Market Action

November 13, 2025

Carnage and despair was the order of the day:

Wall Street ended sharply lower on Thursday, with steep losses in Nvidia and other AI heavyweights, as investors scaled back expectations of interest rate cuts due to inflation worries and divisions among central bankers about the U.S. economy’s health. The selloff extended to Canada, where the main index posted its biggest decline in seven months, with tech stocks leading the fall.

All three major U.S. stock indexes posted their steepest daily percentage declines in over a month. The U.S. government reopened after a record 43-day shutdown that had worried investors and disrupted the flow of economic data.

A growing number of Federal Reserve policymakers in recent days have signaled hesitation about further interest rate cuts, pushing financial market-based odds of a reduction in borrowing costs in December to near even. Fed officials who spoke recently cited worries about inflation and signs of relative stability in the labour market after two U.S. interest rate cuts this year.

Traders are pricing in about a 47% chance of a 25-basis-point rate cut in December, lower than last week’s 70% probability, according to CME Group’s FedWatch tool.

Shares fell for some of the U.S. stock market’s strongest performers in recent years, as investors fretted about high valuations fueled by optimism about artificial intelligence.

Nvidia, the world’s most valuable company, dropped 3.6%, Tesla fell 6.6% and Broadcom declined 4.3%.

The S&P 500 declined 1.66% to end the session at 6,737.49 points. The Nasdaq fell 2.29% to 22,870.36 points, while the Dow Jones Industrial Average declined 1.65% to 47,457.22 points.

The S&P/TSX composite index ended down 573.94 points, or 1.9%, at 30,253.64, after posting a record high closing level on Wednesday.

Canadian preferreds got off lightly, with the TXPR Price Index down 22bp.

