Market Action

December 29, 2025

The TXPR price index set a new 52-week high today of 695.07 (which was also the close), eclipsing the previous mark of 694.48 set December 24.

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 0.3289 % 2,444.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3289 % 4,635.9
Floater 5.89 % 6.11 % 57,382 13.79 3 0.3289 % 2,671.7
OpRet 0.00 % 0.00 % 0 0.00 0 -0.5784 % 3,670.2
SplitShare 4.76 % 4.18 % 70,687 2.05 5 -0.5784 % 4,383.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.5784 % 3,419.8
Perpetual-Premium 5.64 % 2.43 % 88,485 0.09 7 -0.0056 % 3,113.6
Perpetual-Discount 5.52 % 5.59 % 49,937 14.37 26 0.3306 % 3,424.0
FixedReset Disc 5.77 % 6.00 % 101,695 13.87 31 0.2136 % 3,163.5
Insurance Straight 5.49 % 5.48 % 60,636 14.62 21 -0.5243 % 3,309.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2136 % 3,763.3
FixedReset Prem 5.90 % 4.56 % 90,765 2.59 20 -0.0230 % 2,659.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2136 % 3,233.8
FixedReset Ins Non 5.25 % 5.34 % 77,588 14.30 13 -0.2207 % 3,126.5
Performance Highlights
Issue Index Change Notes
IFC.PR.F Insurance Straight -9.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 21.61
Evaluated at bid price : 21.90
Bid-YTW : 6.08 %
MFC.PR.F FixedReset Ins Non -6.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 6.15 %
FFH.PR.K FixedReset Prem -3.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 24.20
Evaluated at bid price : 24.58
Bid-YTW : 6.46 %
PVS.PR.M SplitShare -2.29 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.16
Bid-YTW : 5.11 %
BN.PF.M FixedReset Prem 1.08 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.13
Bid-YTW : 4.77 %
CU.PR.F Perpetual-Discount 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 21.02
Evaluated at bid price : 21.02
Bid-YTW : 5.42 %
GWO.PR.T Insurance Straight 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 22.94
Evaluated at bid price : 23.20
Bid-YTW : 5.57 %
CU.PR.C FixedReset Disc 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 24.26
Evaluated at bid price : 24.60
Bid-YTW : 5.45 %
ENB.PF.G FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 22.24
Evaluated at bid price : 22.90
Bid-YTW : 6.18 %
CU.PR.G Perpetual-Discount 1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 5.42 %
BN.PF.D Perpetual-Discount 3.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 21.34
Evaluated at bid price : 21.61
Bid-YTW : 5.69 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.I FixedReset Disc 48,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 23.91
Evaluated at bid price : 24.98
Bid-YTW : 5.77 %
BN.PF.H FixedReset Prem 13,602 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 23.91
Evaluated at bid price : 24.98
Bid-YTW : 7.12 %
BN.PR.Z FixedReset Disc 13,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 23.63
Evaluated at bid price : 25.12
Bid-YTW : 5.86 %
PWF.PF.A Perpetual-Discount 12,925 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 5.58 %
CM.PR.S FixedReset Prem 12,099 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.91
Bid-YTW : 3.82 %
CU.PR.K Perpetual-Discount 11,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2035-03-01
Maturity Price : 25.00
Evaluated at bid price : 25.24
Bid-YTW : 5.57 %
There were 2 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.F Insurance Straight Quote: 21.90 – 24.80
Spot Rate : 2.9000
Average : 1.7337

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 21.61
Evaluated at bid price : 21.90
Bid-YTW : 6.08 %

MFC.PR.F FixedReset Ins Non Quote: 17.52 – 19.14
Spot Rate : 1.6200
Average : 0.9310

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 6.15 %

FFH.PR.K FixedReset Prem Quote: 24.58 – 25.60
Spot Rate : 1.0200
Average : 0.5734

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 24.20
Evaluated at bid price : 24.58
Bid-YTW : 6.46 %

IFC.PR.I Insurance Straight Quote: 22.40 – 25.99
Spot Rate : 3.5900
Average : 3.1823

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 22.02
Evaluated at bid price : 22.40
Bid-YTW : 6.05 %

PVS.PR.M SplitShare Quote: 25.16 – 25.87
Spot Rate : 0.7100
Average : 0.4735

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.16
Bid-YTW : 5.11 %

BN.PR.Z FixedReset Disc Quote: 25.12 – 25.75
Spot Rate : 0.6300
Average : 0.3990

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-29
Maturity Price : 23.63
Evaluated at bid price : 25.12
Bid-YTW : 5.86 %

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