Market Action

February 2, 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 0.4268 % 2,466.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.4268 % 4,676.9
Floater 5.84 % 6.06 % 54,162 13.79 3 0.4268 % 2,695.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,665.3
SplitShare 4.76 % 4.57 % 89,919 3.05 5 0.0394 % 4,377.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,415.2
Perpetual-Premium 5.66 % 5.54 % 656,479 6.80 7 -0.0170 % 3,080.8
Perpetual-Discount 5.64 % 5.64 % 51,560 14.41 27 -1.2789 % 3,361.6
FixedReset Disc 5.87 % 5.97 % 105,125 13.72 28 -0.1616 % 3,157.2
Insurance Straight 5.47 % 5.55 % 65,905 14.50 22 0.0000 % 3,323.1
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1616 % 3,755.8
FixedReset Prem 6.00 % 4.56 % 92,351 2.58 20 -0.0385 % 2,644.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1616 % 3,227.3
FixedReset Ins Non 5.33 % 5.52 % 74,651 14.31 14 -0.9785 % 3,099.9
Performance Highlights
Issue Index Change Notes
POW.PR.G Perpetual-Discount -23.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 18.93
Evaluated at bid price : 18.93
Bid-YTW : 7.50 %
PWF.PR.Z Perpetual-Discount -8.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 6.21 %
ENB.PF.C FixedReset Disc -6.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 21.07
Evaluated at bid price : 21.07
Bid-YTW : 6.73 %
PWF.PR.K Perpetual-Discount -5.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 20.79
Evaluated at bid price : 20.79
Bid-YTW : 6.00 %
MFC.PR.F FixedReset Ins Non -4.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 18.11
Evaluated at bid price : 18.11
Bid-YTW : 6.01 %
MFC.PR.L FixedReset Ins Non -3.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 22.91
Evaluated at bid price : 23.97
Bid-YTW : 5.50 %
ENB.PR.B FixedReset Disc -3.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.60 %
TD.PF.J FixedReset Prem -3.15 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 5.43 %
SLF.PR.D Insurance Straight -2.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 20.87
Evaluated at bid price : 20.87
Bid-YTW : 5.40 %
SLF.PR.G FixedReset Ins Non -2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 5.64 %
MFC.PR.J FixedReset Ins Non -2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 23.55
Evaluated at bid price : 24.99
Bid-YTW : 5.65 %
BN.PF.D Perpetual-Discount -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.91 %
ENB.PR.J FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 22.11
Evaluated at bid price : 22.50
Bid-YTW : 6.35 %
IFC.PR.A FixedReset Ins Non -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 21.36
Evaluated at bid price : 21.36
Bid-YTW : 5.55 %
CU.PR.H Perpetual-Discount 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 24.46
Evaluated at bid price : 24.70
Bid-YTW : 5.40 %
GWO.PR.H Insurance Straight 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 21.91
Evaluated at bid price : 22.15
Bid-YTW : 5.53 %
IFC.PR.K Insurance Straight 1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 23.17
Evaluated at bid price : 23.60
Bid-YTW : 5.61 %
Volume Highlights
Issue Index Shares
Traded
Notes
PWF.PF.A Perpetual-Discount 48,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 20.22
Evaluated at bid price : 20.22
Bid-YTW : 5.61 %
IFC.PR.E Insurance Straight 37,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 23.27
Evaluated at bid price : 23.55
Bid-YTW : 5.58 %
ENB.PR.F FixedReset Disc 35,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 21.59
Evaluated at bid price : 22.00
Bid-YTW : 6.32 %
CM.PR.S FixedReset Prem 33,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.85
Bid-YTW : 4.14 %
CU.PR.H Perpetual-Discount 22,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 24.46
Evaluated at bid price : 24.70
Bid-YTW : 5.40 %
CU.PR.K Perpetual-Premium 22,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 24.81
Evaluated at bid price : 25.21
Bid-YTW : 5.64 %
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
POW.PR.G Perpetual-Discount Quote: 18.93 – 25.00
Spot Rate : 6.0700
Average : 3.3264

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 18.93
Evaluated at bid price : 18.93
Bid-YTW : 7.50 %

PWF.PR.Z Perpetual-Discount Quote: 20.90 – 23.17
Spot Rate : 2.2700
Average : 1.3243

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 6.21 %

ENB.PF.C FixedReset Disc Quote: 21.07 – 22.85
Spot Rate : 1.7800
Average : 1.0521

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 21.07
Evaluated at bid price : 21.07
Bid-YTW : 6.73 %

PWF.PR.K Perpetual-Discount Quote: 20.79 – 22.22
Spot Rate : 1.4300
Average : 0.8539

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 20.79
Evaluated at bid price : 20.79
Bid-YTW : 6.00 %

TD.PF.J FixedReset Prem Quote: 25.20 – 26.25
Spot Rate : 1.0500
Average : 0.6524

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 5.43 %

MFC.PR.L FixedReset Ins Non Quote: 23.97 – 24.97
Spot Rate : 1.0000
Average : 0.6029

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-02
Maturity Price : 22.91
Evaluated at bid price : 23.97
Bid-YTW : 5.50 %

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