{"id":52707,"date":"2026-10-13T20:30:31","date_gmt":"2026-10-14T00:30:31","guid":{"rendered":"https:\/\/prefblog.com\/?p=52707"},"modified":"2026-10-13T20:31:36","modified_gmt":"2026-10-14T00:31:36","slug":"october-13-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52707","title":{"rendered":"October 13, 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>\n0.0679 %<\/td>\n2,777.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0679 %<\/td>\n5,230.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.28 %<\/td>\n5.33 %<\/td>\n28,540<\/td>\n14.97<\/td>\n2<\/td>\n0.0679 %<\/td>\n3,014.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1358 %<\/td>\n3,612.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n5.31 %<\/td>\n53,779<\/td>\n2.46<\/td>\n5<\/td>\n-0.1358 %<\/td>\n4,314.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1358 %<\/td>\n3,366.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0014 %<\/td>\n3,029.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.78 %<\/td>\n5.81 %<\/td>\n49,969<\/td>\n14.14<\/td>\n32<\/td>\n-0.0014 %<\/td>\n3,259.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.71 %<\/td>\n6.13 %<\/td>\n88,040<\/td>\n13.34<\/td>\n24<\/td>\n0.0368 %<\/td>\n3,360.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.70 %<\/td>\n5.78 %<\/td>\n65,382<\/td>\n14.25<\/td>\n19<\/td>\n0.2022 %<\/td>\n3,159.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0368 %<\/td>\n4,102.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.99 %<\/td>\n4.37 %<\/td>\n80,416<\/td>\n1.96<\/td>\n24<\/td>\n-0.0598 %<\/td>\n2,632.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0368 %<\/td>\n3,434.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.57 %<\/td>\n5.58 %<\/td>\n51,938<\/td>\n4.31<\/td>\n13<\/td>\n0.2098 %<\/td>\n3,269.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-4.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.02
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-07-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.83
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
POW.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 24.48
\nEvaluated at bid price : 24.88
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.36
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 19.99
\nEvaluated at bid price : 19.99
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.19
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
IFC.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 24.40
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 23.38
\nEvaluated at bid price : 23.67
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 21.68
\nEvaluated at bid price : 21.93
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n7.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n<\/table>\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
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n35,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 23.29
\nEvaluated at bid price : 24.60
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n25,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-12-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n21,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.04
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BILP.PR.A<\/td>\nFixedReset Prem<\/td>\n15,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n12,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
There were 4 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.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.00 – 21.30
\nSpot Rate : 2.3000
\nAverage : 1.4723<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.02 – 24.52
\nSpot Rate : 1.5000
\nAverage : 1.0850<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.02
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

BN.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.40 – 26.19
\nSpot Rate : 0.7900
\nAverage : 0.4650<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.35 – 21.35
\nSpot Rate : 1.0000
\nAverage : 0.7538<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.80 – 23.56
\nSpot Rate : 0.7600
\nAverage : 0.6070<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-13
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 25.40 – 25.80
\nSpot Rate : 0.4000
\nAverage : 0.2742<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.19 %<\/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-52707","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52707","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=52707"}],"version-history":[{"count":2,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52707\/revisions"}],"predecessor-version":[{"id":52709,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52707\/revisions\/52709"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52707"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52707"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52707"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}