{"id":51701,"date":"2026-03-23T19:55:33","date_gmt":"2026-03-23T23:55:33","guid":{"rendered":"https:\/\/prefblog.com\/?p=51701"},"modified":"2026-03-23T19:55:33","modified_gmt":"2026-03-23T23:55:33","slug":"march-23-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51701","title":{"rendered":"March 23, 2026"},"content":{"rendered":"<table border='1'>\n<tr>\n<td colspan='8'><strong>HIMIPref&trade; Preferred Indices<br \/>These values reflect the December 2008 revision of the HIMIPref&trade; Indices<\/strong><br \/>Values are provisional and are finalized monthly<\/td>\n<\/tr>\n<tr>\n<td>Index<\/td>\n<td>Mean<br \/>Current<br \/>Yield<br \/>(at bid)<\/td>\n<td>Median<br \/>YTW<\/td>\n<td>Median<br \/>Average<br \/>Trading<br \/>Value<\/td>\n<td>Median<br \/>Mod Dur<br \/>(YTW)<\/td>\n<td>Issues<\/td>\n<td>Day&#8217;s Perf.<\/td>\n<td>Index Value<\/td>\n<\/tr>\n<tr>\n<td>Ratchet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.7254 %<\/td>\n<td>2,483.1<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.7254 %<\/td>\n<td>4,708.4<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>5.80 %<\/td>\n<td>5.99 %<\/td>\n<td>55,103<\/td>\n<td>13.97<\/td>\n<td>3<\/td>\n<td>0.7254 %<\/td>\n<td>2,713.5<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.3934 %<\/td>\n<td>3,653.5<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>4.78 %<\/td>\n<td>4.51 %<\/td>\n<td>83,635<\/td>\n<td>2.95<\/td>\n<td>5<\/td>\n<td>-0.3934 %<\/td>\n<td>4,363.0<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.3934 %<\/td>\n<td>3,404.2<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>5.74 %<\/td>\n<td>5.84 %<\/td>\n<td>79,333<\/td>\n<td>14.00<\/td>\n<td>7<\/td>\n<td>-0.1199 %<\/td>\n<td>3,049.4<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>5.71 %<\/td>\n<td>5.79 %<\/td>\n<td>46,119<\/td>\n<td>14.16<\/td>\n<td>28<\/td>\n<td>-0.0081 %<\/td>\n<td>3,312.8<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Disc<\/td>\n<td>5.92 %<\/td>\n<td>6.19 %<\/td>\n<td>112,933<\/td>\n<td>13.50<\/td>\n<td>27<\/td>\n<td>-0.0682 %<\/td>\n<td>3,179.5<\/td>\n<\/tr>\n<tr>\n<td>Insurance Straight<\/td>\n<td>5.60 %<\/td>\n<td>5.66 %<\/td>\n<td>59,507<\/td>\n<td>14.43<\/td>\n<td>22<\/td>\n<td>0.6377 %<\/td>\n<td>3,247.8<\/td>\n<\/tr>\n<tr>\n<td>FloatingReset<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.0682 %<\/td>\n<td>3,782.3<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Prem<\/td>\n<td>6.00 %<\/td>\n<td>4.74 %<\/td>\n<td>89,420<\/td>\n<td>2.41<\/td>\n<td>21<\/td>\n<td>0.1160 %<\/td>\n<td>2,643.8<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Bank Non<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.0682 %<\/td>\n<td>3,250.1<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Ins Non<\/td>\n<td>5.28 %<\/td>\n<td>5.67 %<\/td>\n<td>90,862<\/td>\n<td>14.18<\/td>\n<td>14<\/td>\n<td>0.9670 %<\/td>\n<td>3,128.3<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Performance Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Change<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>POW.PR.A<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-4.18 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 23.32<br \/>\nEvaluated at bid price : 23.60<br \/>\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n<tr>\n<td>FTS.PR.H<\/td>\n<td>FixedReset Disc<\/td>\n<td>-2.45 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 19.52<br \/>\nEvaluated at bid price : 19.52<br \/>\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.L<\/td>\n<td>Insurance Straight<\/td>\n<td>-2.23 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 23.91<br \/>\nEvaluated at bid price : 24.15<br \/>\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PF.B<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.85 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.88<br \/>\nEvaluated at bid price : 23.81<br \/>\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n<tr>\n<td>CU.PR.F<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-1.16 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 19.52<br \/>\nEvaluated at bid price : 19.52<br \/>\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.M<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.07 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 24.67<br \/>\nEvaluated at bid price : 24.93<br \/>\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PF.I<\/td>\n<td>FixedReset Prem<\/td>\n<td>1.31 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2027-10-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.25<br \/>\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.F<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.33 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.55<br \/>\nEvaluated at bid price : 22.80<br \/>\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PF.C<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.35 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 20.28<br \/>\nEvaluated at bid price : 20.28<br \/>\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.F<\/td>\n<td>Insurance Straight<\/td>\n<td>1.40 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.96<br \/>\nEvaluated at bid price : 23.22<br \/>\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.K<\/td>\n<td>Insurance Straight<\/td>\n<td>1.75 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.90<br \/>\nEvaluated at bid price : 23.30<br \/>\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PR.B<\/td>\n<td>Floater<\/td>\n<td>2.11 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 13.07<br \/>\nEvaluated at bid price : 13.07<br \/>\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.A<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>2.53 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 21.53<br \/>\nEvaluated at bid price : 21.90<br \/>\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PF.C<\/td>\n<td>FixedReset