{"id":52476,"date":"2026-08-24T20:28:56","date_gmt":"2026-08-25T00:28:56","guid":{"rendered":"https:\/\/prefblog.com\/?p=52476"},"modified":"2026-08-24T20:28:56","modified_gmt":"2026-08-25T00:28:56","slug":"august-24-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52476","title":{"rendered":"August 24, 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-0.8819 %<\/td>\n2,642.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8819 %<\/td>\n4,975.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.47 %<\/td>\n5.62 %<\/td>\n31,099<\/td>\n14.43<\/td>\n3<\/td>\n-0.8819 %<\/td>\n2,867.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0159 %<\/td>\n3,630.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.23 %<\/td>\n61,170<\/td>\n2.60<\/td>\n5<\/td>\n0.0159 %<\/td>\n4,335.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0159 %<\/td>\n3,382.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.65 %<\/td>\n5.55 %<\/td>\n54,134<\/td>\n6.75<\/td>\n12<\/td>\n0.0431 %<\/td>\n3,074.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.56 %<\/td>\n5.66 %<\/td>\n38,285<\/td>\n14.38<\/td>\n21<\/td>\n-0.2596 %<\/td>\n3,395.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n5.85 %<\/td>\n88,940<\/td>\n14.02<\/td>\n17<\/td>\n0.7774 %<\/td>\n3,405.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.39 %<\/td>\n5.47 %<\/td>\n42,732<\/td>\n14.50<\/td>\n20<\/td>\n-0.3309 %<\/td>\n3,335.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7774 %<\/td>\n4,158.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.92 %<\/td>\n4.63 %<\/td>\n78,958<\/td>\n2.10<\/td>\n31<\/td>\n0.0537 %<\/td>\n2,661.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7774 %<\/td>\n3,481.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n4.85 %<\/td>\n50,611<\/td>\n2.60<\/td>\n14<\/td>\n0.3606 %<\/td>\n3,285.3<\/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.Y<\/td>\nInsurance Straight<\/td>\n-5.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-3.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 22.39
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 13.86
\nEvaluated at bid price : 13.86
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Prem<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.93
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.52
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.13
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 23.29
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 20.69
\nEvaluated at bid price : 20.69
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n6.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n8.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n78,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 23.49
\nEvaluated at bid price : 23.76
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n26,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.41
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.K<\/td>\nPerpetual-Premium<\/td>\n11,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2035-03-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.53 %<\/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
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.02 – 24.87
\nSpot Rate : 1.8500
\nAverage : 1.2239<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 20.00 – 21.42
\nSpot Rate : 1.4200
\nAverage : 0.9607<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.81 – 23.88
\nSpot Rate : 1.0700
\nAverage : 0.6332<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 22.39
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

NA.PR.K<\/td>\nFixedReset Prem<\/td>\nQuote: 28.15 – 29.15
\nSpot Rate : 1.0000
\nAverage : 0.7182<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 28.15
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 22.14 – 22.99
\nSpot Rate : 0.8500
\nAverage : 0.5966<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.14
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.60 – 22.49
\nSpot Rate : 0.8900
\nAverage : 0.6643<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-08-24
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.78 %<\/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-52476","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52476","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=52476"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52476\/revisions"}],"predecessor-version":[{"id":52477,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52476\/revisions\/52477"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52476"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52476"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52476"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}