAverage : 0.5006<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-10
\nMaturity Price : 23.50
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.56 %<\/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-52417","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52417","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=52417"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52417\/revisions"}],"predecessor-version":[{"id":52418,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52417\/revisions\/52418"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52417"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52417"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52417"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}