Disc<\/td>\n<td>2.70 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.23<br \/>\nEvaluated at bid price : 22.80<br \/>\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.C<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>3.67 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 23.94<br \/>\nEvaluated at bid price : 24.59<br \/>\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.F<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>4.00 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 19.50<br \/>\nEvaluated at bid price : 19.50<br \/>\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.G<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>4.33 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 19.75<br \/>\nEvaluated at bid price : 19.75<br \/>\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.D<\/td>\n<td>Insurance Straight<\/td>\n<td>4.47 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 20.79<br \/>\nEvaluated at bid price : 20.79<br \/>\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PR.N<\/td>\n<td>Perpetual-Discount<\/td>\n<td>5.77 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 19.79<br \/>\nEvaluated at bid price : 19.79<br \/>\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.T<\/td>\n<td>Insurance Straight<\/td>\n<td>9.71 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.21<br \/>\nEvaluated at bid price : 22.49<br \/>\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Volume Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Shares<br \/>Traded<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.C<\/td>\n<td>Insurance Straight<\/td>\n<td>85,200<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 21.00<br \/>\nEvaluated at bid price : 21.00<br \/>\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.T<\/td>\n<td>FixedReset Disc<\/td>\n<td>45,500<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 23.22<br \/>\nEvaluated at bid price : 24.51<br \/>\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n<tr>\n<td>PVS.PR.M<\/td>\n<td>SplitShare<\/td>\n<td>26,900<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2031-03-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.50<br \/>\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.N<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>26,600<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.79<br \/>\nEvaluated at bid price : 23.85<br \/>\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n<tr>\n<td>FTS.PR.M<\/td>\n<td>FixedReset Disc<\/td>\n<td>25,600<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 23.07<br \/>\nEvaluated at bid price : 24.42<br \/>\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PR.T<\/td>\n<td>FixedReset Disc<\/td>\n<td>25,300<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 20.15<br \/>\nEvaluated at bid price : 20.15<br \/>\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n<tr>\n<td colspan='4'>There were 10 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='3'><strong>Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td colspan='3'>See <a href='https:\/\/prefblog.com\/?p=13456'>TMX DataLinx: &#8216;Last&#8217; != &#8216;Close&#8217;<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Quote Data and Yield Notes<\/td>\n<\/tr>\n<tr>\n<td>POW.PR.A<\/td>\n<td>Perpetual-Discount<\/td>\n<td>Quote: 23.60 &#8211; 24.70<br \/>\nSpot Rate  :  1.1000<br \/>\nAverage  :  0.6407<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 23.32<br \/>\nEvaluated at bid price : 23.60<br \/>\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.G<\/td>\n<td>Insurance Straight<\/td>\n<td>Quote: 23.00 &#8211; 24.87<br \/>\nSpot Rate  :  1.8700<br \/>\nAverage  :  1.4896<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.71<br \/>\nEvaluated at bid price : 23.00<br \/>\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.C<\/td>\n<td>Insurance Straight<\/td>\n<td>Quote: 21.00 &#8211; 21.89<br \/>\nSpot Rate  :  0.8900<br \/>\nAverage  :  0.5168<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 21.00<br \/>\nEvaluated at bid price : 21.00<br \/>\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PF.B<\/td>\n<td>FixedReset Disc<\/td>\n<td>Quote: 23.81 &#8211; 24.98<br \/>\nSpot Rate  :  1.1700<br \/>\nAverage  :  0.8422<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 22.88<br \/>\nEvaluated at bid price : 23.81<br \/>\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.L<\/td>\n<td>Insurance Straight<\/td>\n<td>Quote: 24.15 &#8211; 24.90<br \/>\nSpot Rate  :  0.7500<br \/>\nAverage  :  0.5164<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 23.91<br \/>\nEvaluated at bid price : 24.15<br \/>\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.E<\/td>\n<td>Insurance Straight<\/td>\n<td>Quote: 21.03 &#8211; 21.80<br \/>\nSpot Rate  :  0.7700<br \/>\nAverage  :  0.5681<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-03-23<br \/>\nMaturity Price  : 21.03<br \/>\nEvaluated at bid price : 21.03<br \/>\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>HIMIPref&trade; Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref&trade; IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day&#8217;s Perf. Index Value Ratchet 0.00 % 0.00 &hellip;<\/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-51701","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51701","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=51701"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51701\/revisions"}],"predecessor-version":[{"id":51702,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51701\/revisions\/51702"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51701"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51701"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51701"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}