{"id":52535,"date":"2026-09-05T20:26:02","date_gmt":"2026-09-06T00:26:02","guid":{"rendered":"https:\/\/prefblog.com\/?p=52535"},"modified":"2026-09-05T20:26:02","modified_gmt":"2026-09-06T00:26:02","slug":"september-3-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52535","title":{"rendered":"September 3, 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-0.5256 %<\/td>\n2,692.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5256 %<\/td>\n5,071.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.37 %<\/td>\n5.55 %<\/td>\n29,355<\/td>\n14.53<\/td>\n3<\/td>\n-0.5256 %<\/td>\n2,922.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1190 %<\/td>\n3,626.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.54 %<\/td>\n58,730<\/td>\n2.57<\/td>\n5<\/td>\n-0.1190 %<\/td>\n4,331.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1190 %<\/td>\n3,379.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n5.55 %<\/td>\n44,289<\/td>\n6.72<\/td>\n12<\/td>\n0.2252 %<\/td>\n3,083.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.53 %<\/td>\n5.64 %<\/td>\n39,636<\/td>\n14.38<\/td>\n21<\/td>\n0.4593 %<\/td>\n3,410.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n5.92 %<\/td>\n94,407<\/td>\n13.98<\/td>\n17<\/td>\n0.0693 %<\/td>\n3,417.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.43 %<\/td>\n5.46 %<\/td>\n44,899<\/td>\n14.59<\/td>\n20<\/td>\n0.0608 %<\/td>\n3,310.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0693 %<\/td>\n4,172.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.93 %<\/td>\n4.53 %<\/td>\n77,626<\/td>\n2.17<\/td>\n32<\/td>\n-0.9666 %<\/td>\n2,652.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0693 %<\/td>\n3,493.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n4.48 %<\/td>\n51,327<\/td>\n1.93<\/td>\n14<\/td>\n0.1840 %<\/td>\n3,291.9<\/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
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\n-26.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 8.47 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-6.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-3.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 14.13
\nEvaluated at bid price : 14.13
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.84
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.57
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 29.10
\nBid-YTW : 1.61 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 23.47
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 24.30
\nEvaluated at bid price : 24.61
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n3.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n3.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-06-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.48 %<\/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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n151,025<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BILP.PR.A<\/td>\nFixedReset Prem<\/td>\n56,075<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n28,213<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.20
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n
GWO.PF.A<\/td>\nPerpetual-Premium<\/td>\n14,277<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2035-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n11,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n11,296<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.88
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
There were 1 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: 19.00 – 26.10
\nSpot Rate : 7.1000
\nAverage : 4.2613<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 8.47 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.00 – 26.50
\nSpot Rate : 2.5000
\nAverage : 1.8791<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 22.90
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.50 – 20.54
\nSpot Rate : 1.0400
\nAverage : 0.6068<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

BN.PF.M<\/td>\nFixedReset Prem<\/td>\nQuote: 25.05 – 26.62
\nSpot Rate : 1.5700
\nAverage : 1.1553<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.20 – 26.20
\nSpot Rate : 1.0000
\nAverage : 0.6150<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : -2.20 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.51 – 24.45
\nSpot Rate : 0.9400
\nAverage : 0.5984<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-03
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.21 %<\/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-52535","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52535","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=52535"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52535\/revisions"}],"predecessor-version":[{"id":52536,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52535\/revisions\/52536"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52535"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52535"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52535"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}