{"id":52530,"date":"2026-09-05T19:29:26","date_gmt":"2026-09-05T23:29:26","guid":{"rendered":"https:\/\/prefblog.com\/?p=52530"},"modified":"2026-09-05T19:29:26","modified_gmt":"2026-09-05T23:29:26","slug":"september-1-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52530","title":{"rendered":"September 1, 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>\n0.0695 %<\/td>\n2,671.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0695 %<\/td>\n5,030.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.41 %<\/td>\n5.61 %<\/td>\n30,269<\/td>\n14.42<\/td>\n3<\/td>\n0.0695 %<\/td>\n2,899.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0475 %<\/td>\n3,632.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.28 %<\/td>\n60,241<\/td>\n2.58<\/td>\n5<\/td>\n-0.0475 %<\/td>\n4,337.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0475 %<\/td>\n3,384.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.65 %<\/td>\n5.55 %<\/td>\n42,916<\/td>\n6.73<\/td>\n12<\/td>\n-0.0762 %<\/td>\n3,072.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.55 %<\/td>\n5.65 %<\/td>\n38,003<\/td>\n14.38<\/td>\n21<\/td>\n0.0972 %<\/td>\n3,402.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n5.91 %<\/td>\n90,151<\/td>\n13.98<\/td>\n17<\/td>\n0.1585 %<\/td>\n3,416.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.47 %<\/td>\n5.51 %<\/td>\n42,904<\/td>\n14.59<\/td>\n20<\/td>\n-1.3016 %<\/td>\n3,287.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1585 %<\/td>\n4,170.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.89 %<\/td>\n4.48 %<\/td>\n76,273<\/td>\n2.08<\/td>\n32<\/td>\n0.8158 %<\/td>\n2,673.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1585 %<\/td>\n3,491.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n4.72 %<\/td>\n51,872<\/td>\n1.93<\/td>\n14<\/td>\n0.1372 %<\/td>\n3,291.2<\/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.G<\/td>\nInsurance Straight<\/td>\n-4.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-4.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 22.90
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 14.13
\nEvaluated at bid price : 14.13
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.94
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 23.16
\nEvaluated at bid price : 23.42
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Prem<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
GWO.PR.Z<\/td>\nInsurance Straight<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2034-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 23.66
\nEvaluated at bid price : 24.14
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-06-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.49
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.35
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 23.50
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\n36.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n<\/table>\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
BILP.PR.A<\/td>\nFixedReset Prem<\/td>\n37,695<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n36,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n27,245<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 23.98
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
GWO.PF.A<\/td>\nPerpetual-Premium<\/td>\n15,044<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2035-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\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
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.79 – 24.87
\nSpot Rate : 2.0800
\nAverage : 1.1779<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 22.54
\nEvaluated at bid price : 22.79
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.10 – 22.67
\nSpot Rate : 1.5700
\nAverage : 1.0554<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 22.51 – 24.05
\nSpot Rate : 1.5400
\nAverage : 1.0886<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.00 – 25.40
\nSpot Rate : 1.4000
\nAverage : 0.9771<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 22.90
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

PVS.PR.L<\/td>\nSplitShare<\/td>\nQuote: 25.60 – 26.69
\nSpot Rate : 1.0900
\nAverage : 0.7418<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 23.91 – 25.00
\nSpot Rate : 1.0900
\nAverage : 0.7595<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-01
\nMaturity Price : 23.64
\nEvaluated at bid price : 23.91
\nBid-YTW : 5.52 %<\/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-52530","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52530","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=52530"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52530\/revisions"}],"predecessor-version":[{"id":52531,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52530\/revisions\/52531"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52530"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52530"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52530"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}