Market Action

May 6, 2026

The TXPR price index set a new 52-week high today of 706.17, beating the old mark of 704.76 set yesterday. ZPR also set a new 52-week high.

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 0.8597 % 2,522.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.8597 % 4,783.3
Floater 5.69 % 5.85 % 45,929 14.10 3 0.8597 % 2,756.6
OpRet 0.00 % 0.00 % 0 0.00 0 0.1340 % 3,658.1
SplitShare 4.76 % 4.54 % 57,821 2.83 5 0.1340 % 4,368.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1340 % 3,408.5
Perpetual-Premium 5.77 % 5.74 % 55,306 6.63 3 -0.0661 % 3,043.7
Perpetual-Discount 5.62 % 5.68 % 51,391 14.34 30 0.1716 % 3,353.1
FixedReset Disc 5.61 % 6.03 % 100,333 13.60 24 0.3835 % 3,321.6
Insurance Straight 5.51 % 5.56 % 56,269 14.42 22 -0.0020 % 3,270.6
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.3835 % 3,951.3
FixedReset Prem 5.97 % 4.52 % 92,650 2.33 24 0.1108 % 2,659.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3835 % 3,395.3
FixedReset Ins Non 5.10 % 5.35 % 73,986 2.82 14 -0.0562 % 3,242.2
Performance Highlights
Issue Index Change Notes
SLF.PR.G FixedReset Ins Non -3.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 19.88
Evaluated at bid price : 19.88
Bid-YTW : 5.84 %
IFC.PR.A FixedReset Ins Non -2.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 21.61
Evaluated at bid price : 22.02
Bid-YTW : 5.72 %
GWO.PR.G Insurance Straight -1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.77 %
SLF.PR.E Insurance Straight -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.36 %
POW.PR.D Perpetual-Discount -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 22.01
Evaluated at bid price : 22.25
Bid-YTW : 5.67 %
PWF.PR.F Perpetual-Discount 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 23.09
Evaluated at bid price : 23.35
Bid-YTW : 5.65 %
GWO.PR.T Insurance Straight 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 22.87
Evaluated at bid price : 23.15
Bid-YTW : 5.62 %
BN.PR.K Floater 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 13.46
Evaluated at bid price : 13.46
Bid-YTW : 5.87 %
SLF.PR.C Insurance Straight 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 21.41
Evaluated at bid price : 21.41
Bid-YTW : 5.26 %
FTS.PR.K FixedReset Disc 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 23.25
Evaluated at bid price : 24.56
Bid-YTW : 5.49 %
ENB.PF.G FixedReset Disc 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 22.86
Evaluated at bid price : 24.08
Bid-YTW : 6.16 %
MFC.PR.L FixedReset Ins Non 1.39 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-06-20
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 5.37 %
BN.PR.B Floater 1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 5.85 %
MFC.PR.F FixedReset Ins Non 1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 21.45
Evaluated at bid price : 21.75
Bid-YTW : 5.42 %
ENB.PR.F FixedReset Disc 2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 23.54
Evaluated at bid price : 23.86
Bid-YTW : 6.14 %
Volume Highlights
Issue Index Shares
Traded
Notes
ENB.PR.T FixedReset Disc 76,157 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 23.29
Evaluated at bid price : 24.78
Bid-YTW : 6.00 %
POW.PR.I Perpetual-Discount 62,578 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 24.59
Evaluated at bid price : 24.99
Bid-YTW : 5.69 %
GWO.PR.Z Insurance Straight 31,005 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 24.60
Evaluated at bid price : 25.00
Bid-YTW : 5.76 %
BN.PR.M Perpetual-Discount 29,471 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 20.43
Evaluated at bid price : 20.43
Bid-YTW : 5.89 %
MFC.PR.B Insurance Straight 23,472 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 21.71
Evaluated at bid price : 21.96
Bid-YTW : 5.36 %
POW.PR.B Perpetual-Discount 20,464 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 23.44
Evaluated at bid price : 23.73
Bid-YTW : 5.68 %
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
IFC.PR.A FixedReset Ins Non Quote: 22.02 – 22.98
Spot Rate : 0.9600
Average : 0.6286

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 21.61
Evaluated at bid price : 22.02
Bid-YTW : 5.72 %

BN.PR.R FixedReset Disc Quote: 23.41 – 24.25
Spot Rate : 0.8400
Average : 0.5716

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 22.49
Evaluated at bid price : 23.41
Bid-YTW : 5.96 %

SLF.PR.G FixedReset Ins Non Quote: 19.88 – 20.88
Spot Rate : 1.0000
Average : 0.7819

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 19.88
Evaluated at bid price : 19.88
Bid-YTW : 5.84 %

BN.PF.I FixedReset Prem Quote: 25.32 – 25.88
Spot Rate : 0.5600
Average : 0.3458

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 4.56 %

MFC.PR.C Insurance Straight Quote: 21.40 – 22.25
Spot Rate : 0.8500
Average : 0.6691

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.34 %

PWF.PR.E Perpetual-Discount Quote: 24.00 – 24.49
Spot Rate : 0.4900
Average : 0.3414

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-06
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 5.76 %

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