Market Action

September 18, 2025

With the new issues from GWO and POW coming out, one has to wonder whether there will be more. But today DBRS rated some sub-debt from Enbridge:

DBRS Limited (Morningstar DBRS) assigned a credit rating of BBB with a Stable trend to Enbridge Inc.’s (Enbridge or the Company) issuance of $1.0 billion, 5.15% Fixed-to-Fixed Rate Subordinated Notes (the Hybrid Notes), due December 17, 2055. Enbridge intends to use the net proceeds from the sale of the Hybrid Notes to repay short-term debt, partially fund capital projects and, if applicable, for other general corporate purposes of the Corporation and its affiliates.

The credit rating assigned to this newly issued debt instrument is based on the credit rating of an already-outstanding debt series of the above-mentioned debt instrument. Please refer to the most recent Morningstar DBRS press release dated June 27, 2025 https://dbrs.morningstar.com/research/457133/ for more information, including all relevant disclosures.

The rating listed above is based on the Final Term Sheet dated September 15, 2025; the Trust Indenture dated October 20, 1997 and information provided by Enbridge to Morningstar DBRS as of September 15, 2025.

Fitch rated it too:

Fitch Ratings has assigned a ‘BBB-‘ rating to Enbridge Inc.’s (ENB) offering of CAD-denominated junior subordinated notes. Proceeds from the offering will be used for existing debt repayment and general corporate purposes. Fitch currently rates ENB’s Long-Term Issuer Default Rating (IDR) ‘BBB+’ with a Stable Rating Outlook.

The ratings reflect the Enbridge family’s large size, diversity, and stability and visibility of expected cash flows. The ‘BBB+’ IDR considers Fitch’s view of the constructive regulation supporting ENB’s various franchises, including natural gas distribution (utility), crude oil transportation and natural gas transmission in Canada and the U.S. Leverage is appropriate for the rating, and Fitch expects it to remain comfortably within the boundaries for the rating over the forecast period.

The Stable Outlook reflects expectations for supportive supply/demand fundamentals underlying the vast majority of ENB’s businesses.

Well, we didn’t need any more Enbridge preferreds anyway! Not that we need more GWO/POW preferreds either, but still!

