Market Action

March 24, 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 -0.4470 % 2,472.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.4470 % 4,687.4
Floater 5.83 % 6.00 % 52,944 13.96 3 -0.4470 % 2,701.4
OpRet 0.00 % 0.00 % 0 0.00 0 0.3001 % 3,664.4
SplitShare 4.76 % 4.34 % 86,653 1.84 5 0.3001 % 4,376.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.3001 % 3,414.4
Perpetual-Premium 5.73 % 5.82 % 78,368 13.99 7 0.0915 % 3,052.2
Perpetual-Discount 5.72 % 5.78 % 46,236 14.13 28 -0.0825 % 3,310.1
FixedReset Disc 5.89 % 6.19 % 111,038 13.63 27 0.4352 % 3,193.3
Insurance Straight 5.65 % 5.66 % 59,658 14.42 22 -0.9677 % 3,216.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.4352 % 3,798.8
FixedReset Prem 6.00 % 4.75 % 88,201 2.40 21 0.0074 % 2,644.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.4352 % 3,264.2
FixedReset Ins Non 5.29 % 5.63 % 90,457 14.09 14 -0.0706 % 3,126.1
Performance Highlights
Issue Index Change Notes
GWO.PR.T Insurance Straight -8.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.32 %
GWO.PR.S Insurance Straight -6.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 6.11 %
GWO.PR.I Insurance Straight -6.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.96 %
POW.PR.B Perpetual-Discount -5.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 6.08 %
MFC.PR.F FixedReset Ins Non -3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 6.14 %
CU.PR.J Perpetual-Discount -2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 5.80 %
PWF.PR.Z Perpetual-Discount -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 21.86
Evaluated at bid price : 22.10
Bid-YTW : 5.92 %
PWF.PR.A Floater -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.64 %
SLF.PR.C Insurance Straight -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.39 %
SLF.PR.G FixedReset Ins Non -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 5.80 %
CCS.PR.C Insurance Straight -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 22.25
Evaluated at bid price : 22.52
Bid-YTW : 5.56 %
ELF.PR.H Perpetual-Discount 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 23.96
Evaluated at bid price : 24.21
Bid-YTW : 5.78 %
IFC.PR.A FixedReset Ins Non 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 21.75
Evaluated at bid price : 22.22
Bid-YTW : 5.53 %
BN.PF.B FixedReset Disc 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 23.06
Evaluated at bid price : 24.20
Bid-YTW : 6.07 %
GWO.PR.L Insurance Straight 1.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 24.30
Evaluated at bid price : 24.61
Bid-YTW : 5.76 %
FTS.PR.H FixedReset Disc 1.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.75 %
POW.PR.A Perpetual-Discount 3.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 24.18
Evaluated at bid price : 24.44
Bid-YTW : 5.83 %
BN.PR.T FixedReset Disc 6.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 21.49
Evaluated at bid price : 21.49
Bid-YTW : 6.31 %
Volume Highlights
Issue Index Shares
Traded
Notes
ENB.PF.C FixedReset Disc 50,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 22.16
Evaluated at bid price : 22.69
Bid-YTW : 6.38 %
GWO.PR.Y Insurance Straight 47,798 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 5.62 %
MFC.PR.Q FixedReset Ins Non 40,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 23.55
Evaluated at bid price : 25.05
Bid-YTW : 5.74 %
FTS.PR.H FixedReset Disc 26,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.75 %
FTS.PR.M FixedReset Disc 24,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 23.14
Evaluated at bid price : 24.60
Bid-YTW : 5.72 %
MFC.PR.F FixedReset Ins Non 16,513 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 6.14 %
There were 6 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
MFC.PR.F FixedReset Ins Non Quote: 18.75 – 23.80
Spot Rate : 5.0500
Average : 3.0549

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 6.14 %

GWO.PR.T Insurance Straight Quote: 20.50 – 23.40
Spot Rate : 2.9000
Average : 1.9957

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.32 %

POW.PR.B Perpetual-Discount Quote: 22.40 – 24.05
Spot Rate : 1.6500
Average : 0.9508

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 6.08 %

GWO.PR.S Insurance Straight Quote: 21.56 – 23.80
Spot Rate : 2.2400
Average : 1.5995

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 6.11 %

GWO.PR.I Insurance Straight Quote: 19.00 – 20.50
Spot Rate : 1.5000
Average : 0.8998

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.96 %

SLF.PR.C Insurance Straight Quote: 20.75 – 21.90
Spot Rate : 1.1500
Average : 0.8479

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-24
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.39 %

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