{"id":51725,"date":"2026-03-30T19:31:49","date_gmt":"2026-03-30T23:31:49","guid":{"rendered":"https:\/\/prefblog.com\/?p=51725"},"modified":"2026-03-30T19:32:08","modified_gmt":"2026-03-30T23:32:08","slug":"march-30-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51725","title":{"rendered":"March 30, 2026"},"content":{"rendered":"\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>\n0.1737 %<\/td>\n2,489.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1737 %<\/td>\n4,720.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.79 %<\/td>\n5.98 %<\/td>\n60,006<\/td>\n13.98<\/td>\n3<\/td>\n0.1737 %<\/td>\n2,720.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1581 %<\/td>\n3,656.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.69 %<\/td>\n76,065<\/td>\n2.93<\/td>\n5<\/td>\n0.1581 %<\/td>\n4,366.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1581 %<\/td>\n3,406.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.80 %<\/td>\n5.87 %<\/td>\n74,476<\/td>\n14.13<\/td>\n7<\/td>\n-0.1386 %<\/td>\n3,016.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.80 %<\/td>\n5.86 %<\/td>\n44,841<\/td>\n14.03<\/td>\n28<\/td>\n-0.0230 %<\/td>\n3,260.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.95 %<\/td>\n6.20 %<\/td>\n108,799<\/td>\n13.62<\/td>\n27<\/td>\n0.8215 %<\/td>\n3,162.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.81 %<\/td>\n61,877<\/td>\n14.18<\/td>\n22<\/td>\n-1.0955 %<\/td>\n3,152.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8215 %<\/td>\n3,762.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.01 %<\/td>\n4.86 %<\/td>\n90,206<\/td>\n2.66<\/td>\n21<\/td>\n0.4555 %<\/td>\n2,638.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8215 %<\/td>\n3,232.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n5.65 %<\/td>\n74,006<\/td>\n14.28<\/td>\n14<\/td>\n0.6529 %<\/td>\n3,138.7<\/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\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
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-7.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.06
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-5.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.56
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.76
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.71
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.67
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.06
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 19.89
\nEvaluated at bid price : 19.89
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.03
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.34
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n3.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.83
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n3.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.82
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n4.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n5.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 23.67
\nEvaluated at bid price : 25.23
\nBid-YTW : 6.11 %<\/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
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n32,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.53
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n21,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n20,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n19,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n16,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 13.12
\nEvaluated at bid price : 13.12
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n16,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
There were 3 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
IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 22.06 – 24.54
\nSpot Rate : 2.4800
\nAverage : 1.4952<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.06
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n

POW.PR.B<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.10 – 24.80
\nSpot Rate : 1.7000
\nAverage : 1.3173<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 20.36 – 21.45
\nSpot Rate : 1.0900
\nAverage : 0.7734<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.25 – 24.70
\nSpot Rate : 1.4500
\nAverage : 1.1862<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 21.06
\nSpot Rate : 0.7600
\nAverage : 0.5063<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.00 – 21.74
\nSpot Rate : 0.7400
\nAverage : 0.5090<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

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) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/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-51725","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51725","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=51725"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51725\/revisions"}],"predecessor-version":[{"id":51726,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51725\/revisions\/51726"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51725"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51725"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51725"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}