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 6.70 % 7.15 % 34,988 13.28 1 -0.6061 % 2,450.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3275 % 4,626.6
Floater 6.24 % 6.54 % 67,486 13.19 3 -0.3275 % 2,666.3
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2837 % 3,639.6
SplitShare 4.81 % 4.67 % 59,740 3.39 6 -0.2837 % 4,346.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2837 % 3,391.3
Perpetual-Premium 5.49 % 4.13 % 79,650 0.08 3 -0.3427 % 3,076.4
Perpetual-Discount 5.66 % 5.73 % 46,462 14.21 28 -1.7100 % 3,320.0
FixedReset Disc 5.92 % 6.10 % 122,054 13.66 32 -0.0671 % 3,026.2
Insurance Straight 5.55 % 5.55 % 55,694 14.56 18 -0.8638 % 3,257.4
FloatingReset 5.05 % 4.81 % 48,233 0.11 1 0.0000 % 3,765.7
FixedReset Prem 5.69 % 5.08 % 120,035 2.40 21 -0.3898 % 2,617.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0671 % 3,093.4
FixedReset Ins Non 5.37 % 5.45 % 61,940 14.46 15 -0.8312 % 2,983.9
Performance Highlights
Issue Index Change Notes
CU.PR.G Perpetual-Discount -24.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 15.71
Evaluated at bid price : 15.71
Bid-YTW : 7.25 %
GWO.PR.N FixedReset Ins Non -9.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.33 %
BIP.PR.F FixedReset Prem -9.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.35
Evaluated at bid price : 22.90
Bid-YTW : 6.40 %
IFC.PR.E Insurance Straight -7.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.81
Evaluated at bid price : 22.10
Bid-YTW : 5.90 %
BN.PR.M Perpetual-Discount -6.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.12 %
PWF.PR.K Perpetual-Discount -5.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.12
Evaluated at bid price : 21.12
Bid-YTW : 5.96 %
BN.PF.C Perpetual-Discount -3.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 20.46
Evaluated at bid price : 20.46
Bid-YTW : 5.96 %
BN.PR.Z FixedReset Disc -2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.53
Evaluated at bid price : 23.00
Bid-YTW : 6.30 %
GWO.PR.Q Insurance Straight -2.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.28
Evaluated at bid price : 22.55
Bid-YTW : 5.72 %
FTS.PR.K FixedReset Disc -2.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.90
Evaluated at bid price : 22.25
Bid-YTW : 5.61 %
BN.PF.G FixedReset Disc -2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.92
Evaluated at bid price : 22.40
Bid-YTW : 6.29 %
IFC.PR.C FixedReset Ins Non -2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.72
Evaluated at bid price : 23.25
Bid-YTW : 5.69 %
CU.PR.J Perpetual-Discount -2.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.58 %
SLF.PR.D Insurance Straight -1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 5.31 %
GWO.PR.Y Insurance Straight -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 20.49
Evaluated at bid price : 20.49
Bid-YTW : 5.52 %
POW.PR.G Perpetual-Discount -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 24.16
Evaluated at bid price : 24.41
Bid-YTW : 5.84 %
PWF.PF.A Perpetual-Discount -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 20.36
Evaluated at bid price : 20.36
Bid-YTW : 5.61 %
PWF.PR.F Perpetual-Discount -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 23.03
Evaluated at bid price : 23.30
Bid-YTW : 5.71 %
PWF.PR.S Perpetual-Discount -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.69 %
POW.PR.D Perpetual-Discount -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.30
Evaluated at bid price : 22.57
Bid-YTW : 5.63 %
PWF.PR.A Floater -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 14.30
Evaluated at bid price : 14.30
Bid-YTW : 5.83 %
SLF.PR.G FixedReset Ins Non -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 18.46
Evaluated at bid price : 18.46
Bid-YTW : 5.71 %
BN.PF.J FixedReset Prem 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 23.52
Evaluated at bid price : 25.01
Bid-YTW : 5.88 %
CU.PR.E Perpetual-Discount 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.21
Evaluated at bid price : 22.49
Bid-YTW : 5.49 %
GWO.PR.M Insurance Straight 1.46 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-10-18
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 3.51 %
Volume Highlights
Issue Index Shares
Traded
Notes
FTS.PR.M FixedReset Disc 98,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.81
Evaluated at bid price : 23.94
Bid-YTW : 5.54 %
PVS.PR.L SplitShare 47,350 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : 4.82 %
FFH.PR.I FixedReset Disc 40,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 24.01
Evaluated at bid price : 24.79
Bid-YTW : 5.61 %
TD.PF.A FixedReset Disc 36,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 23.25
Evaluated at bid price : 25.04
Bid-YTW : 4.96 %
RY.PR.S FixedReset Prem 32,202 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.17
Bid-YTW : 4.55 %
GWO.PR.S Insurance Straight 31,395 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 5.62 %
There were 12 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
CU.PR.G Perpetual-Discount Quote: 15.71 – 20.80
Spot Rate : 5.0900
Average : 2.8203

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 15.71
Evaluated at bid price : 15.71
Bid-YTW : 7.25 %

CU.PR.H Perpetual-Discount Quote: 22.88 – 26.58
Spot Rate : 3.7000
Average : 2.6064

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.63
Evaluated at bid price : 22.88
Bid-YTW : 5.78 %

IFC.PR.A FixedReset Ins Non Quote: 16.70 – 22.60
Spot Rate : 5.9000
Average : 4.8439

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 6.85 %

BIP.PR.F FixedReset Prem Quote: 22.90 – 25.28
Spot Rate : 2.3800
Average : 1.3297

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 22.35
Evaluated at bid price : 22.90
Bid-YTW : 6.40 %

IFC.PR.E Insurance Straight Quote: 22.10 – 24.25
Spot Rate : 2.1500
Average : 1.4151

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 21.81
Evaluated at bid price : 22.10
Bid-YTW : 5.90 %

GWO.PR.N FixedReset Ins Non Quote: 16.00 – 17.89
Spot Rate : 1.8900
Average : 1.1617

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-18
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.33 %

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