Market Action

May 27, 2026

The TXPR Price Index hit a new 52-week high today of 710.65, eclipsing the old mark of 709.86 set May 25.

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 0.6718 % 2,577.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.6718 % 4,888.1
Floater 5.57 % 5.85 % 38,696 14.07 3 0.6718 % 2,817.1
OpRet 0.00 % 0.00 % 0 0.00 0 0.0317 % 3,633.0
SplitShare 4.80 % 4.43 % 52,183 2.81 5 0.0317 % 4,338.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0317 % 3,385.2
Perpetual-Premium 5.76 % 5.17 % 64,781 0.08 3 -0.2764 % 3,051.3
Perpetual-Discount 5.61 % 5.69 % 50,977 14.32 30 0.0493 % 3,360.8
FixedReset Disc 5.61 % 5.79 % 94,437 13.92 24 0.0581 % 3,324.4
Insurance Straight 5.45 % 5.58 % 50,815 14.45 22 0.2054 % 3,305.9
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0581 % 3,954.7
FixedReset Prem 5.97 % 4.42 % 84,167 2.27 24 0.1365 % 2,660.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0581 % 3,398.2
FixedReset Ins Non 5.06 % 5.23 % 80,560 2.13 14 -0.3890 % 3,268.2
Performance Highlights
Issue Index Change Notes
MFC.PR.L FixedReset Ins Non -2.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 23.30
Evaluated at bid price : 24.81
Bid-YTW : 5.44 %
GWO.PR.R Insurance Straight -1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.68 %
ENB.PR.J FixedReset Disc -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 22.86
Evaluated at bid price : 23.70
Bid-YTW : 6.06 %
PWF.PF.A Perpetual-Discount -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.75 %
ENB.PR.B FixedReset Disc -1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 22.09
Evaluated at bid price : 22.75
Bid-YTW : 6.05 %
SLF.PR.G FixedReset Ins Non -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 5.37 %
MFC.PR.F FixedReset Ins Non -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.08
Evaluated at bid price : 21.08
Bid-YTW : 5.43 %
SLF.PR.D Insurance Straight 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.52
Evaluated at bid price : 21.78
Bid-YTW : 5.09 %
GWO.PR.P Insurance Straight 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 24.25
Evaluated at bid price : 24.55
Bid-YTW : 5.58 %
GWO.PR.I Insurance Straight 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.15
Evaluated at bid price : 21.15
Bid-YTW : 5.41 %
BN.PR.B Floater 1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 13.53
Evaluated at bid price : 13.53
Bid-YTW : 5.86 %
BN.PR.N Perpetual-Discount 1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 20.98
Evaluated at bid price : 20.98
Bid-YTW : 5.76 %
ENB.PR.F FixedReset Disc 2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 23.16
Evaluated at bid price : 23.50
Bid-YTW : 6.00 %
SLF.PR.C Insurance Straight 2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.18 %
GWO.PR.H Insurance Straight 2.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.82
Evaluated at bid price : 22.06
Bid-YTW : 5.58 %
Volume Highlights
Issue Index Shares
Traded
Notes
ENB.PF.C FixedReset Disc 247,005 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 22.36
Evaluated at bid price : 23.00
Bid-YTW : 6.19 %
ENB.PR.P FixedReset Disc 155,911 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 23.10
Evaluated at bid price : 24.20
Bid-YTW : 5.84 %
IFC.PR.A FixedReset Ins Non 95,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 23.02
Evaluated at bid price : 23.43
Bid-YTW : 5.23 %
ENB.PR.B FixedReset Disc 48,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 22.09
Evaluated at bid price : 22.75
Bid-YTW : 6.05 %
BN.PR.R FixedReset Disc 36,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 22.70
Evaluated at bid price : 23.85
Bid-YTW : 5.68 %
BN.PF.B FixedReset Disc 25,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 23.48
Evaluated at bid price : 25.21
Bid-YTW : 5.79 %
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
GWO.PR.Y Insurance Straight Quote: 20.97 – 23.00
Spot Rate : 2.0300
Average : 1.1818

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 20.97
Evaluated at bid price : 20.97
Bid-YTW : 5.46 %

SLF.PR.E Insurance Straight Quote: 21.56 – 22.96
Spot Rate : 1.4000
Average : 0.8300

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 5.20 %

MFC.PR.L FixedReset Ins Non Quote: 24.81 – 25.81
Spot Rate : 1.0000
Average : 0.7097

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 23.30
Evaluated at bid price : 24.81
Bid-YTW : 5.44 %

ENB.PR.J FixedReset Disc Quote: 23.70 – 24.40
Spot Rate : 0.7000
Average : 0.5076

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 22.86
Evaluated at bid price : 23.70
Bid-YTW : 6.06 %

ENB.PF.C FixedReset Disc Quote: 23.00 – 23.94
Spot Rate : 0.9400
Average : 0.7673

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 22.36
Evaluated at bid price : 23.00
Bid-YTW : 6.19 %

GWO.PR.R Insurance Straight Quote: 21.50 – 22.10
Spot Rate : 0.6000
Average : 0.4458

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-27
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.68 %

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