Market Action

January 2, 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 -0.3041 % 2,425.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3041 % 4,599.7
Floater 5.94 % 6.14 % 56,203 13.73 3 -0.3041 % 2,650.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.3616 % 3,684.6
SplitShare 4.74 % 3.99 % 64,667 1.12 5 0.3616 % 4,400.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.3616 % 3,433.2
Perpetual-Premium 5.64 % 0.45 % 92,143 0.09 7 -0.0169 % 3,113.1
Perpetual-Discount 5.53 % 5.62 % 52,229 14.39 26 0.4976 % 3,417.6
FixedReset Disc 5.87 % 5.96 % 99,186 13.69 29 -0.0617 % 3,162.4
Insurance Straight 5.46 % 5.51 % 58,581 14.63 21 1.0065 % 3,327.9
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0617 % 3,762.0
FixedReset Prem 5.93 % 4.42 % 89,491 2.19 19 0.1880 % 2,665.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0617 % 3,232.6
FixedReset Ins Non 5.46 % 5.28 % 75,713 14.32 13 0.2391 % 3,116.2
Performance Highlights
Issue Index Change Notes
BN.PR.T FixedReset Disc -4.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.39 %
CU.PR.J Perpetual-Discount -3.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.73 %
ENB.PR.B FixedReset Disc -2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 6.39 %
CU.PR.F Perpetual-Discount -2.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 5.49 %
PWF.PR.R Perpetual-Discount -1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 5.77 %
IFC.PR.E Insurance Straight -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 23.17
Evaluated at bid price : 23.47
Bid-YTW : 5.56 %
FTS.PR.M FixedReset Disc -1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 23.04
Evaluated at bid price : 24.42
Bid-YTW : 5.56 %
MFC.PR.J FixedReset Ins Non -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 23.53
Evaluated at bid price : 24.99
Bid-YTW : 5.61 %
FTS.PR.J Perpetual-Discount -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 22.28
Evaluated at bid price : 22.55
Bid-YTW : 5.32 %
PVS.PR.H SplitShare 1.08 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : -0.08 %
GWO.PR.M Insurance Straight 1.17 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-01
Maturity Price : 25.00
Evaluated at bid price : 25.02
Bid-YTW : 5.27 %
BN.PF.D Perpetual-Discount 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 21.28
Evaluated at bid price : 21.28
Bid-YTW : 5.80 %
GWO.PR.P Insurance Straight 1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.54 %
TD.PF.I FixedReset Prem 2.10 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.68
Bid-YTW : 3.13 %
ENB.PR.F FixedReset Disc 2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 6.50 %
PWF.PR.P FixedReset Disc 3.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 20.19
Evaluated at bid price : 20.19
Bid-YTW : 5.66 %
MFC.PR.L FixedReset Ins Non 3.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 23.24
Evaluated at bid price : 24.80
Bid-YTW : 5.24 %
IFC.PR.I Insurance Straight 8.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 24.01
Evaluated at bid price : 24.30
Bid-YTW : 5.58 %
IFC.PR.F Insurance Straight 10.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 23.82
Evaluated at bid price : 24.10
Bid-YTW : 5.52 %
CU.PR.G Perpetual-Discount 25.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 20.70
Evaluated at bid price : 20.70
Bid-YTW : 5.51 %
Volume Highlights
Issue Index Shares
Traded
Notes
POW.PR.A Perpetual-Discount 19,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-01
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : -11.49 %
GWO.PR.P Insurance Straight 15,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.54 %
PWF.PF.A Perpetual-Discount 14,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 20.57
Evaluated at bid price : 20.57
Bid-YTW : 5.57 %
POW.PR.G Perpetual-Discount 13,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-01
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 4.19 %
GWO.PR.Z Insurance Straight 11,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 5.56 %
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
CU.PR.J Perpetual-Discount Quote: 21.00 – 23.00
Spot Rate : 2.0000
Average : 1.6564

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.73 %

POW.PR.H Perpetual-Premium Quote: 25.27 – 26.27
Spot Rate : 1.0000
Average : 0.6782

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 5.61 %

MFC.PR.J FixedReset Ins Non Quote: 24.99 – 25.75
Spot Rate : 0.7600
Average : 0.4754

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 23.53
Evaluated at bid price : 24.99
Bid-YTW : 5.61 %

IFC.PR.E Insurance Straight Quote: 23.47 – 24.40
Spot Rate : 0.9300
Average : 0.6598

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 23.17
Evaluated at bid price : 23.47
Bid-YTW : 5.56 %

BN.PF.J FixedReset Prem Quote: 26.01 – 27.01
Spot Rate : 1.0000
Average : 0.7368

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.01
Bid-YTW : 4.15 %

PWF.PR.R Perpetual-Discount Quote: 24.25 – 24.95
Spot Rate : 0.7000
Average : 0.4956

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-02
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 5.77 %

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