{"id":52753,"date":"2026-10-23T21:01:08","date_gmt":"2026-10-24T01:01:08","guid":{"rendered":"https:\/\/prefblog.com\/?p=52753"},"modified":"2026-10-23T21:01:08","modified_gmt":"2026-10-24T01:01:08","slug":"october-23-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52753","title":{"rendered":"October 23, 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-0.1019 %<\/td>\n2,769.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1019 %<\/td>\n5,215.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.30 %<\/td>\n5.36 %<\/td>\n25,932<\/td>\n14.91<\/td>\n2<\/td>\n-0.1019 %<\/td>\n3,005.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0722 %<\/td>\n3,600.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n5.43 %<\/td>\n60,401<\/td>\n2.43<\/td>\n5<\/td>\n-0.0722 %<\/td>\n4,300.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0722 %<\/td>\n3,355.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0165 %<\/td>\n3,052.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.73 %<\/td>\n5.77 %<\/td>\n51,211<\/td>\n14.17<\/td>\n32<\/td>\n0.0165 %<\/td>\n3,284.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.71 %<\/td>\n6.29 %<\/td>\n83,438<\/td>\n13.26<\/td>\n25<\/td>\n0.0891 %<\/td>\n3,355.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.68 %<\/td>\n5.77 %<\/td>\n70,846<\/td>\n14.23<\/td>\n19<\/td>\n0.1967 %<\/td>\n3,169.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0891 %<\/td>\n4,097.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.03 %<\/td>\n4.84 %<\/td>\n78,035<\/td>\n1.93<\/td>\n24<\/td>\n-0.2129 %<\/td>\n2,616.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0891 %<\/td>\n3,430.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.66 %<\/td>\n5.83 %<\/td>\n48,467<\/td>\n13.62<\/td>\n13<\/td>\n-0.5924 %<\/td>\n3,220.2<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-4.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 23.38
\nEvaluated at bid price : 23.67
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
GWO.PR.Z<\/td>\nInsurance Straight<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 24.17
\nEvaluated at bid price : 24.56
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.71
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.41
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.06
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 24.47
\nEvaluated at bid price : 24.71
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-12-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 5.78 %<\/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
BN.PF.N<\/td>\nFixedReset Disc<\/td>\n117,779<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.92
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
PVS.PR.N<\/td>\nSplitShare<\/td>\n13,600<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2033-09-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.86
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BILP.PR.A<\/td>\nFixedReset Prem<\/td>\n13,090<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n12,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n10,940<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n10,021<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 20.14
\nEvaluated at bid price : 20.14
\nBid-YTW : 5.59 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 21.40 – 25.00
\nSpot Rate : 3.6000
\nAverage : 2.1169<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

ENB.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 24.70 – 25.85
\nSpot Rate : 1.1500
\nAverage : 0.6478<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 23.39
\nEvaluated at bid price : 24.70
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.70 – 23.89
\nSpot Rate : 1.1900
\nAverage : 0.7349<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.25 – 24.69
\nSpot Rate : 1.4400
\nAverage : 1.0744<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 21.00 – 22.00
\nSpot Rate : 1.0000
\nAverage : 0.6695<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.67 – 24.57
\nSpot Rate : 0.9000
\nAverage : 0.5765<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-23
\nMaturity Price : 23.38
\nEvaluated at bid price : 23.67
\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-52753","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52753","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=52753"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52753\/revisions"}],"predecessor-version":[{"id":52754,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52753\/revisions\/52754"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52753"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52753"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52753"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}