Market Action

December 19, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.1780 % 2,428.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1780 % 4,605.5
Floater 5.93 % 6.13 % 61,044 13.77 3 0.1780 % 2,654.2
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1967 % 3,660.4
SplitShare 4.77 % 4.20 % 71,725 3.18 5 -0.1967 % 4,371.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1967 % 3,410.6
Perpetual-Premium 5.64 % -2.82 % 85,535 0.09 7 -0.0393 % 3,113.3
Perpetual-Discount 5.53 % 5.64 % 50,968 14.38 26 1.0337 % 3,420.4
FixedReset Disc 5.82 % 6.03 % 106,196 13.58 31 0.2069 % 3,136.7
Insurance Straight 5.46 % 5.47 % 55,733 14.66 21 1.3331 % 3,328.0
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2069 % 3,731.5
FixedReset Prem 5.90 % 4.38 % 101,696 2.53 20 0.1383 % 2,659.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2069 % 3,206.4
FixedReset Ins Non 5.25 % 5.42 % 84,620 14.42 13 0.6513 % 3,126.8
Performance Highlights
Issue Index Change Notes
ENB.PF.A FixedReset Disc -1.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.84
Evaluated at bid price : 22.21
Bid-YTW : 6.44 %
ENB.PF.C FixedReset Disc -1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.64
Evaluated at bid price : 21.95
Bid-YTW : 6.44 %
BN.PR.Z FixedReset Disc 1.00 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 5.50 %
BIP.PR.E FixedReset Prem 1.07 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.57
Bid-YTW : 5.51 %
ENB.PR.H FixedReset Disc 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 22.38
Evaluated at bid price : 22.85
Bid-YTW : 5.84 %
GWO.PR.M Insurance Straight 1.14 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-18
Maturity Price : 25.00
Evaluated at bid price : 25.79
Bid-YTW : -31.61 %
BN.PR.T FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 20.74
Evaluated at bid price : 20.74
Bid-YTW : 6.29 %
GWO.PR.Q Insurance Straight 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 22.93
Evaluated at bid price : 23.21
Bid-YTW : 5.56 %
ENB.PR.B FixedReset Disc 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 6.40 %
ENB.PR.J FixedReset Disc 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 22.18
Evaluated at bid price : 22.62
Bid-YTW : 6.32 %
IFC.PR.G FixedReset Ins Non 1.76 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 5.12 %
GWO.PR.S Insurance Straight 2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.53 %
SLF.PR.E Insurance Straight 2.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.37
Evaluated at bid price : 21.64
Bid-YTW : 5.20 %
MFC.PR.C Insurance Straight 3.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 22.26
Evaluated at bid price : 22.53
Bid-YTW : 5.01 %
MFC.PR.L FixedReset Ins Non 3.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 23.21
Evaluated at bid price : 24.73
Bid-YTW : 5.31 %
POW.PR.A Perpetual-Discount 4.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 24.82
Evaluated at bid price : 25.04
Bid-YTW : 5.69 %
SLF.PR.C Insurance Straight 5.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.62
Evaluated at bid price : 21.87
Bid-YTW : 5.09 %
GWO.PR.T Insurance Straight 11.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 22.92
Evaluated at bid price : 23.17
Bid-YTW : 5.57 %
CU.PR.G Perpetual-Discount 26.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 20.81
Evaluated at bid price : 20.81
Bid-YTW : 5.46 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.I FixedReset Disc 25,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 4.93 %
BN.PR.R FixedReset Disc 21,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 6.28 %
MFC.PR.F FixedReset Ins Non 19,365 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 5.84 %
BIP.PR.B FixedReset Disc 16,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 6.16 %
TD.PF.A FixedReset Prem 16,215 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 4.67 %
ENB.PF.C FixedReset Disc 16,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.64
Evaluated at bid price : 21.95
Bid-YTW : 6.44 %
There were 12 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
IFC.PR.I Insurance Straight Quote: 22.40 – 25.99
Spot Rate : 3.5900
Average : 3.2583

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 22.02
Evaluated at bid price : 22.40
Bid-YTW : 6.04 %

ENB.PF.A FixedReset Disc Quote: 22.21 – 23.06
Spot Rate : 0.8500
Average : 0.5907

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.84
Evaluated at bid price : 22.21
Bid-YTW : 6.44 %

BN.PR.M Perpetual-Discount Quote: 20.75 – 21.35
Spot Rate : 0.6000
Average : 0.4451

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.75 %

PVS.PR.L SplitShare Quote: 25.81 – 26.50
Spot Rate : 0.6900
Average : 0.5756

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.81
Bid-YTW : 4.78 %

PWF.PR.S Perpetual-Discount Quote: 22.01 – 22.50
Spot Rate : 0.4900
Average : 0.3828

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 21.76
Evaluated at bid price : 22.01
Bid-YTW : 5.52 %

ENB.PR.A Perpetual-Discount Quote: 24.40 – 24.74
Spot Rate : 0.3400
Average : 0.2384

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-19
Maturity Price : 24.15
Evaluated at bid price : 24.40
Bid-YTW : 5.68 %

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