{"id":51766,"date":"2026-04-08T19:33:14","date_gmt":"2026-04-08T23:33:14","guid":{"rendered":"https:\/\/prefblog.com\/?p=51766"},"modified":"2026-04-08T19:33:14","modified_gmt":"2026-04-08T23:33:14","slug":"march-8-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51766","title":{"rendered":"March 8, 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>\n0.1681 %<\/td>\n2,493.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1681 %<\/td>\n4,728.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.81 %<\/td>\n5.97 %<\/td>\n25,263<\/td>\n13.97<\/td>\n4<\/td>\n0.1681 %<\/td>\n2,724.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0316 %<\/td>\n3,656.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.72 %<\/td>\n70,839<\/td>\n2.91<\/td>\n5<\/td>\n0.0316 %<\/td>\n4,366.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0316 %<\/td>\n3,406.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.84 %<\/td>\n5.95 %<\/td>\n52,480<\/td>\n13.87<\/td>\n1<\/td>\n0.2778 %<\/td>\n3,034.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.74 %<\/td>\n5.83 %<\/td>\n49,642<\/td>\n14.12<\/td>\n34<\/td>\n0.3524 %<\/td>\n3,301.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.85 %<\/td>\n6.04 %<\/td>\n112,946<\/td>\n13.73<\/td>\n27<\/td>\n0.8572 %<\/td>\n3,219.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.63 %<\/td>\n5.71 %<\/td>\n62,692<\/td>\n14.29<\/td>\n22<\/td>\n0.4951 %<\/td>\n3,229.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8572 %<\/td>\n3,830.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.00 %<\/td>\n4.61 %<\/td>\n86,618<\/td>\n2.27<\/td>\n21<\/td>\n0.3118 %<\/td>\n2,644.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8572 %<\/td>\n3,291.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.21 %<\/td>\n5.42 %<\/td>\n79,930<\/td>\n14.39<\/td>\n14<\/td>\n0.8671 %<\/td>\n3,172.4<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Prem<\/td>\n-3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 23.33
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Prem<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 23.55
\nEvaluated at bid price : 23.82
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 18.43
\nEvaluated at bid price : 18.43
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 20.28
\nEvaluated at bid price : 20.28
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.28
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.38
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.67
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.26
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n4.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n4.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.66
\nBid-YTW : 6.36 %<\/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
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n74,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n41,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n36,655<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n20,074<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
POW.PR.H<\/td>\nPerpetual-Discount<\/td>\n15,502<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2034-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n15,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
There were 7 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.G<\/td>\nInsurance Straight<\/td>\nQuote: 22.80 – 24.87
\nSpot Rate : 2.0700
\nAverage : 1.1368<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n

ENB.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 21.85 – 24.00
\nSpot Rate : 2.1500
\nAverage : 1.3706<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 20.95 – 22.80
\nSpot Rate : 1.8500
\nAverage : 1.1525<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Prem<\/td>\nQuote: 24.00 – 25.60
\nSpot Rate : 1.6000
\nAverage : 1.1095<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.40 – 23.99
\nSpot Rate : 1.5900
\nAverage : 1.1713<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-08
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.30 – 26.49
\nSpot Rate : 1.1900
\nAverage : 0.8094<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.55 %<\/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-51766","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51766","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=51766"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51766\/revisions"}],"predecessor-version":[{"id":51767,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51766\/revisions\/51767"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51766"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51766"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51766"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}