{"id":51737,"date":"2026-04-02T21:50:27","date_gmt":"2026-04-03T01:50:27","guid":{"rendered":"https:\/\/prefblog.com\/?p=51737"},"modified":"2026-04-02T21:50:27","modified_gmt":"2026-04-03T01:50:27","slug":"april-2-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51737","title":{"rendered":"April 2, 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>\n-0.7654 %<\/td>\n2,478.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7654 %<\/td>\n4,699.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.81 %<\/td>\n5.97 %<\/td>\n56,543<\/td>\n13.98<\/td>\n3<\/td>\n-0.7654 %<\/td>\n2,708.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1581 %<\/td>\n3,655.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.54 %<\/td>\n72,501<\/td>\n2.93<\/td>\n5<\/td>\n0.1581 %<\/td>\n4,365.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1581 %<\/td>\n3,406.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.78 %<\/td>\n5.85 %<\/td>\n70,366<\/td>\n14.14<\/td>\n7<\/td>\n-0.3732 %<\/td>\n3,025.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.76 %<\/td>\n5.80 %<\/td>\n45,124<\/td>\n14.18<\/td>\n28<\/td>\n0.2321 %<\/td>\n3,288.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.90 %<\/td>\n6.14 %<\/td>\n103,480<\/td>\n13.65<\/td>\n27<\/td>\n-0.1067 %<\/td>\n3,190.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.71 %<\/td>\n5.77 %<\/td>\n64,878<\/td>\n14.27<\/td>\n22<\/td>\n0.0083 %<\/td>\n3,186.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1067 %<\/td>\n3,795.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.02 %<\/td>\n4.73 %<\/td>\n88,780<\/td>\n2.38<\/td>\n21<\/td>\n-0.2741 %<\/td>\n2,636.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1067 %<\/td>\n3,261.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n5.59 %<\/td>\n80,319<\/td>\n14.29<\/td>\n14<\/td>\n0.0092 %<\/td>\n3,139.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-5.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.56
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\n-4.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.50
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.87
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 19.64
\nEvaluated at bid price : 19.64
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.55
\nEvaluated at bid price : 25.06
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
IFC.PR.M<\/td>\nPerpetual-Premium<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.35
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n4.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n4.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n6.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 20.54
\nEvaluated at bid price : 20.54
\nBid-YTW : 5.45 %<\/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>\n89,876<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n42,920<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n40,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n16,242<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Prem<\/td>\n11,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n10,857<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
There were 1 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
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\nQuote: 24.00 – 25.29
\nSpot Rate : 1.2900
\nAverage : 0.7830<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

NA.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.50 – 26.50
\nSpot Rate : 1.0000
\nAverage : 0.5841<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.50
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.25 – 26.25
\nSpot Rate : 1.0000
\nAverage : 0.6152<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.87 – 24.87
\nSpot Rate : 1.0000
\nAverage : 0.6415<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.87
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 21.56 – 22.89
\nSpot Rate : 1.3300
\nAverage : 1.0033<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.56
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n

ENB.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.47 – 23.65
\nSpot Rate : 1.1800
\nAverage : 0.8807<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-02
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.39 %<\/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-51737","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51737","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=51737"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51737\/revisions"}],"predecessor-version":[{"id":51738,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51737\/revisions\/51738"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51737"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51737"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51737"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}