Market Action

January 29, 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 0.1761 % 2,456.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1761 % 4,657.0
Floater 5.87 % 6.09 % 56,755 13.75 3 0.1761 % 2,683.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,662.4
SplitShare 4.77 % 4.63 % 82,609 3.06 5 0.0394 % 4,373.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,412.5
Perpetual-Premium 5.70 % 5.71 % 90,299 14.16 9 0.0089 % 3,071.1
Perpetual-Discount 5.61 % 5.65 % 48,709 14.38 25 -0.6592 % 3,369.1
FixedReset Disc 5.87 % 5.95 % 108,761 13.74 29 -0.1311 % 3,162.6
Insurance Straight 5.49 % 5.58 % 63,318 14.47 22 0.3284 % 3,314.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1311 % 3,762.2
FixedReset Prem 5.98 % 4.56 % 95,555 2.14 19 0.0750 % 2,645.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1311 % 3,232.8
FixedReset Ins Non 5.32 % 5.52 % 76,616 14.46 14 0.0402 % 3,107.3
Performance Highlights
Issue Index Change Notes
CU.PR.G Perpetual-Discount -20.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 6.97 %
PWF.PR.T FixedReset Disc -3.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 22.98
Evaluated at bid price : 24.01
Bid-YTW : 5.54 %
MFC.PR.Q FixedReset Ins Non -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 23.48
Evaluated at bid price : 24.95
Bid-YTW : 5.55 %
GWO.PR.Y Insurance Straight -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 5.58 %
ENB.PR.A Perpetual-Discount 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 24.55
Evaluated at bid price : 24.80
Bid-YTW : 5.63 %
MFC.PR.L FixedReset Ins Non 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 23.23
Evaluated at bid price : 24.75
Bid-YTW : 5.26 %
GWO.PR.P Insurance Straight 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 24.03
Evaluated at bid price : 24.28
Bid-YTW : 5.62 %
POW.PR.C Perpetual-Premium 1.41 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : -3.60 %
SLF.PR.G FixedReset Ins Non 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 19.69
Evaluated at bid price : 19.69
Bid-YTW : 5.52 %
POW.PR.G Perpetual-Discount 1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.76 %
MFC.PR.B Insurance Straight 6.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 21.67
Evaluated at bid price : 21.92
Bid-YTW : 5.36 %
Volume Highlights
Issue Index Shares
Traded
Notes
CU.PR.C FixedReset Disc 100,015 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 23.83
Evaluated at bid price : 24.25
Bid-YTW : 5.54 %
BMO.PR.E FixedReset Prem 27,170 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 27.22
Bid-YTW : 3.95 %
GWO.PR.N FixedReset Ins Non 25,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 18.48
Evaluated at bid price : 18.48
Bid-YTW : 5.72 %
BIP.PR.F FixedReset Disc 21,563 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 23.55
Evaluated at bid price : 25.46
Bid-YTW : 5.82 %
PVS.PR.L SplitShare 20,600 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.86
Bid-YTW : 4.86 %
ENB.PR.P FixedReset Disc 20,225 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 22.11
Evaluated at bid price : 22.50
Bid-YTW : 6.23 %
There were 4 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.G Perpetual-Discount Quote: 16.50 – 21.23
Spot Rate : 4.7300
Average : 3.5344

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 6.97 %

GWO.PR.T Insurance Straight Quote: 23.40 – 25.00
Spot Rate : 1.6000
Average : 1.1962

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 23.11
Evaluated at bid price : 23.40
Bid-YTW : 5.55 %

BIP.PR.F FixedReset Disc Quote: 25.46 – 26.25
Spot Rate : 0.7900
Average : 0.5266

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 23.55
Evaluated at bid price : 25.46
Bid-YTW : 5.82 %

PWF.PR.T FixedReset Disc Quote: 24.01 – 24.85
Spot Rate : 0.8400
Average : 0.6281

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 22.98
Evaluated at bid price : 24.01
Bid-YTW : 5.54 %

MFC.PR.Q FixedReset Ins Non Quote: 24.95 – 25.47
Spot Rate : 0.5200
Average : 0.3160

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 23.48
Evaluated at bid price : 24.95
Bid-YTW : 5.55 %

MFC.PR.C Insurance Straight Quote: 21.68 – 22.45
Spot Rate : 0.7700
Average : 0.5703

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-29
Maturity Price : 21.42
Evaluated at bid price : 21.68
Bid-YTW : 5.25 %

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