{"id":52562,"date":"2026-09-09T21:15:22","date_gmt":"2026-09-10T01:15:22","guid":{"rendered":"https:\/\/prefblog.com\/?p=52562"},"modified":"2026-09-09T21:15:22","modified_gmt":"2026-09-10T01:15:22","slug":"september-9-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52562","title":{"rendered":"September 9, 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>\n1.7937 %<\/td>\n2,808.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.7937 %<\/td>\n5,288.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.15 %<\/td>\n5.23 %<\/td>\n31,332<\/td>\n15.05<\/td>\n3<\/td>\n1.7937 %<\/td>\n3,048.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1695 %<\/td>\n3,629.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.39 %<\/td>\n55,968<\/td>\n2.55<\/td>\n4<\/td>\n0.1695 %<\/td>\n4,334.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1695 %<\/td>\n3,381.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.65 %<\/td>\n5.53 %<\/td>\n68,733<\/td>\n6.39<\/td>\n9<\/td>\n0.0659 %<\/td>\n3,073.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.58 %<\/td>\n5.67 %<\/td>\n42,610<\/td>\n14.36<\/td>\n21<\/td>\n-0.9082 %<\/td>\n3,388.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.62 %<\/td>\n6.02 %<\/td>\n91,132<\/td>\n13.84<\/td>\n21<\/td>\n0.1300 %<\/td>\n3,388.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.49 %<\/td>\n5.50 %<\/td>\n47,110<\/td>\n14.61<\/td>\n19<\/td>\n-0.4424 %<\/td>\n3,278.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1300 %<\/td>\n4,137.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.90 %<\/td>\n4.03 %<\/td>\n80,695<\/td>\n2.05<\/td>\n27<\/td>\n-0.0497 %<\/td>\n2,676.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1300 %<\/td>\n3,463.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n4.39 %<\/td>\n51,159<\/td>\n1.91<\/td>\n14<\/td>\n-0.0262 %<\/td>\n3,290.8<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-9.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-8.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-3.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 23.71
\nEvaluated at bid price : 23.98
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.21
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Prem<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-07-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.73
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.34
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-10-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : -8.37 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 15.19
\nEvaluated at bid price : 15.19
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 23.97
\nEvaluated at bid price : 24.30
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n3.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n4.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 15.16
\nEvaluated at bid price : 15.16
\nBid-YTW : 5.24 %<\/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
BILP.PR.A<\/td>\nFixedReset Prem<\/td>\n339,445<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n211,011<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n77,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : -9.26 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Prem<\/td>\n32,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
POW.PR.I<\/td>\nPerpetual-Premium<\/td>\n24,470<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2035-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n20,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.59
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
There were 13 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
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.70 – 21.89
\nSpot Rate : 2.1900
\nAverage : 1.2605<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 26.06
\nSpot Rate : 6.0600
\nAverage : 5.1594<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 19.90 – 22.07
\nSpot Rate : 2.1700
\nAverage : 1.2855<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nInsurance Straight<\/td>\nQuote: 20.70 – 21.70
\nSpot Rate : 1.0000
\nAverage : 0.6038<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.45 – 26.45
\nSpot Rate : 1.0000
\nAverage : 0.6063<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.32 – 22.25
\nSpot Rate : 0.9300
\nAverage : 0.7114<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-09
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.32
\nBid-YTW : 5.23 %<\/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-52562","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52562","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=52562"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52562\/revisions"}],"predecessor-version":[{"id":52563,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52562\/revisions\/52563"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52562"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52562"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52562"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}