Market Action

January 16, 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 -0.1512 % 2,443.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1512 % 4,633.6
Floater 5.90 % 6.14 % 59,703 13.70 3 -0.1512 % 2,670.4
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2746 % 3,668.5
SplitShare 4.76 % 4.32 % 76,591 3.10 5 -0.2746 % 4,380.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2746 % 3,418.2
Perpetual-Premium 5.65 % 5.55 % 88,342 6.85 9 -0.1098 % 3,098.2
Perpetual-Discount 5.55 % 5.62 % 49,225 14.50 25 -0.7578 % 3,402.6
FixedReset Disc 5.86 % 5.91 % 114,193 13.82 29 -0.0060 % 3,170.9
Insurance Straight 5.50 % 5.56 % 60,990 14.53 22 -0.0894 % 3,306.1
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0060 % 3,772.1
FixedReset Prem 5.95 % 4.46 % 89,212 2.58 19 -0.2335 % 2,656.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0060 % 3,241.3
FixedReset Ins Non 5.28 % 5.38 % 78,025 14.46 14 -0.1624 % 3,129.7
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -9.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 6.01 %
ENB.PF.A FixedReset Disc -2.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 22.04
Evaluated at bid price : 22.50
Bid-YTW : 6.31 %
GWO.PR.T Insurance Straight -2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 22.74
Evaluated at bid price : 23.00
Bid-YTW : 5.64 %
SLF.PR.G FixedReset Ins Non -2.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 5.60 %
PVS.PR.L SplitShare -1.45 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 4.78 %
IFC.PR.G FixedReset Ins Non -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 23.52
Evaluated at bid price : 25.10
Bid-YTW : 5.50 %
BN.PR.X FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 6.07 %
PWF.PR.K Perpetual-Discount -1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 21.81
Evaluated at bid price : 22.05
Bid-YTW : 5.62 %
FFH.PR.K FixedReset Prem -1.10 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 4.59 %
MFC.PR.B Insurance Straight -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 21.42
Evaluated at bid price : 21.68
Bid-YTW : 5.41 %
PWF.PR.R Perpetual-Discount -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 5.67 %
GWO.PR.H Insurance Straight 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 21.78
Evaluated at bid price : 22.02
Bid-YTW : 5.55 %
MFC.PR.Q FixedReset Ins Non 1.39 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 5.38 %
BN.PR.R FixedReset Disc 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 21.34
Evaluated at bid price : 21.61
Bid-YTW : 6.01 %
GWO.PR.Y Insurance Straight 2.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 5.52 %
BN.PF.E FixedReset Disc 4.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 22.35
Evaluated at bid price : 23.05
Bid-YTW : 5.87 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.M FixedReset Prem 329,955 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.27
Bid-YTW : 4.70 %
PWF.PF.A Perpetual-Discount 293,859 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 5.62 %
CU.PR.K Perpetual-Premium 276,747 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 24.75
Evaluated at bid price : 25.15
Bid-YTW : 5.64 %
POW.PR.I Perpetual-Premium 268,070 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2035-01-15
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 5.67 %
CU.PR.F Perpetual-Discount 253,952 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 21.44
Evaluated at bid price : 21.44
Bid-YTW : 5.33 %
IFC.PR.M Perpetual-Premium 219,947 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 24.73
Evaluated at bid price : 25.13
Bid-YTW : 5.55 %
There were 48 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
GWO.PR.T Insurance Straight Quote: 23.00 – 25.00
Spot Rate : 2.0000
Average : 1.1363

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 22.74
Evaluated at bid price : 23.00
Bid-YTW : 5.64 %

PWF.PR.S Perpetual-Discount Quote: 20.05 – 22.43
Spot Rate : 2.3800
Average : 1.5848

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 6.01 %

BN.PR.T FixedReset Disc Quote: 21.40 – 22.75
Spot Rate : 1.3500
Average : 0.7697

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 6.04 %

BN.PF.M FixedReset Prem Quote: 26.27 – 27.27
Spot Rate : 1.0000
Average : 0.6467

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.27
Bid-YTW : 4.70 %

ENB.PF.A FixedReset Disc Quote: 22.50 – 23.17
Spot Rate : 0.6700
Average : 0.4008

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 22.04
Evaluated at bid price : 22.50
Bid-YTW : 6.31 %

IFC.PR.E Insurance Straight Quote: 23.47 – 24.20
Spot Rate : 0.7300
Average : 0.4688

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-16
Maturity Price : 23.18
Evaluated at bid price : 23.47
Bid-YTW : 5.58 %

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