{"id":51747,"date":"2026-04-06T19:44:11","date_gmt":"2026-04-06T23:44:11","guid":{"rendered":"https:\/\/prefblog.com\/?p=51747"},"modified":"2026-04-06T19:44:11","modified_gmt":"2026-04-06T23:44:11","slug":"march-6-2026-2","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51747","title":{"rendered":"March 6, 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>\n0.6191 %<\/td>\n2,493.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6191 %<\/td>\n4,728.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.81 %<\/td>\n5.94 %<\/td>\n25,787<\/td>\n14.01<\/td>\n4<\/td>\n0.6191 %<\/td>\n2,724.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0632 %<\/td>\n3,653.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.51 %<\/td>\n71,751<\/td>\n2.91<\/td>\n5<\/td>\n-0.0632 %<\/td>\n4,362.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0632 %<\/td>\n3,403.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.84 %<\/td>\n5.95 %<\/td>\n54,987<\/td>\n13.87<\/td>\n1<\/td>\n0.1984 %<\/td>\n3,031.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.76 %<\/td>\n5.80 %<\/td>\n51,133<\/td>\n14.19<\/td>\n34<\/td>\n0.0183 %<\/td>\n3,289.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.88 %<\/td>\n6.12 %<\/td>\n102,027<\/td>\n13.67<\/td>\n27<\/td>\n0.3237 %<\/td>\n3,201.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.66 %<\/td>\n5.77 %<\/td>\n64,566<\/td>\n14.26<\/td>\n22<\/td>\n0.7924 %<\/td>\n3,211.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3237 %<\/td>\n3,808.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.01 %<\/td>\n4.53 %<\/td>\n87,814<\/td>\n2.41<\/td>\n21<\/td>\n0.2176 %<\/td>\n2,642.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3237 %<\/td>\n3,272.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n5.48 %<\/td>\n81,043<\/td>\n14.27<\/td>\n14<\/td>\n-0.0398 %<\/td>\n3,138.2<\/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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 21.92
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 14.17
\nEvaluated at bid price : 14.17
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.87
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.85
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\n3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 23.56
\nEvaluated at bid price : 24.75
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.44
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.71
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n5.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n8.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.97
\nBid-YTW : 5.66 %<\/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.D<\/td>\nInsurance Straight<\/td>\n118,356<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n50,583<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n20,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 24.52
\nEvaluated at bid price : 24.77
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n13,547<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.68
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
CU.PR.K<\/td>\nPerpetual-Discount<\/td>\n11,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 24.41
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n11,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.80 %<\/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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 22.44 – 25.00
\nSpot Rate : 2.5600
\nAverage : 1.6680<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.44
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.18 – 23.40
\nSpot Rate : 1.2200
\nAverage : 0.7233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.18
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.45 – 23.73
\nSpot Rate : 1.2800
\nAverage : 0.8497<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 21.92
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.20 – 23.50
\nSpot Rate : 1.3000
\nAverage : 0.9010<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-06
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

BN.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.20 – 25.90
\nSpot Rate : 0.7000
\nAverage : 0.4092<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n

NA.PR.K<\/td>\nFixedReset Prem<\/td>\nQuote: 28.20 – 29.00
\nSpot Rate : 0.8000
\nAverage : 0.5579<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 28.20
\nBid-YTW : 3.72 %<\/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-51747","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51747","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=51747"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51747\/revisions"}],"predecessor-version":[{"id":51748,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51747\/revisions\/51748"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51747"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51747"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51747"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}