Market Action

November 11, 2025

The TXPR Price Index set a new 52-week high today of 693.91, beating the old mark of 693.26 set October 31.

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 0.3830 % 2,423.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3830 % 4,596.2
Floater 5.94 % 6.23 % 54,247 13.54 3 0.3830 % 2,648.8
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1404 % 3,693.9
SplitShare 4.73 % 4.25 % 64,415 3.25 5 -0.1404 % 4,411.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1404 % 3,441.8
Perpetual-Premium 5.63 % -17.47 % 72,902 0.09 6 0.1498 % 3,130.1
Perpetual-Discount 5.41 % 5.49 % 47,251 14.58 25 0.1530 % 3,456.0
FixedReset Disc 5.71 % 5.89 % 111,219 13.74 30 0.4567 % 3,135.1
Insurance Straight 5.34 % 5.39 % 58,508 14.69 21 -0.0951 % 3,404.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.4567 % 3,729.5
FixedReset Prem 5.85 % 4.72 % 106,475 2.29 21 -0.0165 % 2,648.6
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.4567 % 3,204.7
FixedReset Ins Non 5.14 % 5.29 % 63,788 14.52 15 -0.0428 % 3,119.8
Performance Highlights
Issue Index Change Notes
GWO.PR.T Insurance Straight -4.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.88
Evaluated at bid price : 23.15
Bid-YTW : 5.63 %
PWF.PR.K Perpetual-Discount -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.53 %
MFC.PR.L FixedReset Ins Non -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 23.08
Evaluated at bid price : 24.43
Bid-YTW : 5.24 %
PWF.PR.R Perpetual-Discount -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 24.09
Evaluated at bid price : 24.35
Bid-YTW : 5.68 %
NA.PR.G FixedReset Prem -1.27 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.41
Bid-YTW : 5.02 %
IFC.PR.E Insurance Straight 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 24.12
Evaluated at bid price : 24.40
Bid-YTW : 5.39 %
PWF.PR.Z Perpetual-Discount 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 23.33
Evaluated at bid price : 23.60
Bid-YTW : 5.49 %
CM.PR.S FixedReset Prem 1.13 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 4.00 %
ENB.PR.F FixedReset Disc 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 21.90
Evaluated at bid price : 22.15
Bid-YTW : 6.12 %
SLF.PR.G FixedReset Ins Non 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.59 %
ENB.PR.B FixedReset Disc 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 21.34
Evaluated at bid price : 21.34
Bid-YTW : 6.18 %
ENB.PR.H FixedReset Disc 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.49
Evaluated at bid price : 23.05
Bid-YTW : 5.63 %
PWF.PR.P FixedReset Disc 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 5.86 %
ENB.PR.Y FixedReset Disc 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 6.18 %
ELF.PR.H Perpetual-Discount 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 24.30
Evaluated at bid price : 24.61
Bid-YTW : 5.64 %
MFC.PR.C Insurance Straight 1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.08 %
ENB.PF.E FixedReset Disc 1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 21.95
Evaluated at bid price : 22.42
Bid-YTW : 6.14 %
IFC.PR.F Insurance Straight 2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 23.71
Evaluated at bid price : 24.00
Bid-YTW : 5.59 %
BN.PR.M Perpetual-Discount 2.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.61 %
CU.PR.C FixedReset Disc 3.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 23.66
Evaluated at bid price : 24.05
Bid-YTW : 5.36 %
Volume Highlights
Issue Index Shares
Traded
Notes
SLF.PR.G FixedReset Ins Non 297,845 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.59 %
BN.PF.F FixedReset Disc 166,226 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.95
Evaluated at bid price : 24.20
Bid-YTW : 5.89 %
MFC.PR.L FixedReset Ins Non 157,289 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 23.08
Evaluated at bid price : 24.43
Bid-YTW : 5.24 %
ENB.PR.T FixedReset Disc 144,214 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.72
Evaluated at bid price : 23.61
Bid-YTW : 5.91 %
ENB.PR.F FixedReset Disc 114,806 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 21.90
Evaluated at bid price : 22.15
Bid-YTW : 6.12 %
BN.PF.A FixedReset Prem 106,090 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 23.63
Evaluated at bid price : 25.71
Bid-YTW : 5.68 %
There were 19 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
ENB.PF.C FixedReset Disc Quote: 22.27 – 24.50
Spot Rate : 2.2300
Average : 1.2733

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 21.86
Evaluated at bid price : 22.27
Bid-YTW : 6.20 %

GWO.PR.Z Insurance Straight Quote: 25.92 – 28.00
Spot Rate : 2.0800
Average : 1.3316

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.92
Bid-YTW : 5.32 %

GWO.PR.T Insurance Straight Quote: 23.15 – 24.30
Spot Rate : 1.1500
Average : 0.7804

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.88
Evaluated at bid price : 23.15
Bid-YTW : 5.63 %

IFC.PR.I Insurance Straight Quote: 24.60 – 25.95
Spot Rate : 1.3500
Average : 0.9872

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 24.31
Evaluated at bid price : 24.60
Bid-YTW : 5.55 %

PWF.PR.P FixedReset Disc Quote: 18.60 – 19.40
Spot Rate : 0.8000
Average : 0.5579

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 5.86 %

PWF.PR.K Perpetual-Discount Quote: 22.50 – 23.10
Spot Rate : 0.6000
Average : 0.4053

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-11
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.53 %

2 comments November 11, 2025

skeptical111 says:

[…] Thanks to Assiduous Reader skeptical111 for bringing this to my attention! […]

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