Market Action

March 8, 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 0.1681 % 2,493.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1681 % 4,728.2
Floater 5.81 % 5.97 % 25,263 13.97 4 0.1681 % 2,724.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.0316 % 3,656.3
SplitShare 4.77 % 4.72 % 70,839 2.91 5 0.0316 % 4,366.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0316 % 3,406.9
Perpetual-Premium 5.84 % 5.95 % 52,480 13.87 1 0.2778 % 3,034.1
Perpetual-Discount 5.74 % 5.83 % 49,642 14.12 34 0.3524 % 3,301.6
FixedReset Disc 5.85 % 6.04 % 112,946 13.73 27 0.8572 % 3,219.9
Insurance Straight 5.63 % 5.71 % 62,692 14.29 22 0.4951 % 3,229.6
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.8572 % 3,830.4
FixedReset Prem 6.00 % 4.61 % 86,618 2.27 21 0.3118 % 2,644.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.8572 % 3,291.4
FixedReset Ins Non 5.21 % 5.42 % 79,930 14.39 14 0.8671 % 3,172.4
Performance Highlights
Issue Index Change Notes
BN.PR.Z FixedReset Prem -3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 23.64
Evaluated at bid price : 24.00
Bid-YTW : 6.37 %
CU.PR.H Perpetual-Discount -2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.93 %
BN.PR.X FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 6.29 %
MFC.PR.L FixedReset Ins Non 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 23.33
Evaluated at bid price : 24.95
Bid-YTW : 5.35 %
SLF.PR.E Insurance Straight 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 20.92
Evaluated at bid price : 20.92
Bid-YTW : 5.42 %
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 : 25.37
Bid-YTW : 5.40 %
IFC.PR.K Insurance Straight 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.85
Evaluated at bid price : 23.25
Bid-YTW : 5.67 %
MFC.PR.Q FixedReset Ins Non 1.12 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 5.55 %
BN.PF.A FixedReset Prem 1.14 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 5.71 %
PWF.PR.E Perpetual-Discount 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 23.55
Evaluated at bid price : 23.82
Bid-YTW : 5.88 %
GWO.PR.N FixedReset Ins Non 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 18.43
Evaluated at bid price : 18.43
Bid-YTW : 5.91 %
MIC.PR.A Perpetual-Discount 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.03
Evaluated at bid price : 22.30
Bid-YTW : 6.09 %
CU.PR.F Perpetual-Discount 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 5.63 %
BN.PR.R FixedReset Disc 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.28
Evaluated at bid price : 23.02
Bid-YTW : 5.84 %
BN.PF.G FixedReset Disc 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.99
Evaluated at bid price : 24.38
Bid-YTW : 6.00 %
MFC.PR.C Insurance Straight 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 5.43 %
MFC.PR.F FixedReset Ins Non 1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 5.61 %
ENB.PF.C FixedReset Disc 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.15
Evaluated at bid price : 22.67
Bid-YTW : 6.33 %
ENB.PR.B FixedReset Disc 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 21.50
Evaluated at bid price : 21.85
Bid-YTW : 6.35 %
ENB.PR.F FixedReset Disc 2.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.93
Evaluated at bid price : 23.25
Bid-YTW : 6.10 %
NA.PR.G FixedReset Prem 2.38 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.26
Bid-YTW : 4.71 %
ENB.PF.G FixedReset Disc 3.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.31
Evaluated at bid price : 23.00
Bid-YTW : 6.30 %
SLF.PR.G FixedReset Ins Non 4.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 19.88
Evaluated at bid price : 19.88
Bid-YTW : 5.64 %
IFC.PR.E Insurance Straight 4.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.97
Evaluated at bid price : 23.25
Bid-YTW : 5.62 %
ENB.PR.Y FixedReset Disc 4.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 21.35
Evaluated at bid price : 21.66
Bid-YTW : 6.36 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.C Insurance Straight 74,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 5.43 %
BN.PR.T FixedReset Disc 41,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 21.47
Evaluated at bid price : 21.80
Bid-YTW : 6.13 %
PWF.PR.P FixedReset Disc 36,655 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 20.70
Evaluated at bid price : 20.70
Bid-YTW : 5.76 %
RY.PR.S FixedReset Prem 20,074 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.40
Bid-YTW : 4.09 %
POW.PR.H Perpetual-Discount 15,502 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 5.75 %
GWO.PR.H Insurance Straight 15,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 21.15
Evaluated at bid price : 21.15
Bid-YTW : 5.78 %
There were 7 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.G Insurance Straight Quote: 22.80 – 24.87
Spot Rate : 2.0700
Average : 1.1368

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.74 %

ENB.PR.B FixedReset Disc Quote: 21.85 – 24.00
Spot Rate : 2.1500
Average : 1.3706

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 21.50
Evaluated at bid price : 21.85
Bid-YTW : 6.35 %

MFC.PR.C Insurance Straight Quote: 20.95 – 22.80
Spot Rate : 1.8500
Average : 1.1525

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 5.43 %

BN.PR.Z FixedReset Prem Quote: 24.00 – 25.60
Spot Rate : 1.6000
Average : 1.1095

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 23.64
Evaluated at bid price : 24.00
Bid-YTW : 6.37 %

CU.PR.H Perpetual-Discount Quote: 22.40 – 23.99
Spot Rate : 1.5900
Average : 1.1713

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-08
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.93 %

MFC.PR.Q FixedReset Ins Non Quote: 25.30 – 26.49
Spot Rate : 1.1900
Average : 0.8094

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 5.55 %

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