Market Action

January 20, 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 -0.1256 % 2,451.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1256 % 4,647.6
Floater 5.88 % 6.13 % 55,242 13.72 3 -0.1256 % 2,678.5
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0000 % 3,667.3
SplitShare 4.76 % 4.36 % 76,907 3.09 5 -0.0000 % 4,379.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0000 % 3,417.1
Perpetual-Premium 5.66 % 5.56 % 86,904 14.23 9 -0.1805 % 3,089.4
Perpetual-Discount 5.55 % 5.60 % 53,373 14.51 25 -0.2179 % 3,403.3
FixedReset Disc 5.86 % 5.94 % 117,917 13.81 29 -0.2581 % 3,171.4
Insurance Straight 5.51 % 5.58 % 63,641 14.49 22 -0.5364 % 3,304.2
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.2581 % 3,772.7
FixedReset Prem 5.95 % 4.60 % 84,974 2.17 19 -0.0706 % 2,656.6
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2581 % 3,241.8
FixedReset Ins Non 5.28 % 5.46 % 75,609 14.44 14 -0.0490 % 3,132.1
Performance Highlights
Issue Index Change Notes
MFC.PR.B Insurance Straight -5.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 20.68
Evaluated at bid price : 20.68
Bid-YTW : 5.70 %
CU.PR.F Perpetual-Discount -3.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 20.69
Evaluated at bid price : 20.69
Bid-YTW : 5.53 %
CU.PR.C FixedReset Disc -3.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 23.45
Evaluated at bid price : 23.90
Bid-YTW : 5.62 %
ENB.PR.B FixedReset Disc -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 6.40 %
GWO.PR.T Insurance Straight -1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 22.85
Evaluated at bid price : 23.10
Bid-YTW : 5.62 %
GWO.PR.H Insurance Straight -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.61 %
BN.PF.D Perpetual-Discount -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.90 %
BN.PF.E FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 22.36
Evaluated at bid price : 23.05
Bid-YTW : 5.88 %
SLF.PR.H FixedReset Ins Non -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 21.79
Evaluated at bid price : 22.25
Bid-YTW : 5.63 %
GWO.PR.I Insurance Straight -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 5.51 %
FTS.PR.H FixedReset Disc 1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.63 %
POW.PR.B Perpetual-Discount 2.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 5.60 %
Volume Highlights
Issue Index Shares
Traded
Notes
POW.PR.H Perpetual-Premium 64,402 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 24.67
Evaluated at bid price : 25.07
Bid-YTW : 5.76 %
PWF.PR.Z Perpetual-Discount 52,650 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 22.79
Evaluated at bid price : 23.05
Bid-YTW : 5.60 %
ENB.PR.P FixedReset Disc 48,012 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 22.06
Evaluated at bid price : 22.44
Bid-YTW : 6.25 %
FTS.PR.M FixedReset Disc 27,883 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 23.16
Evaluated at bid price : 24.71
Bid-YTW : 5.49 %
ENB.PR.J FixedReset Disc 27,377 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 22.37
Evaluated at bid price : 22.91
Bid-YTW : 6.19 %
GWO.PR.I Insurance Straight 16,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 5.51 %
There were 7 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.F Perpetual-Discount Quote: 20.69 – 21.83
Spot Rate : 1.1400
Average : 0.7353

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 20.69
Evaluated at bid price : 20.69
Bid-YTW : 5.53 %

CU.PR.C FixedReset Disc Quote: 23.90 – 24.80
Spot Rate : 0.9000
Average : 0.5219

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 23.45
Evaluated at bid price : 23.90
Bid-YTW : 5.62 %

MFC.PR.B Insurance Straight Quote: 20.68 – 21.85
Spot Rate : 1.1700
Average : 0.8311

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 20.68
Evaluated at bid price : 20.68
Bid-YTW : 5.70 %

SLF.PR.H FixedReset Ins Non Quote: 22.25 – 23.00
Spot Rate : 0.7500
Average : 0.5203

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 21.79
Evaluated at bid price : 22.25
Bid-YTW : 5.63 %

ENB.PR.P FixedReset Disc Quote: 22.44 – 22.90
Spot Rate : 0.4600
Average : 0.2677

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-20
Maturity Price : 22.06
Evaluated at bid price : 22.44
Bid-YTW : 6.25 %

BIP.PR.F FixedReset Disc Quote: 25.70 – 26.25
Spot Rate : 0.5500
Average : 0.3827

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : 5.57 %

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