Market Action

December 31, 2025

The TXPR price index set a new 52-week high today of 696.71, a small jump beyond the old mark of 695.87 set 2025-12-30.

And that’s it for another year! All the best for 2026!

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 -0.1771 % 2,433.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1771 % 4,613.7
Floater 5.92 % 6.13 % 56,933 13.75 3 -0.1771 % 2,658.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2196 % 3,671.4
SplitShare 4.76 % 4.43 % 65,673 2.05 5 -0.2196 % 4,384.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2196 % 3,420.9
Perpetual-Premium 5.64 % 2.81 % 93,439 0.09 7 -0.0281 % 3,113.6
Perpetual-Discount 5.56 % 5.61 % 49,865 14.43 26 -0.7476 % 3,400.7
FixedReset Disc 5.77 % 5.98 % 98,654 13.78 31 0.0968 % 3,164.4
Insurance Straight 5.51 % 5.51 % 58,603 14.61 21 -0.3087 % 3,294.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0968 % 3,764.3
FixedReset Prem 5.90 % 4.38 % 90,034 2.50 20 -0.2640 % 2,660.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0968 % 3,234.6
FixedReset Ins Non 5.28 % 5.35 % 78,293 14.28 13 -0.4858 % 3,108.8
Performance Highlights
Issue Index Change Notes
CU.PR.G Perpetual-Discount -20.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 6.92 %
GWO.PR.M Insurance Straight -4.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 24.50
Evaluated at bid price : 24.73
Bid-YTW : 5.90 %
MFC.PR.M FixedReset Ins Non -3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.86
Evaluated at bid price : 24.00
Bid-YTW : 5.56 %
BN.PF.D Perpetual-Discount -3.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 21.02
Evaluated at bid price : 21.02
Bid-YTW : 5.87 %
MFC.PR.L FixedReset Ins Non -3.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.85
Evaluated at bid price : 23.87
Bid-YTW : 5.48 %
CU.PR.C FixedReset Disc -2.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 23.46
Evaluated at bid price : 23.90
Bid-YTW : 5.61 %
TD.PF.I FixedReset Prem -2.06 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.13
Bid-YTW : 4.35 %
FFH.PR.K FixedReset Prem -1.80 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 4.93 %
TD.PF.J FixedReset Prem -1.33 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 4.31 %
ENB.PR.F FixedReset Disc -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 6.66 %
BN.PF.B FixedReset Disc -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.96
Evaluated at bid price : 24.05
Bid-YTW : 5.89 %
GWO.PR.T Insurance Straight -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.74
Evaluated at bid price : 23.00
Bid-YTW : 5.62 %
GWO.PR.P Insurance Straight -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 23.85
Evaluated at bid price : 24.10
Bid-YTW : 5.63 %
ENB.PF.A FixedReset Disc 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.46
Evaluated at bid price : 23.20
Bid-YTW : 6.09 %
ENB.PR.T FixedReset Disc 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.62
Evaluated at bid price : 23.40
Bid-YTW : 6.06 %
POW.PR.D Perpetual-Discount 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.56
Evaluated at bid price : 22.82
Bid-YTW : 5.49 %
SLF.PR.E Insurance Straight 2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 21.49
Evaluated at bid price : 21.75
Bid-YTW : 5.19 %
CU.PR.J Perpetual-Discount 3.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 21.44
Evaluated at bid price : 21.74
Bid-YTW : 5.51 %
Volume Highlights
Issue Index Shares
Traded
Notes
POW.PR.A Perpetual-Discount 39,991 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : -6.79 %
GWO.PR.P Insurance Straight 36,636 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 23.85
Evaluated at bid price : 24.10
Bid-YTW : 5.63 %
PWF.PF.A Perpetual-Discount 23,705 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 20.53
Evaluated at bid price : 20.53
Bid-YTW : 5.58 %
BN.PF.M FixedReset Prem 21,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.87
Bid-YTW : 5.01 %
CU.PR.K Perpetual-Discount 20,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 24.72
Evaluated at bid price : 25.12
Bid-YTW : 5.63 %
GWO.PR.N FixedReset Ins Non 13,680 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 18.36
Evaluated at bid price : 18.36
Bid-YTW : 5.80 %
There were 1 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
CU.PR.G Perpetual-Discount Quote: 16.50 – 21.21
Spot Rate : 4.7100
Average : 2.6345

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 6.92 %

GWO.PR.M Insurance Straight Quote: 24.73 – 25.92
Spot Rate : 1.1900
Average : 0.6807

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 24.50
Evaluated at bid price : 24.73
Bid-YTW : 5.90 %

MFC.PR.M FixedReset Ins Non Quote: 24.00 – 25.00
Spot Rate : 1.0000
Average : 0.5954

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.86
Evaluated at bid price : 24.00
Bid-YTW : 5.56 %

MFC.PR.L FixedReset Ins Non Quote: 23.87 – 24.87
Spot Rate : 1.0000
Average : 0.6284

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 22.85
Evaluated at bid price : 23.87
Bid-YTW : 5.48 %

TD.PF.I FixedReset Prem Quote: 26.13 – 27.05
Spot Rate : 0.9200
Average : 0.5980

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.13
Bid-YTW : 4.35 %

ENB.PR.F FixedReset Disc Quote: 20.80 – 22.25
Spot Rate : 1.4500
Average : 1.1287

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-31
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 6.66 %

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