{"id":51731,"date":"2026-03-31T20:40:33","date_gmt":"2026-04-01T00:40:33","guid":{"rendered":"https:\/\/prefblog.com\/?p=51731"},"modified":"2026-03-31T20:40:33","modified_gmt":"2026-04-01T00:40:33","slug":"march-31-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51731","title":{"rendered":"March 31, 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>\n0.2229 %<\/td>\n2,494.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2229 %<\/td>\n4,730.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.77 %<\/td>\n5.96 %<\/td>\n60,651<\/td>\n13.99<\/td>\n3<\/td>\n0.2229 %<\/td>\n2,726.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0474 %<\/td>\n3,657.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.44 %<\/td>\n75,522<\/td>\n2.93<\/td>\n5<\/td>\n0.0474 %<\/td>\n4,368.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0474 %<\/td>\n3,408.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.79 %<\/td>\n5.85 %<\/td>\n74,030<\/td>\n14.16<\/td>\n7<\/td>\n0.2312 %<\/td>\n3,023.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.77 %<\/td>\n5.82 %<\/td>\n45,796<\/td>\n14.16<\/td>\n28<\/td>\n0.5854 %<\/td>\n3,279.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.92 %<\/td>\n6.15 %<\/td>\n111,829<\/td>\n13.65<\/td>\n27<\/td>\n0.5323 %<\/td>\n3,179.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.73 %<\/td>\n5.79 %<\/td>\n61,515<\/td>\n14.21<\/td>\n22<\/td>\n0.6946 %<\/td>\n3,173.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5323 %<\/td>\n3,782.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.00 %<\/td>\n4.82 %<\/td>\n89,196<\/td>\n2.38<\/td>\n21<\/td>\n0.1640 %<\/td>\n2,642.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5323 %<\/td>\n3,249.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.25 %<\/td>\n5.60 %<\/td>\n81,755<\/td>\n14.27<\/td>\n14<\/td>\n0.2386 %<\/td>\n3,146.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 19.33
\nEvaluated at bid price : 19.33
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.11
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 20.58
\nEvaluated at bid price : 20.58
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 20.68
\nEvaluated at bid price : 20.68
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.63
\nEvaluated at bid price : 22.88
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.43
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.76
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n3.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.13
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n4.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.32
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n5.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.46
\nEvaluated at bid price : 22.72
\nBid-YTW : 5.80 %<\/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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n54,078<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.30
\nEvaluated at bid price : 23.09
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n29,016<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.43
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n25,511<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n24,674<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.66
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
POW.PR.H<\/td>\nPerpetual-Premium<\/td>\n24,238<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 24.54
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n18,176<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.68
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
There were 11 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
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 21.43 – 24.00
\nSpot Rate : 2.5700
\nAverage : 1.4120<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 22.06 – 23.65
\nSpot Rate : 1.5900
\nAverage : 0.9900<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.06
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n

ENB.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.47 – 23.65
\nSpot Rate : 1.1800
\nAverage : 0.6980<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.44 – 21.70
\nSpot Rate : 1.2600
\nAverage : 0.8179<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 20.44
\nEvaluated at bid price : 20.44
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.84 – 25.84
\nSpot Rate : 1.0000
\nAverage : 0.7028<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.84
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 22.06 – 24.10
\nSpot Rate : 2.0400
\nAverage : 1.7801<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-31
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.06
\nBid-YTW : 6.15 %<\/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-51731","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51731","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=51731"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51731\/revisions"}],"predecessor-version":[{"id":51732,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51731\/revisions\/51732"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51731"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51731"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51731"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}