Market Action

March 4, 2026

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.1983 % 2,483.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1983 % 4,708.4
Floater 5.80 % 6.08 % 61,198 13.71 3 -0.1983 % 2,713.5
OpRet 0.00 % 0.00 % 0 0.00 0 0.2527 % 3,663.0
SplitShare 4.77 % 4.19 % 81,765 3.01 5 0.2527 % 4,374.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2527 % 3,413.1
Perpetual-Premium 5.70 % 5.73 % 88,967 14.04 7 -0.3172 % 3,068.8
Perpetual-Discount 5.61 % 5.70 % 48,827 14.30 28 -0.1699 % 3,371.0
FixedReset Disc 5.87 % 5.79 % 127,637 13.94 27 0.3846 % 3,207.6
Insurance Straight 5.56 % 5.56 % 65,323 14.54 22 0.0060 % 3,273.9
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.3846 % 3,815.8
FixedReset Prem 5.95 % 4.36 % 88,947 2.50 21 0.0274 % 2,667.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3846 % 3,278.8
FixedReset Ins Non 5.29 % 5.23 % 99,293 14.65 14 -0.4251 % 3,126.6
Performance Highlights
Issue Index Change Notes
MFC.PR.L FixedReset Ins Non -3.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 22.89
Evaluated at bid price : 23.90
Bid-YTW : 5.30 %
GWO.PR.Y Insurance Straight -3.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.63 %
MFC.PR.J FixedReset Ins Non -3.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 23.42
Evaluated at bid price : 24.61
Bid-YTW : 5.53 %
PWF.PR.S Perpetual-Discount -2.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 21.18
Evaluated at bid price : 21.18
Bid-YTW : 5.74 %
BN.PF.D Perpetual-Discount -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 5.95 %
PWF.PR.H Perpetual-Premium -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 24.25
Evaluated at bid price : 24.55
Bid-YTW : 5.92 %
CCS.PR.C Insurance Straight -1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 22.71
Evaluated at bid price : 22.96
Bid-YTW : 5.44 %
BN.PR.N Perpetual-Discount -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 20.42
Evaluated at bid price : 20.42
Bid-YTW : 5.93 %
ENB.PF.A FixedReset Disc 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 22.39
Evaluated at bid price : 23.04
Bid-YTW : 5.97 %
ENB.PR.D FixedReset Disc 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 21.52
Evaluated at bid price : 21.89
Bid-YTW : 5.95 %
IFC.PR.I Insurance Straight 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 23.90
Evaluated at bid price : 24.20
Bid-YTW : 5.67 %
GWO.PR.H Insurance Straight 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.56 %
GWO.PR.S Insurance Straight 1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 23.25
Evaluated at bid price : 23.55
Bid-YTW : 5.57 %
IFC.PR.C FixedReset Ins Non 1.67 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-09-30
Maturity Price : 25.00
Evaluated at bid price : 24.91
Bid-YTW : 5.20 %
GWO.PR.L Insurance Straight 3.31 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-04-03
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 2.83 %
BN.PR.T FixedReset Disc 6.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 21.36
Evaluated at bid price : 21.65
Bid-YTW : 5.85 %
Volume Highlights
Issue Index Shares
Traded
Notes
FTS.PR.K FixedReset Disc 164,804 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 22.81
Evaluated at bid price : 23.66
Bid-YTW : 5.21 %
PWF.PR.T FixedReset Disc 102,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 23.39
Evaluated at bid price : 24.99
Bid-YTW : 5.21 %
PWF.PR.K Perpetual-Discount 100,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 21.81
Evaluated at bid price : 22.05
Bid-YTW : 5.67 %
PWF.PR.L Perpetual-Discount 100,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 22.26
Evaluated at bid price : 22.53
Bid-YTW : 5.72 %
GWO.PR.Y Insurance Straight 71,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.63 %
FTS.PR.M FixedReset Disc 53,458 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 23.19
Evaluated at bid price : 24.76
Bid-YTW : 5.31 %
There were 15 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
GWO.PR.T Insurance Straight Quote: 18.67 – 23.50
Spot Rate : 4.8300
Average : 3.8877

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 18.67
Evaluated at bid price : 18.67
Bid-YTW : 6.91 %

NA.PR.G FixedReset Prem Quote: 26.75 – 27.99
Spot Rate : 1.2400
Average : 0.7124

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.75
Bid-YTW : 4.45 %

GWO.PR.G Insurance Straight Quote: 23.50 – 24.87
Spot Rate : 1.3700
Average : 0.8570

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 23.20
Evaluated at bid price : 23.50
Bid-YTW : 5.52 %

MFC.PR.J FixedReset Ins Non Quote: 24.61 – 26.15
Spot Rate : 1.5400
Average : 1.0567

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 23.42
Evaluated at bid price : 24.61
Bid-YTW : 5.53 %

MFC.PR.L FixedReset Ins Non Quote: 23.90 – 24.90
Spot Rate : 1.0000
Average : 0.5861

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 22.89
Evaluated at bid price : 23.90
Bid-YTW : 5.30 %

GWO.PR.Y Insurance Straight Quote: 20.00 – 21.13
Spot Rate : 1.1300
Average : 0.7242

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-04
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.63 %

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