{"id":52602,"date":"2026-09-17T20:35:34","date_gmt":"2026-09-18T00:35:34","guid":{"rendered":"https:\/\/prefblog.com\/?p=52602"},"modified":"2026-09-17T20:35:34","modified_gmt":"2026-09-18T00:35:34","slug":"september-17-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52602","title":{"rendered":"September 17, 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>\n0.9298 %<\/td>\n2,820.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9298 %<\/td>\n5,311.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.12 %<\/td>\n5.18 %<\/td>\n30,723<\/td>\n15.25<\/td>\n3<\/td>\n0.9298 %<\/td>\n3,060.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0099 %<\/td>\n3,632.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.76 %<\/td>\n55,532<\/td>\n2.53<\/td>\n4<\/td>\n-0.0099 %<\/td>\n4,337.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0099 %<\/td>\n3,384.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.74 %<\/td>\n5.82 %<\/td>\n72,083<\/td>\n14.05<\/td>\n9<\/td>\n0.2236 %<\/td>\n3,025.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.71 %<\/td>\n5.79 %<\/td>\n42,124<\/td>\n14.13<\/td>\n21<\/td>\n0.2527 %<\/td>\n3,313.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.65 %<\/td>\n6.28 %<\/td>\n81,205<\/td>\n13.48<\/td>\n21<\/td>\n-0.4100 %<\/td>\n3,371.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.61 %<\/td>\n5.63 %<\/td>\n49,563<\/td>\n14.47<\/td>\n19<\/td>\n0.6410 %<\/td>\n3,205.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4100 %<\/td>\n4,116.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.95 %<\/td>\n4.59 %<\/td>\n79,086<\/td>\n2.03<\/td>\n27<\/td>\n0.0818 %<\/td>\n2,651.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4100 %<\/td>\n3,446.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n5.49 %<\/td>\n55,578<\/td>\n1.88<\/td>\n14<\/td>\n0.1532 %<\/td>\n3,261.7<\/td>\n<\/tr>\n<\/table>\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 Disc<\/td>\n-8.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-4.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.43
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.53
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n5.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n<\/table>\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
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n11,371<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BILP.PR.A<\/td>\nFixedReset Prem<\/td>\n10,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 5.55 %<\/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
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.05 – 24.56
\nSpot Rate : 1.5100
\nAverage : 0.9498<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 20.83 – 21.95
\nSpot Rate : 1.1200
\nAverage : 0.7981<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.96 – 24.69
\nSpot Rate : 0.7300
\nAverage : 0.4558<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 23.59
\nEvaluated at bid price : 23.96
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 21.15 – 22.51
\nSpot Rate : 1.3600
\nAverage : 1.0946<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 25.55
\nSpot Rate : 2.0500
\nAverage : 1.7909<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nInsurance Straight<\/td>\nQuote: 24.41 – 25.00
\nSpot Rate : 0.5900
\nAverage : 0.3489<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-17
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.41
\nBid-YTW : 5.80 %<\/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-52602","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52602","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=52602"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52602\/revisions"}],"predecessor-version":[{"id":52603,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52602\/revisions\/52603"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52602"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52602"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52602"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}