{"id":52643,"date":"2026-09-29T21:23:21","date_gmt":"2026-09-30T01:23:21","guid":{"rendered":"https:\/\/prefblog.com\/?p=52643"},"modified":"2026-09-29T21:23:21","modified_gmt":"2026-09-30T01:23:21","slug":"september-29-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52643","title":{"rendered":"September 29, 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>\n0.1336 %<\/td>\n2,781.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1336 %<\/td>\n5,237.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.20 %<\/td>\n5.31 %<\/td>\n31,431<\/td>\n15.01<\/td>\n3<\/td>\n0.1336 %<\/td>\n3,018.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0598 %<\/td>\n3,627.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.84 %<\/td>\n49,393<\/td>\n2.50<\/td>\n4<\/td>\n0.0598 %<\/td>\n4,331.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0598 %<\/td>\n3,379.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.95 %<\/td>\n6.04 %<\/td>\n71,444<\/td>\n13.86<\/td>\n9<\/td>\n-0.7208 %<\/td>\n2,918.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.97 %<\/td>\n6.03 %<\/td>\n43,591<\/td>\n13.78<\/td>\n21<\/td>\n-1.2892 %<\/td>\n3,164.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.68 %<\/td>\n6.40 %<\/td>\n79,203<\/td>\n13.25<\/td>\n21<\/td>\n-0.5982 %<\/td>\n3,352.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.81 %<\/td>\n5.86 %<\/td>\n60,289<\/td>\n14.13<\/td>\n19<\/td>\n-0.6014 %<\/td>\n3,098.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5982 %<\/td>\n4,093.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.99 %<\/td>\n4.80 %<\/td>\n76,320<\/td>\n2.09<\/td>\n27<\/td>\n-0.1655 %<\/td>\n2,636.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5982 %<\/td>\n3,426.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.28 %<\/td>\n5.79 %<\/td>\n51,702<\/td>\n3.15<\/td>\n14<\/td>\n-0.1659 %<\/td>\n3,233.4<\/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\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-5.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-4.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 23.10
\nEvaluated at bid price : 23.36
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.04
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.41
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
POW.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 23.24
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 19.21
\nEvaluated at bid price : 19.21
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.40
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
CU.PR.K<\/td>\nPerpetual-Premium<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 23.34
\nEvaluated at bid price : 23.66
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Prem<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-07-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
POW.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 23.49
\nEvaluated at bid price : 23.83
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.55
\nEvaluated at bid price : 23.48
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-06-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.88 %<\/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
TD.PF.A<\/td>\nFixedReset Prem<\/td>\n75,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.74
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n28,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.56
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n18,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 20.24
\nEvaluated at bid price : 20.24
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n15,768<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 24.31
\nEvaluated at bid price : 24.62
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n15,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.73
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Prem<\/td>\n15,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
There were 2 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.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.88 – 19.88
\nSpot Rate : 1.0000
\nAverage : 0.6142<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.30 – 26.00
\nSpot Rate : 0.7000
\nAverage : 0.3916<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 21.66 – 23.08
\nSpot Rate : 1.4200
\nAverage : 1.1148<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.66
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.40 – 24.30
\nSpot Rate : 0.9000
\nAverage : 0.5973<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.40
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 20.53 – 22.00
\nSpot Rate : 1.4700
\nAverage : 1.1952<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n

ENB.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.08 – 24.90
\nSpot Rate : 0.8200
\nAverage : 0.5903<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-29
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.08
\nBid-YTW : 6.49 %<\/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-52643","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52643","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=52643"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52643\/revisions"}],"predecessor-version":[{"id":52644,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52643\/revisions\/52644"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52643"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52643"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52643"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}