Market Action

January 6, 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 0.0253 % 2,433.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0253 % 4,614.9
Floater 5.92 % 6.14 % 53,539 13.72 3 0.0253 % 2,659.6
OpRet 0.00 % 0.00 % 0 0.00 0 -0.3517 % 3,679.4
SplitShare 4.74 % 3.99 % 68,076 1.11 5 -0.3517 % 4,394.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.3517 % 3,428.4
Perpetual-Premium 5.61 % -0.72 % 96,380 0.09 9 0.0700 % 3,118.3
Perpetual-Discount 5.55 % 5.61 % 47,435 14.40 25 -0.6027 % 3,408.0
FixedReset Disc 5.86 % 6.00 % 101,446 13.69 29 0.1825 % 3,169.2
Insurance Straight 5.45 % 5.49 % 54,996 14.63 22 0.6458 % 3,340.9
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.1825 % 3,770.1
FixedReset Prem 5.94 % 4.34 % 88,266 2.21 19 -0.2930 % 2,663.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1825 % 3,239.6
FixedReset Ins Non 5.27 % 5.36 % 75,578 14.43 14 0.3286 % 3,137.3
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -23.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.40 %
PWF.PR.P FixedReset Disc -3.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 19.52
Evaluated at bid price : 19.52
Bid-YTW : 5.89 %
CU.PR.J Perpetual-Discount -3.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.74 %
ENB.PR.B FixedReset Disc -2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 6.42 %
ENB.PR.H FixedReset Disc -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.15
Evaluated at bid price : 22.50
Bid-YTW : 5.91 %
PVS.PR.L SplitShare -1.80 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-05
Maturity Price : 26.00
Evaluated at bid price : 26.20
Bid-YTW : 1.21 %
BN.PF.J FixedReset Prem -1.54 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 5.25 %
ENB.PR.J FixedReset Disc -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.02
Evaluated at bid price : 22.39
Bid-YTW : 6.36 %
GWO.PR.S Insurance Straight 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 23.89
Evaluated at bid price : 24.14
Bid-YTW : 5.47 %
CCS.PR.C Insurance Straight 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.50
Evaluated at bid price : 22.76
Bid-YTW : 5.52 %
SLF.PR.D Insurance Straight 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.49
Evaluated at bid price : 21.75
Bid-YTW : 5.14 %
FTS.PR.J Perpetual-Discount 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 5.21 %
PWF.PR.E Perpetual-Discount 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 24.60
Evaluated at bid price : 24.86
Bid-YTW : 5.63 %
CU.PR.G Perpetual-Discount 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 5.40 %
MFC.PR.Q FixedReset Ins Non 1.35 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.49
Bid-YTW : 5.25 %
GWO.PR.Q Insurance Straight 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 23.09
Evaluated at bid price : 23.35
Bid-YTW : 5.54 %
SLF.PR.C Insurance Straight 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.65
Evaluated at bid price : 21.90
Bid-YTW : 5.10 %
GWO.PR.M Insurance Straight 1.58 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-05
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : -22.89 %
FTS.PR.H FixedReset Disc 1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 19.19
Evaluated at bid price : 19.19
Bid-YTW : 5.74 %
CU.PR.H Perpetual-Discount 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 24.03
Evaluated at bid price : 24.28
Bid-YTW : 5.47 %
ENB.PR.F FixedReset Disc 3.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.64
Evaluated at bid price : 22.07
Bid-YTW : 6.27 %
MFC.PR.F FixedReset Ins Non 3.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 18.88
Evaluated at bid price : 18.88
Bid-YTW : 5.74 %
ENB.PF.E FixedReset Disc 4.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.10
Evaluated at bid price : 22.65
Bid-YTW : 6.19 %
GWO.PR.Y Insurance Straight 5.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.45 %
ENB.PF.C FixedReset Disc 6.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.11
Evaluated at bid price : 22.63
Bid-YTW : 6.21 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.K FixedReset Prem 271,966 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 3.48 %
BN.PF.B FixedReset Disc 101,144 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 23.07
Evaluated at bid price : 24.29
Bid-YTW : 5.85 %
ENB.PF.K FixedReset Prem 72,907 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-01
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 5.97 %
ENB.PF.A FixedReset Disc 67,166 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.35
Evaluated at bid price : 23.00
Bid-YTW : 6.17 %
CU.PR.K Perpetual-Premium 64,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 24.75
Evaluated at bid price : 25.15
Bid-YTW : 5.63 %
IFC.PR.A FixedReset Ins Non 54,318 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.49
Evaluated at bid price : 21.49
Bid-YTW : 5.50 %
There were 15 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
PWF.PR.S Perpetual-Discount Quote: 16.60 – 22.40
Spot Rate : 5.8000
Average : 3.3208

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.40 %

SLF.PR.H FixedReset Ins Non Quote: 22.25 – 24.50
Spot Rate : 2.2500
Average : 1.7945

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 21.79
Evaluated at bid price : 22.25
Bid-YTW : 5.65 %

NA.PR.K FixedReset Prem Quote: 28.05 – 29.05
Spot Rate : 1.0000
Average : 0.6027

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.05
Bid-YTW : 4.17 %

GWO.PR.Z Insurance Straight Quote: 25.36 – 26.36
Spot Rate : 1.0000
Average : 0.7523

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : 5.54 %

PVS.PR.L SplitShare Quote: 26.20 – 26.90
Spot Rate : 0.7000
Average : 0.4588

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-05
Maturity Price : 26.00
Evaluated at bid price : 26.20
Bid-YTW : 1.21 %

ENB.PR.H FixedReset Disc Quote: 22.50 – 23.10
Spot Rate : 0.6000
Average : 0.4501

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-06
Maturity Price : 22.15
Evaluated at bid price : 22.50
Bid-YTW : 5.91 %

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