{"id":52757,"date":"2026-10-27T22:39:01","date_gmt":"2026-10-28T02:39:01","guid":{"rendered":"https:\/\/prefblog.com\/?p=52757"},"modified":"2026-10-27T22:39:01","modified_gmt":"2026-10-28T02:39:01","slug":"october-27-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52757","title":{"rendered":"October 27, 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-0.0680 %<\/td>\n2,766.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0680 %<\/td>\n5,210.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.30 %<\/td>\n5.36 %<\/td>\n25,369<\/td>\n14.89<\/td>\n2<\/td>\n-0.0680 %<\/td>\n3,002.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0240 %<\/td>\n3,610.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n5.36 %<\/td>\n59,338<\/td>\n2.42<\/td>\n5<\/td>\n0.0240 %<\/td>\n4,311.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0240 %<\/td>\n3,364.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2434 %<\/td>\n3,037.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.76 %<\/td>\n5.82 %<\/td>\n49,912<\/td>\n14.12<\/td>\n32<\/td>\n-0.2434 %<\/td>\n3,268.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.71 %<\/td>\n6.19 %<\/td>\n79,925<\/td>\n13.33<\/td>\n25<\/td>\n-0.0737 %<\/td>\n3,360.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.67 %<\/td>\n5.76 %<\/td>\n67,260<\/td>\n14.23<\/td>\n19<\/td>\n0.2832 %<\/td>\n3,171.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0737 %<\/td>\n4,103.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.05 %<\/td>\n4.97 %<\/td>\n76,448<\/td>\n1.92<\/td>\n24<\/td>\n-0.0522 %<\/td>\n2,610.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0737 %<\/td>\n3,435.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.62 %<\/td>\n5.73 %<\/td>\n48,305<\/td>\n13.95<\/td>\n13<\/td>\n0.6378 %<\/td>\n3,240.6<\/td>\n<\/tr>\n<\/table>\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-9.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-6.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 21.04
\nEvaluated at bid price : 21.04
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.03
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-11-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 0.81 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.26
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.59
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.34
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n4.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 23.27
\nEvaluated at bid price : 23.77
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n5.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
POW.PR.H<\/td>\nPerpetual-Discount<\/td>\n7.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 24.60
\nEvaluated at bid price : 25.01
\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>\n47,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.91
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
PVS.PR.N<\/td>\nSplitShare<\/td>\n37,800<\/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 : 5.45 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Prem<\/td>\n27,626<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BILP.PR.A<\/td>\nFixedReset Prem<\/td>\n18,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n18,236<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Prem<\/td>\n17,374<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
There were 8 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 – 21.20
\nSpot Rate : 2.2000
\nAverage : 1.3106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.80 – 26.00
\nSpot Rate : 4.2000
\nAverage : 3.4208<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.04 – 22.84
\nSpot Rate : 1.8000
\nAverage : 1.2075<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 21.04
\nEvaluated at bid price : 21.04
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nInsurance Straight<\/td>\nQuote: 20.19 – 21.07
\nSpot Rate : 0.8800
\nAverage : 0.6396<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 20.19
\nEvaluated at bid price : 20.19
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.27 – 25.27
\nSpot Rate : 1.0000
\nAverage : 0.8567<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.27
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.05 – 21.56
\nSpot Rate : 0.5100
\nAverage : 0.3667<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-10-27
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.92 %<\/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":[15,1],"tags":[],"class_list":["post-52757","post","type-post","status-publish","format-standard","hentry","category-market-action","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52757","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=52757"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52757\/revisions"}],"predecessor-version":[{"id":52758,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52757\/revisions\/52758"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52757"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52757"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52757"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}