Market Action

October 22, 2025

The TXPR Price Index set a new 52-week high of 683.50 today, beating the old mark of 682.97 set yesterday.

PerpetualDiscounts now yield 5.61%, equivalent to 7.29% interest at the standard conversion factor of 1.3x. Long corporates yielded 4.73% on 2025-10-22, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has remained at the 255bp reported [belatedly] October 15.

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 6.55 % 7.01 % 20,059 13.47 1 -0.6061 % 2,450.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0508 % 4,597.4
Floater 6.28 % 6.57 % 55,631 13.09 3 -0.0508 % 2,649.5
OpRet 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,672.5
SplitShare 4.75 % 4.32 % 63,651 3.30 5 0.0000 % 4,385.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,421.9
Perpetual-Premium 5.48 % 1.10 % 73,656 0.08 7 -0.3156 % 3,096.6
Perpetual-Discount 5.61 % 5.61 % 45,524 14.48 26 -1.1694 % 3,361.5
FixedReset Disc 5.97 % 5.89 % 104,092 13.85 30 -0.2623 % 3,059.9
Insurance Straight 5.43 % 5.47 % 58,123 14.68 22 -0.1606 % 3,350.2
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.2623 % 3,640.1
FixedReset Prem 5.64 % 4.84 % 123,142 2.76 22 -0.0071 % 2,630.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2623 % 3,127.8
FixedReset Ins Non 5.24 % 5.32 % 57,861 14.62 15 -0.4373 % 3,059.8
Performance Highlights
Issue Index Change Notes
PWF.PF.A Perpetual-Discount -28.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 14.71
Evaluated at bid price : 14.71
Bid-YTW : 7.70 %
PWF.PR.S Perpetual-Discount -6.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.89 %
MFC.PR.F FixedReset Ins Non -3.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 5.70 %
MFC.PR.C Insurance Straight -2.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 5.38 %
CU.PR.C FixedReset Disc -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 23.19
Evaluated at bid price : 23.60
Bid-YTW : 5.40 %
GWO.PR.L Insurance Straight -2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 5.72 %
MFC.PR.J FixedReset Ins Non -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 23.42
Evaluated at bid price : 24.80
Bid-YTW : 5.41 %
GWO.PR.I Insurance Straight -1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 5.49 %
ENB.PF.A FixedReset Disc -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 21.63
Evaluated at bid price : 21.93
Bid-YTW : 6.24 %
GWO.PR.M Insurance Straight -1.06 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-11-21
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : -2.09 %
ELF.PR.H Perpetual-Discount 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 24.25
Evaluated at bid price : 24.55
Bid-YTW : 5.63 %
POW.PR.G Perpetual-Discount 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 24.51
Evaluated at bid price : 24.76
Bid-YTW : 5.69 %
CCS.PR.C Insurance Straight 1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 22.24
Evaluated at bid price : 22.51
Bid-YTW : 5.60 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PR.R FixedReset Disc 322,410 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 6.14 %
FFH.PR.I FixedReset Disc 189,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 24.08
Evaluated at bid price : 24.92
Bid-YTW : 5.47 %
ENB.PR.N FixedReset Disc 140,812 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 23.07
Evaluated at bid price : 24.25
Bid-YTW : 5.77 %
BIP.PR.E FixedReset Prem 113,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 23.54
Evaluated at bid price : 25.15
Bid-YTW : 5.73 %
BN.PR.T FixedReset Disc 101,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 19.83
Evaluated at bid price : 19.83
Bid-YTW : 6.15 %
POW.PR.H Perpetual-Premium 100,900 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.57
Bid-YTW : 5.53 %
There were 11 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
PWF.PF.A Perpetual-Discount Quote: 14.71 – 20.78
Spot Rate : 6.0700
Average : 3.2608

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 14.71
Evaluated at bid price : 14.71
Bid-YTW : 7.70 %

MFC.PR.F FixedReset Ins Non Quote: 17.52 – 19.90
Spot Rate : 2.3800
Average : 1.7710

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 5.70 %

PWF.PR.S Perpetual-Discount Quote: 20.50 – 22.00
Spot Rate : 1.5000
Average : 0.9835

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.89 %

GWO.PR.L Insurance Straight Quote: 24.90 – 26.10
Spot Rate : 1.2000
Average : 0.7169

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 5.72 %

BN.PF.J FixedReset Prem Quote: 25.01 – 26.01
Spot Rate : 1.0000
Average : 0.5723

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 23.54
Evaluated at bid price : 25.01
Bid-YTW : 5.78 %

MFC.PR.C Insurance Straight Quote: 21.16 – 22.25
Spot Rate : 1.0900
Average : 0.6728

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-22
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 5.38 %

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