{"id":51642,"date":"2026-03-09T22:53:58","date_gmt":"2026-03-10T02:53:58","guid":{"rendered":"https:\/\/prefblog.com\/?p=51642"},"modified":"2026-03-10T19:41:26","modified_gmt":"2026-03-10T23:41:26","slug":"march-9-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51642","title":{"rendered":"March 9, 2026"},"content":{"rendered":"

This will be delayed a bit. Sorry!<\/p>\n

Update, 2026-3-10<\/b>:<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0497 %<\/td>\n2,480.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0497 %<\/td>\n4,703.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.81 %<\/td>\n6.09 %<\/td>\n60,173<\/td>\n13.68<\/td>\n3<\/td>\n-0.0497 %<\/td>\n2,710.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1657 %<\/td>\n3,651.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.28 %<\/td>\n81,481<\/td>\n2.99<\/td>\n5<\/td>\n-0.1657 %<\/td>\n4,360.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1657 %<\/td>\n3,402.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.72 %<\/td>\n5.81 %<\/td>\n87,480<\/td>\n14.05<\/td>\n7<\/td>\n-0.3009 %<\/td>\n3,062.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.62 %<\/td>\n5.72 %<\/td>\n49,494<\/td>\n14.31<\/td>\n28<\/td>\n-0.2337 %<\/td>\n3,365.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.89 %<\/td>\n5.90 %<\/td>\n130,830<\/td>\n13.78<\/td>\n27<\/td>\n-0.3623 %<\/td>\n3,194.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.54 %<\/td>\n5.61 %<\/td>\n62,401<\/td>\n14.47<\/td>\n22<\/td>\n-0.1060 %<\/td>\n3,285.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3623 %<\/td>\n3,800.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.95 %<\/td>\n4.64 %<\/td>\n86,387<\/td>\n2.45<\/td>\n21<\/td>\n-0.2330 %<\/td>\n2,664.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3623 %<\/td>\n3,265.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n5.37 %<\/td>\n94,294<\/td>\n14.66<\/td>\n14<\/td>\n-0.1528 %<\/td>\n3,136.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.62
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.03
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 23.64
\nEvaluated at bid price : 23.93
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.76
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.53
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.16
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.66
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 23.17
\nEvaluated at bid price : 23.43
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n3.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n83,495<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n37,074<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
PVS.PR.M<\/td>\nSplitShare<\/td>\n34,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n30,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.66
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n28,057<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n19,856<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 23.28
\nEvaluated at bid price : 24.61
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
There were 6 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.50 – 22.80
\nSpot Rate : 1.3000
\nAverage : 0.8327<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 21.99
\nSpot Rate : 1.7900
\nAverage : 1.4963<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n

ENB.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.20 – 22.98
\nSpot Rate : 0.7800
\nAverage : 0.4890<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 19.85 – 20.51
\nSpot Rate : 0.6600
\nAverage : 0.4549<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 23.03 – 23.80
\nSpot Rate : 0.7700
\nAverage : 0.5733<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-09
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.03
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.35 – 26.49
\nSpot Rate : 1.1400
\nAverage : 0.9444<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

This will be delayed a bit. Sorry! Update, 2026-3-10: HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-51642","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51642","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=51642"}],"version-history":[{"count":2,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51642\/revisions"}],"predecessor-version":[{"id":51644,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51642\/revisions\/51644"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51642"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51642"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51642"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}