Market Action

December 24, 2025

The TXPR price index set a new 52-week high today of 694.48, edging the old mark of 694.34 set yesterday.

Merry Christmas!

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 0.2791 % 2,436.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.2791 % 4,620.7
Floater 5.91 % 6.11 % 56,796 13.78 3 0.2791 % 2,663.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.6055 % 3,691.6
SplitShare 4.73 % 4.08 % 71,167 1.14 5 0.6055 % 4,408.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.6055 % 3,439.7
Perpetual-Premium 5.64 % 0.51 % 87,003 0.09 7 -0.0674 % 3,113.8
Perpetual-Discount 5.54 % 5.63 % 49,577 14.42 26 -0.4466 % 3,412.7
FixedReset Disc 5.78 % 6.07 % 101,821 13.63 31 0.2536 % 3,156.8
Insurance Straight 5.46 % 5.48 % 61,241 14.65 21 2.0081 % 3,327.2
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2536 % 3,755.3
FixedReset Prem 5.90 % 4.20 % 94,420 2.60 20 -0.1227 % 2,659.6
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2536 % 3,226.9
FixedReset Ins Non 5.23 % 5.40 % 77,803 14.36 13 0.2477 % 3,133.4
Performance Highlights
Issue Index Change Notes
BN.PF.D Perpetual-Discount -3.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 20.89
Evaluated at bid price : 20.89
Bid-YTW : 5.90 %
ENB.PR.B FixedReset Disc -2.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.49 %
CU.PR.F Perpetual-Discount -1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 20.79
Evaluated at bid price : 20.79
Bid-YTW : 5.47 %
MFC.PR.B Insurance Straight -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 21.65
Evaluated at bid price : 21.90
Bid-YTW : 5.33 %
TD.PF.I FixedReset Prem -1.20 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.38
Bid-YTW : 3.74 %
CU.PR.G Perpetual-Discount -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 20.61
Evaluated at bid price : 20.61
Bid-YTW : 5.52 %
SLF.PR.C Insurance Straight -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.11 %
GWO.PR.T Insurance Straight -1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 22.66
Evaluated at bid price : 22.92
Bid-YTW : 5.64 %
POW.PR.C Perpetual-Premium 1.01 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-23
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : -37.49 %
ENB.PF.C FixedReset Disc 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 22.05
Evaluated at bid price : 22.55
Bid-YTW : 6.26 %
GWO.PR.Y Insurance Straight 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 5.40 %
PWF.PR.H Perpetual-Premium 1.28 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-23
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 0.51 %
IFC.PR.C FixedReset Ins Non 1.39 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-09-30
Maturity Price : 25.00
Evaluated at bid price : 24.85
Bid-YTW : 4.20 %
IFC.PR.E Insurance Straight 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 23.53
Evaluated at bid price : 23.83
Bid-YTW : 5.47 %
PVS.PR.L SplitShare 2.09 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-23
Maturity Price : 26.00
Evaluated at bid price : 26.38
Bid-YTW : -9.19 %
BN.PR.R FixedReset Disc 2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 6.20 %
ENB.PR.F FixedReset Disc 4.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 21.57
Evaluated at bid price : 21.97
Bid-YTW : 6.33 %
GWO.PR.L Insurance Straight 62.00 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-23
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : -1.02 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.I FixedReset Disc 569,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 5.60 %
BIP.PR.B FixedReset Disc 33,178 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 7.00 %
BN.PF.H FixedReset Prem 27,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 6.70 %
ENB.PR.B FixedReset Disc 16,082 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.49 %
There were 0 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
BN.PF.D Perpetual-Discount Quote: 20.89 – 21.99
Spot Rate : 1.1000
Average : 0.6846

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 20.89
Evaluated at bid price : 20.89
Bid-YTW : 5.90 %

BN.PF.J FixedReset Prem Quote: 26.00 – 27.00
Spot Rate : 1.0000
Average : 0.7107

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.12 %

ENB.PF.C FixedReset Disc Quote: 22.55 – 23.50
Spot Rate : 0.9500
Average : 0.7226

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 22.05
Evaluated at bid price : 22.55
Bid-YTW : 6.26 %

ENB.PR.Y FixedReset Disc Quote: 21.40 – 21.90
Spot Rate : 0.5000
Average : 0.3254

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 6.34 %

POW.PR.B Perpetual-Discount Quote: 24.15 – 24.65
Spot Rate : 0.5000
Average : 0.3356

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-24
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 5.54 %

TD.PF.I FixedReset Prem Quote: 26.38 – 26.89
Spot Rate : 0.5100
Average : 0.3524

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.38
Bid-YTW : 3.74 %

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