Market Action

March 25, 2026

PerpetualDiscounts now yield 5.75%, equivalent to 7.50% interest at the standard conversion factor of 1.3x. Long corporates yielded 5.03% on 2026-3-25. Therefore the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has widened slightly (and perhaps spuriously) to 245bp from the 240bp reported March 18.

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 0.5238 % 2,485.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5238 % 4,711.9
Floater 5.80 % 5.99 % 53,581 13.97 3 0.5238 % 2,715.5
OpRet 0.00 % 0.00 % 0 0.00 0 -0.4252 % 3,648.8
SplitShare 4.78 % 4.56 % 85,464 2.95 5 -0.4252 % 4,357.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.4252 % 3,399.9
Perpetual-Premium 5.73 % 5.80 % 75,834 14.00 7 0.1028 % 3,055.4
Perpetual-Discount 5.70 % 5.77 % 45,248 14.13 28 0.2478 % 3,318.3
FixedReset Disc 5.90 % 6.22 % 111,773 13.50 27 -0.0744 % 3,190.9
Insurance Straight 5.66 % 5.71 % 61,743 14.37 22 -0.1758 % 3,210.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0744 % 3,796.0
FixedReset Prem 6.00 % 4.59 % 87,271 2.40 21 -0.0055 % 2,643.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0744 % 3,261.8
FixedReset Ins Non 5.28 % 5.49 % 86,883 14.08 14 0.0983 % 3,129.1
Performance Highlights
Issue Index Change Notes
GWO.PR.G Insurance Straight -4.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.70
Evaluated at bid price : 21.95
Bid-YTW : 5.94 %
SLF.PR.G FixedReset Ins Non -3.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 18.84
Evaluated at bid price : 18.84
Bid-YTW : 6.02 %
PWF.PR.S Perpetual-Discount -3.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.89 %
BN.PR.T FixedReset Disc -2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.46 %
GWO.PR.L Insurance Straight -1.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 5.87 %
PVS.PR.L SplitShare -1.22 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.83
Bid-YTW : 4.73 %
CU.PR.D Perpetual-Discount -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.79 %
CU.PR.E Perpetual-Discount -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.46
Evaluated at bid price : 21.46
Bid-YTW : 5.77 %
POW.PR.A Perpetual-Discount 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 24.46
Evaluated at bid price : 24.70
Bid-YTW : 5.77 %
PWF.PR.A Floater 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 14.15
Evaluated at bid price : 14.15
Bid-YTW : 5.58 %
IFC.PR.G FixedReset Ins Non 1.08 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 5.49 %
BN.PR.N Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.97 %
PWF.PR.Z Perpetual-Discount 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.83 %
SLF.PR.C Insurance Straight 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 5.31 %
CCS.PR.C Insurance Straight 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 22.66
Evaluated at bid price : 22.90
Bid-YTW : 5.47 %
CU.PR.F Perpetual-Discount 1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 19.98
Evaluated at bid price : 19.98
Bid-YTW : 5.70 %
GWO.PR.T Insurance Straight 2.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 6.15 %
POW.PR.B Perpetual-Discount 6.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 23.57
Evaluated at bid price : 23.84
Bid-YTW : 5.71 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PR.N FixedReset Ins Non 175,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 6.02 %
GWO.PR.S Insurance Straight 113,210 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 6.11 %
SLF.PR.H FixedReset Ins Non 44,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 22.20
Evaluated at bid price : 22.90
Bid-YTW : 5.77 %
GWO.PR.M Insurance Straight 32,700 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-04-24
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 4.49 %
PVS.PR.K SplitShare 28,200 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.99
Bid-YTW : 4.56 %
MFC.PR.C Insurance Straight 25,560 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.40 %
There were 9 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 : 4.0983

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 6.15 %

NA.PR.K FixedReset Prem Quote: 28.09 – 29.09
Spot Rate : 1.0000
Average : 0.6586

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.09
Bid-YTW : 3.81 %

GWO.PR.S Insurance Straight Quote: 21.56 – 23.80
Spot Rate : 2.2400
Average : 1.9345

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 6.11 %

PVS.PR.J SplitShare Quote: 25.03 – 25.94
Spot Rate : 0.9100
Average : 0.6053

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 25.03
Bid-YTW : 4.47 %

PWF.PR.S Perpetual-Discount Quote: 20.75 – 21.60
Spot Rate : 0.8500
Average : 0.5456

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.89 %

SLF.PR.G FixedReset Ins Non Quote: 18.84 – 19.84
Spot Rate : 1.0000
Average : 0.6966

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-03-25
Maturity Price : 18.84
Evaluated at bid price : 18.84
Bid-YTW : 6.02 %

Leave a Reply