Market Action

April 27, 2026

The TXPR price index set a new 52-week high today of 702.72, eclipsing the old mark of 702.39 set Friday. That was in the morning … it eased to 700.67 at the close.

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 -0.2607 % 2,490.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.2607 % 4,722.9
Floater 5.81 % 5.95 % 31,749 13.97 4 -0.2607 % 2,721.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.1104 % 3,663.3
SplitShare 4.77 % 4.55 % 65,679 2.86 5 0.1104 % 4,374.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1104 % 3,413.3
Perpetual-Premium 5.85 % -4.35 % 57,176 0.08 1 -0.3953 % 3,025.7
Perpetual-Discount 5.68 % 5.73 % 50,080 14.29 34 -0.1070 % 3,338.0
FixedReset Disc 5.77 % 5.98 % 116,671 13.70 27 0.0000 % 3,259.6
Insurance Straight 5.52 % 5.59 % 54,505 14.46 22 0.3306 % 3,292.1
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,877.7
FixedReset Prem 6.01 % 4.58 % 94,592 2.35 21 -0.0865 % 2,639.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,332.0
FixedReset Ins Non 5.11 % 5.39 % 76,988 14.50 14 -0.1897 % 3,234.0
Performance Highlights
Issue Index Change Notes
MFC.PR.C Insurance Straight -3.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.52 %
PWF.PR.E Perpetual-Discount -2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 5.90 %
IFC.PR.A FixedReset Ins Non -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 21.77
Evaluated at bid price : 22.25
Bid-YTW : 5.46 %
SLF.PR.H FixedReset Ins Non -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 23.18
Evaluated at bid price : 24.00
Bid-YTW : 5.44 %
PWF.PR.S Perpetual-Discount -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 5.83 %
MFC.PR.B Insurance Straight -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.39 %
ENB.PR.D FixedReset Disc -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 21.60
Evaluated at bid price : 22.01
Bid-YTW : 6.31 %
BN.PR.B Floater -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 6.04 %
ENB.PR.P FixedReset Disc -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 22.77
Evaluated at bid price : 23.55
Bid-YTW : 6.09 %
SLF.PR.E Insurance Straight 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.29 %
FTS.PR.H FixedReset Disc 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 5.57 %
GWO.PR.G Insurance Straight 2.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 22.93
Evaluated at bid price : 23.20
Bid-YTW : 5.66 %
GWO.PR.Q Insurance Straight 2.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 22.79
Evaluated at bid price : 23.07
Bid-YTW : 5.63 %
SLF.PR.G FixedReset Ins Non 3.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 20.39
Evaluated at bid price : 20.39
Bid-YTW : 5.51 %
IFC.PR.E Insurance Straight 6.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 23.41
Evaluated at bid price : 23.71
Bid-YTW : 5.53 %
Volume Highlights
Issue Index Shares
Traded
Notes
ENB.PF.C FixedReset Disc 153,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 22.50
Evaluated at bid price : 23.25
Bid-YTW : 6.18 %
BN.PR.R FixedReset Disc 79,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 22.47
Evaluated at bid price : 23.37
Bid-YTW : 5.77 %
ENB.PR.N FixedReset Disc 31,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 23.39
Evaluated at bid price : 24.82
Bid-YTW : 6.01 %
BN.PR.T FixedReset Disc 27,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 6.25 %
FTS.PR.G FixedReset Disc 24,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 23.51
Evaluated at bid price : 25.03
Bid-YTW : 5.38 %
BN.PF.E FixedReset Disc 23,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 22.84
Evaluated at bid price : 23.95
Bid-YTW : 5.80 %
There were 9 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: 22.50 – 25.00
Spot Rate : 2.5000
Average : 1.7691

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.78 %

ENB.PR.B FixedReset Disc Quote: 22.25 – 24.00
Spot Rate : 1.7500
Average : 1.0500

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 21.78
Evaluated at bid price : 22.25
Bid-YTW : 6.25 %

SLF.PR.H FixedReset Ins Non Quote: 24.00 – 26.00
Spot Rate : 2.0000
Average : 1.4138

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 23.18
Evaluated at bid price : 24.00
Bid-YTW : 5.44 %

MFC.PR.C Insurance Straight Quote: 20.65 – 22.25
Spot Rate : 1.6000
Average : 1.0678

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.52 %

MFC.PR.B Insurance Straight Quote: 21.80 – 22.99
Spot Rate : 1.1900
Average : 0.7428

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.39 %

BN.PR.Z FixedReset Prem Quote: 24.05 – 25.66
Spot Rate : 1.6100
Average : 1.2748

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-27
Maturity Price : 23.68
Evaluated at bid price : 24.05
Bid-YTW : 6.38 %

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