Market Action

April 2, 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 -0.7654 % 2,478.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.7654 % 4,699.1
Floater 5.81 % 5.97 % 56,543 13.98 3 -0.7654 % 2,708.1
OpRet 0.00 % 0.00 % 0 0.00 0 0.1581 % 3,655.5
SplitShare 4.78 % 4.54 % 72,501 2.93 5 0.1581 % 4,365.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1581 % 3,406.1
Perpetual-Premium 5.78 % 5.85 % 70,366 14.14 7 -0.3732 % 3,025.7
Perpetual-Discount 5.76 % 5.80 % 45,124 14.18 28 0.2321 % 3,288.4
FixedReset Disc 5.90 % 6.14 % 103,480 13.65 27 -0.1067 % 3,190.8
Insurance Straight 5.71 % 5.77 % 64,878 14.27 22 0.0083 % 3,186.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1067 % 3,795.8
FixedReset Prem 6.02 % 4.73 % 88,780 2.38 21 -0.2741 % 2,636.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1067 % 3,261.6
FixedReset Ins Non 5.27 % 5.59 % 80,319 14.29 14 0.0092 % 3,139.4
Performance Highlights
Issue Index Change Notes
GWO.PR.S Insurance Straight -5.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 6.12 %
BN.PR.Z FixedReset Prem -4.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.64
Evaluated at bid price : 24.00
Bid-YTW : 6.38 %
ENB.PF.C FixedReset Disc -3.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 21.69
Evaluated at bid price : 22.00
Bid-YTW : 6.55 %
NA.PR.I FixedReset Prem -3.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.53
Evaluated at bid price : 25.50
Bid-YTW : 5.97 %
CU.PR.C FixedReset Disc -2.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.37
Evaluated at bid price : 23.87
Bid-YTW : 5.81 %
BN.PR.N Perpetual-Discount -2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 19.64
Evaluated at bid price : 19.64
Bid-YTW : 6.09 %
PWF.PR.P FixedReset Disc -1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 5.93 %
IFC.PR.G FixedReset Ins Non -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.55
Evaluated at bid price : 25.06
Bid-YTW : 5.68 %
IFC.PR.M Perpetual-Premium -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.89
Evaluated at bid price : 24.25
Bid-YTW : 5.69 %
PWF.PR.A Floater -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.65 %
ELF.PR.H Perpetual-Discount -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.20
Evaluated at bid price : 23.50
Bid-YTW : 5.86 %
CU.PR.F Perpetual-Discount -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.70 %
POW.PR.G Perpetual-Discount -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.74
Evaluated at bid price : 24.05
Bid-YTW : 5.83 %
SLF.PR.C Insurance Straight -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 5.46 %
PWF.PR.S Perpetual-Discount 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 5.81 %
IFC.PR.A FixedReset Ins Non 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 21.77
Evaluated at bid price : 22.25
Bid-YTW : 5.46 %
ENB.PR.P FixedReset Disc 1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 22.65
Evaluated at bid price : 23.35
Bid-YTW : 6.14 %
CU.PR.J Perpetual-Discount 2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 20.73
Evaluated at bid price : 20.73
Bid-YTW : 5.80 %
POW.PR.D Perpetual-Discount 3.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 21.44
Evaluated at bid price : 21.70
Bid-YTW : 5.77 %
GWO.PR.R Insurance Straight 4.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 20.94
Evaluated at bid price : 20.94
Bid-YTW : 5.77 %
POW.PR.B Perpetual-Discount 4.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 22.93
Evaluated at bid price : 23.20
Bid-YTW : 5.78 %
SLF.PR.D Insurance Straight 6.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 20.54
Evaluated at bid price : 20.54
Bid-YTW : 5.45 %
Volume Highlights
Issue Index Shares
Traded
Notes
ENB.PF.C FixedReset Disc 89,876 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 21.69
Evaluated at bid price : 22.00
Bid-YTW : 6.55 %
MFC.PR.F FixedReset Ins Non 42,920 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 5.80 %
BN.PF.M FixedReset Prem 40,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.73 %
GWO.PR.M Insurance Straight 16,242 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 24.50
Evaluated at bid price : 24.75
Bid-YTW : 5.89 %
NA.PR.S FixedReset Prem 11,900 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-15
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.84 %
PVS.PR.K SplitShare 10,857 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.03
Bid-YTW : 4.54 %
There were 1 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
BN.PR.Z FixedReset Prem Quote: 24.00 – 25.29
Spot Rate : 1.2900
Average : 0.7830

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.64
Evaluated at bid price : 24.00
Bid-YTW : 6.38 %

NA.PR.I FixedReset Prem Quote: 25.50 – 26.50
Spot Rate : 1.0000
Average : 0.5841

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.53
Evaluated at bid price : 25.50
Bid-YTW : 5.97 %

MFC.PR.J FixedReset Ins Non Quote: 25.25 – 26.25
Spot Rate : 1.0000
Average : 0.6152

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.68
Evaluated at bid price : 25.25
Bid-YTW : 5.71 %

CU.PR.C FixedReset Disc Quote: 23.87 – 24.87
Spot Rate : 1.0000
Average : 0.6415

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 23.37
Evaluated at bid price : 23.87
Bid-YTW : 5.81 %

GWO.PR.S Insurance Straight Quote: 21.56 – 22.89
Spot Rate : 1.3300
Average : 1.0033

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 6.12 %

ENB.PF.E FixedReset Disc Quote: 22.47 – 23.65
Spot Rate : 1.1800
Average : 0.8807

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-02
Maturity Price : 22.00
Evaluated at bid price : 22.47
Bid-YTW : 6.39 %

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