Market Action

January 30, 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 0.0000 % 2,456.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0000 % 4,657.0
Floater 5.87 % 6.10 % 56,366 13.74 3 0.0000 % 2,683.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,663.8
SplitShare 4.76 % 4.60 % 83,264 3.06 5 0.0394 % 4,375.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,413.9
Perpetual-Premium 5.68 % 5.65 % 93,059 14.20 9 0.3328 % 3,081.3
Perpetual-Discount 5.55 % 5.63 % 49,608 14.45 25 1.0707 % 3,405.1
FixedReset Disc 5.87 % 5.94 % 109,071 13.76 29 -0.0106 % 3,162.3
Insurance Straight 5.48 % 5.56 % 63,010 14.50 22 0.2639 % 3,323.1
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0106 % 3,761.9
FixedReset Prem 5.98 % 4.65 % 96,179 2.14 19 -0.0182 % 2,645.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0106 % 3,232.5
FixedReset Ins Non 5.28 % 5.43 % 77,659 14.49 14 0.7448 % 3,130.5
Performance Highlights
Issue Index Change Notes
BN.PF.E FixedReset Disc -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 22.33
Evaluated at bid price : 23.00
Bid-YTW : 5.90 %
BN.PF.F FixedReset Disc -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 23.10
Evaluated at bid price : 24.50
Bid-YTW : 5.91 %
POW.PR.C Perpetual-Premium 1.15 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-03-01
Maturity Price : 25.00
Evaluated at bid price : 25.54
Bid-YTW : -16.62 %
CU.PR.F Perpetual-Discount 1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.58 %
POW.PR.D Perpetual-Discount 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 22.82
Evaluated at bid price : 23.10
Bid-YTW : 5.45 %
MFC.PR.Q FixedReset Ins Non 1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 23.63
Evaluated at bid price : 25.40
Bid-YTW : 5.43 %
GWO.PR.Y Insurance Straight 1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.48 %
GWO.PR.R Insurance Straight 1.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 21.70
Evaluated at bid price : 21.95
Bid-YTW : 5.52 %
PWF.PR.T FixedReset Disc 2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 23.24
Evaluated at bid price : 24.62
Bid-YTW : 5.38 %
CU.PR.J Perpetual-Discount 3.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 21.37
Evaluated at bid price : 21.64
Bid-YTW : 5.57 %
MFC.PR.F FixedReset Ins Non 4.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 5.71 %
CU.PR.G Perpetual-Discount 26.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 5.48 %
Volume Highlights
Issue Index Shares
Traded
Notes
CU.PR.C FixedReset Disc 104,695 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 23.66
Evaluated at bid price : 24.10
Bid-YTW : 5.57 %
ENB.PR.J FixedReset Disc 49,562 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 22.31
Evaluated at bid price : 22.81
Bid-YTW : 6.22 %
NA.PR.S FixedReset Prem 44,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-15
Maturity Price : 25.00
Evaluated at bid price : 26.04
Bid-YTW : 4.77 %
ENB.PF.E FixedReset Disc 40,293 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 22.09
Evaluated at bid price : 22.62
Bid-YTW : 6.20 %
ENB.PR.D FixedReset Disc 37,369 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 21.25
Evaluated at bid price : 21.52
Bid-YTW : 6.27 %
ENB.PR.N FixedReset Disc 24,107 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 23.28
Evaluated at bid price : 24.65
Bid-YTW : 5.91 %
There were 6 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
BN.PF.J FixedReset Prem Quote: 25.52 – 26.25
Spot Rate : 0.7300
Average : 0.4417

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.52
Bid-YTW : 5.40 %

BN.PF.E FixedReset Disc Quote: 23.00 – 23.65
Spot Rate : 0.6500
Average : 0.4307

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 22.33
Evaluated at bid price : 23.00
Bid-YTW : 5.90 %

BIP.PR.E FixedReset Prem Quote: 25.56 – 26.25
Spot Rate : 0.6900
Average : 0.5039

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.56
Bid-YTW : 5.85 %

ENB.PF.G FixedReset Disc Quote: 22.67 – 23.20
Spot Rate : 0.5300
Average : 0.3833

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 22.10
Evaluated at bid price : 22.67
Bid-YTW : 6.27 %

BMO.PR.E FixedReset Prem Quote: 26.86 – 27.25
Spot Rate : 0.3900
Average : 0.2512

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 26.86
Bid-YTW : 3.86 %

ENB.PR.B FixedReset Disc Quote: 21.32 – 21.68
Spot Rate : 0.3600
Average : 0.2262

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-30
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 6.34 %

Leave a Reply