Market Action

January 5, 2026

I heard maps of South America are going to be revised. They have to show “The Trump-Venezuela Country” now.

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 0.3050 % 2,433.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3050 % 4,613.7
Floater 5.92 % 6.14 % 55,350 13.73 3 0.3050 % 2,658.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.2114 % 3,692.4
SplitShare 4.73 % 3.98 % 68,386 1.11 5 0.2114 % 4,409.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2114 % 3,440.5
Perpetual-Premium 5.61 % 0.53 % 89,197 0.09 9 0.0963 % 3,116.1
Perpetual-Discount 5.51 % 5.59 % 47,012 14.40 25 0.3253 % 3,428.7
FixedReset Disc 5.87 % 5.90 % 98,749 13.84 29 0.0332 % 3,163.5
Insurance Straight 5.48 % 5.52 % 55,454 14.60 22 -0.2549 % 3,319.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0332 % 3,763.3
FixedReset Prem 5.92 % 4.40 % 88,952 2.18 19 0.2111 % 2,671.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0332 % 3,233.7
FixedReset Ins Non 5.29 % 5.37 % 75,922 14.42 14 0.3482 % 3,127.0
Performance Highlights
Issue Index Change Notes
ENB.PF.C FixedReset Disc -6.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 6.63 %
GWO.PR.Y Insurance Straight -4.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 19.78
Evaluated at bid price : 19.78
Bid-YTW : 5.73 %
ENB.PF.E FixedReset Disc -4.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.39
Evaluated at bid price : 21.70
Bid-YTW : 6.47 %
PWF.PR.S Perpetual-Discount -2.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.65 %
IFC.PR.F Insurance Straight -2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.28
Evaluated at bid price : 23.55
Bid-YTW : 5.66 %
MFC.PR.Q FixedReset Ins Non -1.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.53
Evaluated at bid price : 25.15
Bid-YTW : 5.51 %
CU.PR.H Perpetual-Discount -1.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.59
Evaluated at bid price : 23.86
Bid-YTW : 5.56 %
SLF.PR.H FixedReset Ins Non -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.79
Evaluated at bid price : 22.25
Bid-YTW : 5.65 %
ENB.PR.T FixedReset Disc -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 22.42
Evaluated at bid price : 23.05
Bid-YTW : 6.18 %
BN.PF.I FixedReset Prem -1.50 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 5.50 %
GWO.PR.Q Insurance Straight -1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 5.63 %
CCS.PR.C Insurance Straight -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 22.24
Evaluated at bid price : 22.51
Bid-YTW : 5.58 %
SLF.PR.G FixedReset Ins Non 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 19.74
Evaluated at bid price : 19.74
Bid-YTW : 5.52 %
TD.PF.I FixedReset Prem 1.05 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.96
Bid-YTW : 2.53 %
IFC.PR.E Insurance Straight 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.45
Evaluated at bid price : 23.74
Bid-YTW : 5.50 %
PVS.PR.M SplitShare 1.15 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 4.88 %
BN.PF.F FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.28
Evaluated at bid price : 25.00
Bid-YTW : 5.78 %
MFC.PR.J FixedReset Ins Non 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.64
Evaluated at bid price : 25.30
Bid-YTW : 5.55 %
NA.PR.C FixedReset Prem 1.50 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 27.09
Bid-YTW : 2.95 %
BN.PF.D Perpetual-Discount 1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.70 %
SLF.PR.E Insurance Straight 1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.14 %
PWF.PR.R Perpetual-Discount 1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 24.34
Evaluated at bid price : 24.65
Bid-YTW : 5.67 %
FTS.PR.M FixedReset Disc 1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.22
Evaluated at bid price : 24.90
Bid-YTW : 5.45 %
CU.PR.F Perpetual-Discount 2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.36 %
ENB.PR.B FixedReset Disc 2.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.35
Evaluated at bid price : 21.65
Bid-YTW : 6.24 %
CU.PR.C FixedReset Disc 2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 24.31
Evaluated at bid price : 24.65
Bid-YTW : 5.47 %
MFC.PR.M FixedReset Ins Non 3.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.19
Evaluated at bid price : 24.81
Bid-YTW : 5.37 %
CU.PR.J Perpetual-Discount 3.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.45
Evaluated at bid price : 21.75
Bid-YTW : 5.52 %
MFC.PR.F FixedReset Ins Non 4.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 5.96 %
BN.PR.T FixedReset Disc 4.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.13
Evaluated at bid price : 21.13
Bid-YTW : 6.13 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.K FixedReset Prem 210,409 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 4.14 %
BN.PF.M FixedReset Prem 174,782 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.10
Bid-YTW : 4.82 %
GWO.PR.N FixedReset Ins Non 123,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 5.72 %
MFC.PR.J FixedReset Ins Non 77,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 23.64
Evaluated at bid price : 25.30
Bid-YTW : 5.55 %
BN.PR.Z FixedReset Disc 49,135 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.16
Bid-YTW : 5.84 %
IFC.PR.M Perpetual-Premium 48,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 24.75
Evaluated at bid price : 25.15
Bid-YTW : 5.54 %
There were 22 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
SLF.PR.H FixedReset Ins Non Quote: 22.25 – 24.50
Spot Rate : 2.2500
Average : 1.2950

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.79
Evaluated at bid price : 22.25
Bid-YTW : 5.65 %

ENB.PF.E FixedReset Disc Quote: 21.70 – 22.99
Spot Rate : 1.2900
Average : 0.7505

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.39
Evaluated at bid price : 21.70
Bid-YTW : 6.47 %

ENB.PF.C FixedReset Disc Quote: 21.30 – 22.69
Spot Rate : 1.3900
Average : 0.9414

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 6.63 %

NA.PR.G FixedReset Prem Quote: 26.80 – 27.80
Spot Rate : 1.0000
Average : 0.5805

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.80
Bid-YTW : 4.74 %

PWF.PR.S Perpetual-Discount Quote: 21.60 – 22.49
Spot Rate : 0.8900
Average : 0.6025

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.65 %

GWO.PR.Y Insurance Straight Quote: 19.78 – 20.78
Spot Rate : 1.0000
Average : 0.7267

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-05
Maturity Price : 19.78
Evaluated at bid price : 19.78
Bid-YTW : 5.73 %

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