{"id":52591,"date":"2026-09-15T21:08:52","date_gmt":"2026-09-16T01:08:52","guid":{"rendered":"https:\/\/prefblog.com\/?p=52591"},"modified":"2026-09-15T21:08:52","modified_gmt":"2026-09-16T01:08:52","slug":"september-15-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52591","title":{"rendered":"September 15, 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-0.3311 %<\/td>\n2,793.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3311 %<\/td>\n5,260.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.17 %<\/td>\n5.25 %<\/td>\n32,126<\/td>\n15.15<\/td>\n3<\/td>\n-0.3311 %<\/td>\n3,031.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1194 %<\/td>\n3,627.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.53 %<\/td>\n57,888<\/td>\n2.53<\/td>\n4<\/td>\n-0.1194 %<\/td>\n4,331.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1194 %<\/td>\n3,379.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.75 %<\/td>\n5.82 %<\/td>\n77,472<\/td>\n14.06<\/td>\n9<\/td>\n-0.2763 %<\/td>\n3,020.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.73 %<\/td>\n5.83 %<\/td>\n42,487<\/td>\n14.09<\/td>\n21<\/td>\n-0.6529 %<\/td>\n3,302.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.61 %<\/td>\n6.22 %<\/td>\n88,117<\/td>\n13.56<\/td>\n21<\/td>\n0.5256 %<\/td>\n3,392.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.62 %<\/td>\n5.61 %<\/td>\n47,261<\/td>\n14.52<\/td>\n19<\/td>\n-0.8045 %<\/td>\n3,200.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5256 %<\/td>\n4,142.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.95 %<\/td>\n4.42 %<\/td>\n85,042<\/td>\n2.04<\/td>\n27<\/td>\n-0.3669 %<\/td>\n2,652.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5256 %<\/td>\n3,467.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.21 %<\/td>\n5.00 %<\/td>\n55,237<\/td>\n1.89<\/td>\n14<\/td>\n-0.3709 %<\/td>\n3,274.0<\/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\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-6.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-4.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-3.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.21
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
CU.PR.K<\/td>\nPerpetual-Premium<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 24.31
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.29
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.27
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 23.33
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.95
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 14.86
\nEvaluated at bid price : 14.86
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n4.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n19.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.97 %<\/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>\n554,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n211,602<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Prem<\/td>\n120,160<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.49
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n102,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n74,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.29
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n59,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
There were 10 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
MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 21.00 – 21.84
\nSpot Rate : 0.8400
\nAverage : 0.5146<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.70 – 21.39
\nSpot Rate : 1.6900
\nAverage : 1.3662<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 23.65 – 24.40
\nSpot Rate : 0.7500
\nAverage : 0.5054<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 21.20 – 22.51
\nSpot Rate : 1.3100
\nAverage : 1.0816<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 20.36 – 21.36
\nSpot Rate : 1.0000
\nAverage : 0.7908<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 24.11 – 24.70
\nSpot Rate : 0.5900
\nAverage : 0.3827<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-15
\nMaturity Price : 22.84
\nEvaluated at bid price : 24.11
\nBid-YTW : 5.95 %<\/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-52591","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52591","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=52591"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52591\/revisions"}],"predecessor-version":[{"id":52592,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52591\/revisions\/52592"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52591"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52591"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52591"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}