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 0.1276 % 2,419.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1276 % 4,586.8
Floater 5.96 % 6.24 % 57,631 13.51 3 0.1276 % 2,643.4
OpRet 0.00 % 0.00 % 0 0.00 0 -0.3744 % 3,685.2
SplitShare 4.74 % 4.56 % 66,290 3.24 5 -0.3744 % 4,400.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.3744 % 3,433.8
Perpetual-Premium 5.67 % -2.44 % 79,514 0.09 7 -0.5340 % 3,095.9
Perpetual-Discount 5.46 % 5.57 % 48,809 14.54 25 -0.7836 % 3,424.9
FixedReset Disc 5.78 % 6.00 % 106,213 13.72 30 -0.9970 % 3,095.8
Insurance Straight 5.44 % 5.49 % 59,861 14.59 21 -1.5198 % 3,341.6
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.9970 % 3,682.8
FixedReset Prem 5.89 % 4.99 % 110,275 2.71 21 -0.4271 % 2,633.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.9970 % 3,164.6
FixedReset Ins Non 5.18 % 5.33 % 64,280 14.49 15 -0.3439 % 3,094.8
Performance Highlights
Issue Index Change Notes
SLF.PR.E Insurance Straight -10.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.74 %
PWF.PR.P FixedReset Disc -4.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 6.20 %
ENB.PR.F FixedReset Disc -3.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 6.47 %
BN.PF.B FixedReset Disc -3.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.41
Evaluated at bid price : 23.03
Bid-YTW : 6.10 %
GWO.PR.L Insurance Straight -3.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 5.75 %
IFC.PR.C FixedReset Ins Non -2.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.00
Evaluated at bid price : 23.60
Bid-YTW : 5.66 %
CU.PR.C FixedReset Disc -2.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.93
Evaluated at bid price : 23.35
Bid-YTW : 5.52 %
ENB.PR.N FixedReset Disc -2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.97
Evaluated at bid price : 24.00
Bid-YTW : 5.99 %
BN.PF.I FixedReset Prem -2.68 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.06
Bid-YTW : 5.74 %
FTS.PR.K FixedReset Disc -2.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.28
Evaluated at bid price : 22.79
Bid-YTW : 5.51 %
POW.PR.D Perpetual-Discount -2.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 5.55 %
GWO.PR.M Insurance Straight -2.25 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-13
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 2.12 %
POW.PR.H Perpetual-Premium -2.16 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.39
Bid-YTW : 5.69 %
BN.PF.A FixedReset Prem -2.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.45
Evaluated at bid price : 25.15
Bid-YTW : 5.84 %
PWF.PF.A Perpetual-Discount -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.46 %
GWO.PR.I Insurance Straight -1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.39 %
CU.PR.F Perpetual-Discount -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 20.81
Evaluated at bid price : 20.81
Bid-YTW : 5.43 %
PWF.PR.Z Perpetual-Discount -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.91
Evaluated at bid price : 23.18
Bid-YTW : 5.59 %
POW.PR.A Perpetual-Discount -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 24.68
Evaluated at bid price : 25.00
Bid-YTW : 5.65 %
BN.PF.J FixedReset Prem -1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.66
Evaluated at bid price : 25.30
Bid-YTW : 5.86 %
PWF.PR.L Perpetual-Discount -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.77
Evaluated at bid price : 23.05
Bid-YTW : 5.57 %
FTS.PR.G FixedReset Disc -1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.28
Evaluated at bid price : 24.63
Bid-YTW : 5.22 %
GWO.PR.Q Insurance Straight -1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.23
Evaluated at bid price : 23.53
Bid-YTW : 5.54 %
GWO.PR.Z Insurance Straight -1.56 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 5.67 %
PWF.PR.E Perpetual-Discount -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.65 %
PWF.PR.R Perpetual-Discount -1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 24.20
Evaluated at bid price : 24.49
Bid-YTW : 5.65 %
BN.PF.C Perpetual-Discount -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.75 %
GWO.PR.P Insurance Straight -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 24.16
Evaluated at bid price : 24.41
Bid-YTW : 5.60 %
BN.PR.Z FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.40
Evaluated at bid price : 24.60
Bid-YTW : 5.90 %
PWF.PR.T FixedReset Disc -1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.16
Evaluated at bid price : 24.50
Bid-YTW : 5.30 %
IFC.PR.E Insurance Straight -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.64
Evaluated at bid price : 23.90
Bid-YTW : 5.51 %
ENB.PR.T FixedReset Disc -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.56
Evaluated at bid price : 23.32
Bid-YTW : 6.00 %
BIP.PR.E FixedReset Prem -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.60
Evaluated at bid price : 25.31
Bid-YTW : 5.84 %
SLF.PR.D Insurance Straight -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.59
Evaluated at bid price : 21.85
Bid-YTW : 5.15 %
SLF.PR.C Insurance Straight -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.59
Evaluated at bid price : 21.85
Bid-YTW : 5.15 %
BN.PF.E FixedReset Disc -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.63
Evaluated at bid price : 21.95
Bid-YTW : 6.09 %
MFC.PR.B Insurance Straight -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.01
Evaluated at bid price : 22.25
Bid-YTW : 5.30 %
IFC.PR.A FixedReset Ins Non -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.39
Evaluated at bid price : 21.71
Bid-YTW : 5.27 %
ENB.PR.A Perpetual-Discount -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 24.82
Evaluated at bid price : 25.04
Bid-YTW : 5.59 %
IFC.PR.G FixedReset Ins Non -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.46
Evaluated at bid price : 25.05
Bid-YTW : 5.41 %
GWO.PR.R Insurance Straight -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.91
Evaluated at bid price : 22.15
Bid-YTW : 5.48 %
SLF.PR.G FixedReset Ins Non 2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.52 %
CIU.PR.A Perpetual-Discount 2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.50 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.K FixedReset Prem 269,407 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 4.03 %
IFC.PR.M Perpetual-Premium 180,172 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 24.43
Evaluated at bid price : 24.82
Bid-YTW : 5.56 %
RY.PR.M FixedReset Disc 100,249 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-24
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 4.70 %
GWO.PR.Z Insurance Straight 57,830 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 5.67 %
CU.PR.I FixedReset Prem 55,315 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 24.96
Bid-YTW : 5.31 %
POW.PR.H Perpetual-Premium 52,190 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.39
Bid-YTW : 5.69 %
There were 16 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
SLF.PR.E Insurance Straight Quote: 19.90 – 22.45
Spot Rate : 2.5500
Average : 1.4276

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.74 %

CU.PR.C FixedReset Disc Quote: 23.35 – 24.90
Spot Rate : 1.5500
Average : 1.0675

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.93
Evaluated at bid price : 23.35
Bid-YTW : 5.52 %

ENB.PR.F FixedReset Disc Quote: 21.05 – 22.35
Spot Rate : 1.3000
Average : 0.8319

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 6.47 %

IFC.PR.C FixedReset Ins Non Quote: 23.60 – 24.60
Spot Rate : 1.0000
Average : 0.6201

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 23.00
Evaluated at bid price : 23.60
Bid-YTW : 5.66 %

PWF.PR.S Perpetual-Discount Quote: 20.50 – 22.38
Spot Rate : 1.8800
Average : 1.5022

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.91 %

ENB.PR.N FixedReset Disc Quote: 24.00 – 24.87
Spot Rate : 0.8700
Average : 0.5166

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-13
Maturity Price : 22.97
Evaluated at bid price : 24.00
Bid-YTW : 5.99 %

Leave a Reply