Market Action

November 17, 2025

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 0.0256 % 2,412.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0256 % 4,574.0
Floater 5.97 % 6.26 % 56,046 13.47 3 0.0256 % 2,636.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,686.6
SplitShare 4.74 % 4.76 % 66,686 3.23 5 0.0000 % 4,402.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,435.1
Perpetual-Premium 5.67 % 5.52 % 76,511 6.89 7 0.0226 % 3,093.3
Perpetual-Discount 5.55 % 5.61 % 48,504 14.45 25 -0.6505 % 3,371.2
FixedReset Disc 5.85 % 6.10 % 113,993 13.63 30 -0.9319 % 3,060.0
Insurance Straight 5.45 % 5.55 % 57,942 14.51 21 -0.2085 % 3,333.3
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.9319 % 3,640.2
FixedReset Prem 5.88 % 4.93 % 108,502 2.74 21 0.0573 % 2,635.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.9319 % 3,128.0
FixedReset Ins Non 5.17 % 5.36 % 63,729 14.44 15 -0.0632 % 3,098.5
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -19.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.32 %
SLF.PR.E Insurance Straight -8.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.75 %
BN.PF.G FixedReset Disc -8.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.82
Evaluated at bid price : 22.24
Bid-YTW : 6.43 %
PWF.PF.A Perpetual-Discount -7.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.98 %
PWF.PR.P FixedReset Disc -4.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 6.24 %
ENB.PF.E FixedReset Disc -2.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 6.40 %
BN.PF.D Perpetual-Discount -2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.87 %
BN.PF.B FixedReset Disc -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 22.43
Evaluated at bid price : 23.05
Bid-YTW : 6.13 %
SLF.PR.H FixedReset Ins Non -1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.78
Evaluated at bid price : 22.25
Bid-YTW : 5.48 %
ENB.PF.C FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.39
Evaluated at bid price : 21.70
Bid-YTW : 6.29 %
ENB.PR.D FixedReset Disc -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 20.84
Evaluated at bid price : 20.84
Bid-YTW : 6.27 %
BN.PF.H FixedReset Prem -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 24.05
Evaluated at bid price : 25.00
Bid-YTW : 7.02 %
FTS.PR.J Perpetual-Discount 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 22.35
Evaluated at bid price : 22.62
Bid-YTW : 5.26 %
MFC.PR.M FixedReset Ins Non 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 23.11
Evaluated at bid price : 24.65
Bid-YTW : 5.33 %
FTS.PR.F Perpetual-Discount 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.15 %
TD.PF.J FixedReset Prem 2.16 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.16 %
IFC.PR.F Insurance Straight 2.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 23.76
Evaluated at bid price : 24.05
Bid-YTW : 5.58 %
GWO.PR.I Insurance Straight 2.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.06
Evaluated at bid price : 21.06
Bid-YTW : 5.43 %
CU.PR.J Perpetual-Discount 9.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.56
Evaluated at bid price : 21.56
Bid-YTW : 5.53 %
Volume Highlights
Issue Index Shares
Traded
Notes
CU.PR.I FixedReset Prem 65,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 5.48 %
IFC.PR.M Perpetual-Premium 56,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 24.62
Evaluated at bid price : 25.02
Bid-YTW : 5.52 %
FFH.PR.K FixedReset Prem 54,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 3.91 %
POW.PR.H Perpetual-Premium 44,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 5.63 %
PVS.PR.H SplitShare 33,000 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 4.83 %
ENB.PR.D FixedReset Disc 24,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 20.84
Evaluated at bid price : 20.84
Bid-YTW : 6.27 %
There were 6 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: 16.60 – 22.42
Spot Rate : 5.8200
Average : 3.8272

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.32 %

BN.PF.G FixedReset Disc Quote: 22.24 – 24.48
Spot Rate : 2.2400
Average : 1.3038

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.82
Evaluated at bid price : 22.24
Bid-YTW : 6.43 %

PWF.PF.A Perpetual-Discount Quote: 19.00 – 20.99
Spot Rate : 1.9900
Average : 1.1870

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.98 %

SLF.PR.E Insurance Straight Quote: 19.90 – 22.00
Spot Rate : 2.1000
Average : 1.4930

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.75 %

BN.PF.D Perpetual-Discount Quote: 21.20 – 22.27
Spot Rate : 1.0700
Average : 0.6755

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.87 %

PWF.PR.P FixedReset Disc Quote: 17.60 – 18.65
Spot Rate : 1.0500
Average : 0.7362

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-17
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 6.24 %

2 comments November 17, 2025

Yomgui says:

Hello!

Since it is not really new, I apologize if it has already been mentioned but we have a new perpetual issue from CU INC.

https://www.newswire.ca/news-releases/canadian-utilities-limited-announces-preferred-share-issue-860357210.html

It will pay 5.6%.

jiHymas says:

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