Market Action

January 14, 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 0.1514 % 2,448.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1514 % 4,641.8
Floater 5.88 % 6.10 % 55,368 13.77 3 0.1514 % 2,675.1
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2272 % 3,674.5
SplitShare 4.75 % 4.23 % 77,577 2.01 5 -0.2272 % 4,388.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2272 % 3,423.8
Perpetual-Premium 5.65 % 5.58 % 88,971 6.86 9 -0.3861 % 3,093.9
Perpetual-Discount 5.52 % 5.57 % 48,662 14.58 25 -0.2255 % 3,422.1
FixedReset Disc 5.85 % 5.98 % 108,038 13.84 29 0.2589 % 3,178.0
Insurance Straight 5.49 % 5.54 % 55,461 14.57 22 -0.4442 % 3,316.1
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2589 % 3,780.5
FixedReset Prem 5.93 % 4.18 % 87,484 2.19 19 0.0080 % 2,664.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2589 % 3,248.5
FixedReset Ins Non 5.27 % 5.34 % 77,404 14.49 14 -0.3753 % 3,135.8
Performance Highlights
Issue Index Change Notes
SLF.PR.D Insurance Straight -10.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 19.44
Evaluated at bid price : 19.44
Bid-YTW : 5.78 %
IFC.PR.C FixedReset Ins Non -3.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.45
Evaluated at bid price : 24.10
Bid-YTW : 5.70 %
GWO.PR.H Insurance Straight -2.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.50
Evaluated at bid price : 21.76
Bid-YTW : 5.61 %
BN.PF.D Perpetual-Discount -2.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.89 %
BN.PF.B FixedReset Disc -1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 22.86
Evaluated at bid price : 23.81
Bid-YTW : 5.97 %
SLF.PR.C Insurance Straight -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 5.19 %
MFC.PR.Q FixedReset Ins Non -1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.52
Evaluated at bid price : 25.10
Bid-YTW : 5.50 %
MFC.PR.C Insurance Straight -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.25 %
GWO.PR.R Insurance Straight -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.54 %
PWF.PR.O Perpetual-Premium -1.38 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-13
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 4.81 %
PWF.PR.R Perpetual-Discount -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 5.67 %
POW.PR.D Perpetual-Discount -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 22.43
Evaluated at bid price : 22.69
Bid-YTW : 5.53 %
IFC.PR.F Insurance Straight -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.48
Evaluated at bid price : 23.75
Bid-YTW : 5.62 %
GWO.PR.I Insurance Straight -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 5.50 %
BN.PR.Z FixedReset Disc 2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.60
Evaluated at bid price : 25.00
Bid-YTW : 5.90 %
ENB.PR.F FixedReset Disc 2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.94
Evaluated at bid price : 22.18
Bid-YTW : 6.23 %
GWO.PR.T Insurance Straight 3.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.45
Evaluated at bid price : 23.74
Bid-YTW : 5.46 %
BN.PR.X FixedReset Disc 5.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 19.89
Evaluated at bid price : 19.89
Bid-YTW : 5.98 %
IFC.PR.I Insurance Straight 7.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.84
Evaluated at bid price : 24.13
Bid-YTW : 5.63 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.C Insurance Straight 61,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.25 %
ENB.PR.P FixedReset Disc 51,136 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 22.10
Evaluated at bid price : 22.50
Bid-YTW : 6.22 %
GWO.PR.I Insurance Straight 31,684 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 5.50 %
BN.PF.D Perpetual-Discount 30,361 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.89 %
GWO.PR.R Insurance Straight 24,864 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.54 %
MFC.PR.K FixedReset Ins Non 23,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.51
Evaluated at bid price : 25.21
Bid-YTW : 5.27 %
There were 12 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.D Insurance Straight Quote: 19.44 – 21.62
Spot Rate : 2.1800
Average : 1.2322

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 19.44
Evaluated at bid price : 19.44
Bid-YTW : 5.78 %

PWF.PR.S Perpetual-Discount Quote: 22.05 – 23.75
Spot Rate : 1.7000
Average : 1.0782

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.81
Evaluated at bid price : 22.05
Bid-YTW : 5.45 %

IFC.PR.C FixedReset Ins Non Quote: 24.10 – 25.10
Spot Rate : 1.0000
Average : 0.6362

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 23.45
Evaluated at bid price : 24.10
Bid-YTW : 5.70 %

GWO.PR.H Insurance Straight Quote: 21.76 – 22.50
Spot Rate : 0.7400
Average : 0.4446

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.50
Evaluated at bid price : 21.76
Bid-YTW : 5.61 %

BN.PF.B FixedReset Disc Quote: 23.81 – 24.42
Spot Rate : 0.6100
Average : 0.3653

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 22.86
Evaluated at bid price : 23.81
Bid-YTW : 5.97 %

MFC.PR.C Insurance Straight Quote: 21.60 – 22.20
Spot Rate : 0.6000
Average : 0.3627

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-14
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.25 %

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