Market Action

November 12, 2025

PerpetualDiscounts now yield 5.49%, equivalent to 7.14% interest at the standard conversion factor of 1.3x. Long corporates yielded 4.72% on 2025-11-12, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has remained at the 240bp reported October 29.

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 -0.3307 % 2,415.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3307 % 4,581.0
Floater 5.96 % 6.26 % 58,325 13.49 3 -0.3307 % 2,640.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.1406 % 3,699.1
SplitShare 4.72 % 4.36 % 66,016 3.25 5 0.1406 % 4,417.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1406 % 3,446.7
Perpetual-Premium 5.64 % -1.67 % 78,758 0.09 7 -0.5593 % 3,112.6
Perpetual-Discount 5.42 % 5.49 % 46,343 14.55 25 -0.1163 % 3,452.0
FixedReset Disc 5.72 % 5.89 % 110,047 13.76 30 -0.2581 % 3,127.0
Insurance Straight 5.35 % 5.40 % 58,133 14.70 21 -0.3281 % 3,393.2
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.2581 % 3,719.9
FixedReset Prem 5.86 % 4.73 % 108,912 2.32 21 -0.1361 % 2,645.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2581 % 3,196.4
FixedReset Ins Non 5.16 % 5.33 % 64,800 14.50 15 -0.4593 % 3,105.4
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -8.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.91 %
CIU.PR.A Perpetual-Discount -4.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 5.66 %
CU.PR.G Perpetual-Discount -2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 20.94
Evaluated at bid price : 20.94
Bid-YTW : 5.39 %
MFC.PR.N FixedReset Ins Non -2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 22.81
Evaluated at bid price : 23.96
Bid-YTW : 5.33 %
IFC.PR.F Insurance Straight -2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 23.23
Evaluated at bid price : 23.51
Bid-YTW : 5.71 %
ENB.PF.E FixedReset Disc -1.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 21.66
Evaluated at bid price : 22.00
Bid-YTW : 6.27 %
GWO.PR.Y Insurance Straight -1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.38 %
POW.PR.G Perpetual-Premium -1.52 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-12
Maturity Price : 25.00
Evaluated at bid price : 25.21
Bid-YTW : 0.60 %
ENB.PR.B FixedReset Disc -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 21.02
Evaluated at bid price : 21.02
Bid-YTW : 6.28 %
ENB.PR.J FixedReset Disc -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 22.09
Evaluated at bid price : 22.50
Bid-YTW : 6.20 %
NA.PR.S FixedReset Prem -1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 23.52
Evaluated at bid price : 25.66
Bid-YTW : 5.15 %
ENB.PR.H FixedReset Disc -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 22.32
Evaluated at bid price : 22.77
Bid-YTW : 5.71 %
POW.PR.C Perpetual-Premium -1.16 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-12
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : -16.95 %
SLF.PR.G FixedReset Ins Non -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 18.78
Evaluated at bid price : 18.78
Bid-YTW : 5.66 %
ENB.PR.F FixedReset Disc -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 21.52
Evaluated at bid price : 21.90
Bid-YTW : 6.19 %
CU.PR.F Perpetual-Discount 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.32 %
ENB.PR.A Perpetual-Discount 1.12 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-12
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 3.66 %
BN.PR.Z FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 23.52
Evaluated at bid price : 24.92
Bid-YTW : 5.81 %
PWF.PR.R Perpetual-Discount 2.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 24.60
Evaluated at bid price : 24.85
Bid-YTW : 5.57 %
CU.PR.J Perpetual-Discount 10.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 21.53
Evaluated at bid price : 21.86
Bid-YTW : 5.43 %
Volume Highlights
Issue Index Shares
Traded
Notes
IFC.PR.M Perpetual-Premium 546,104 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 24.62
Evaluated at bid price : 25.02
Bid-YTW : 5.51 %
BN.PR.K Floater 75,769 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 6.26 %
MFC.PR.M FixedReset Ins Non 51,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 23.07
Evaluated at bid price : 24.55
Bid-YTW : 5.33 %
FFH.PR.I FixedReset Disc 47,145 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 24.04
Evaluated at bid price : 24.97
Bid-YTW : 5.61 %
CIU.PR.A Perpetual-Discount 44,512 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 5.66 %
GWO.PR.N FixedReset Ins Non 35,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 17.90
Evaluated at bid price : 17.90
Bid-YTW : 5.70 %
There were 10 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.PR.S Perpetual-Discount Quote: 20.50 – 22.47
Spot Rate : 1.9700
Average : 1.0880

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.91 %

CIU.PR.A Perpetual-Discount Quote: 20.40 – 21.40
Spot Rate : 1.0000
Average : 0.6200

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 5.66 %

MFC.PR.F FixedReset Ins Non Quote: 18.20 – 19.25
Spot Rate : 1.0500
Average : 0.6742

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 5.70 %

CU.PR.G Perpetual-Discount Quote: 20.94 – 22.00
Spot Rate : 1.0600
Average : 0.7250

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 20.94
Evaluated at bid price : 20.94
Bid-YTW : 5.39 %

MFC.PR.N FixedReset Ins Non Quote: 23.96 – 24.75
Spot Rate : 0.7900
Average : 0.5503

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 22.81
Evaluated at bid price : 23.96
Bid-YTW : 5.33 %

IFC.PR.F Insurance Straight Quote: 23.51 – 24.70
Spot Rate : 1.1900
Average : 0.9531

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-12
Maturity Price : 23.23
Evaluated at bid price : 23.51
Bid-YTW : 5.71 %

2 comments November 12, 2025

brian says:

New POW perpetual…
Nov. 13, 2025 — Power Corporation of (TSX: POW) announced today that it has agreed to issue 6,000,000 Non-Cumulative First Preferred Shares, Series I in the capital of the Corporation (the “Series I Shares”) on a bought deal basis, for gross proceeds of $150 million. The Series I Shares will be priced at $25.00 per share and will carry an annual dividend yield of 5.65%. Closing is expected on or about November 20, 2025. The issue will be underwritten by a syndicate of underwriters led by BMO Capital Markets, RBC Capital Markets and Scotiabank.

[…] PerpetualDiscounts now yield 5.63%, equivalent to 7.32% interest at the standard conversion factor of 1.3x. Long corporates yielded 4.74% on 2025-11-26, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has widened sharply to 260bp from the 240bp reported November 12. […]

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