Market Action

November 18, 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 0.1789 % 2,416.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1789 % 4,582.2
Floater 5.96 % 6.26 % 55,623 13.48 3 0.1789 % 2,640.7
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0078 % 3,686.4
SplitShare 4.74 % 4.77 % 64,534 3.23 5 -0.0078 % 4,402.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0078 % 3,434.8
Perpetual-Premium 5.67 % 5.53 % 76,665 6.89 7 0.0057 % 3,093.5
Perpetual-Discount 5.56 % 5.60 % 47,407 14.48 25 -0.1744 % 3,365.4
FixedReset Disc 5.85 % 6.09 % 113,529 13.60 30 0.0150 % 3,060.5
Insurance Straight 5.46 % 5.53 % 57,697 14.50 21 -0.1489 % 3,328.3
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0150 % 3,640.8
FixedReset Prem 5.89 % 4.98 % 107,328 2.70 21 -0.1219 % 2,632.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0150 % 3,128.5
FixedReset Ins Non 5.18 % 5.38 % 63,246 14.43 15 -0.1925 % 3,092.5
Performance Highlights
Issue Index Change Notes
CU.PR.F Perpetual-Discount -5.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 19.72
Evaluated at bid price : 19.72
Bid-YTW : 5.73 %
ENB.PR.H FixedReset Disc -2.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 21.80
Evaluated at bid price : 22.04
Bid-YTW : 5.83 %
BN.PR.N Perpetual-Discount -2.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.88 %
MFC.PR.C Insurance Straight -1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 21.38
Evaluated at bid price : 21.65
Bid-YTW : 5.27 %
IFC.PR.C FixedReset Ins Non -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 22.90
Evaluated at bid price : 23.50
Bid-YTW : 5.72 %
ENB.PR.J FixedReset Disc -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 21.77
Evaluated at bid price : 22.05
Bid-YTW : 6.25 %
POW.PR.D Perpetual-Discount 1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 22.68
Evaluated at bid price : 22.97
Bid-YTW : 5.50 %
ENB.PR.F FixedReset Disc 2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 21.42
Evaluated at bid price : 21.42
Bid-YTW : 6.27 %
GWO.PR.L Insurance Straight 2.01 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-18
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : -4.49 %
ENB.PF.E FixedReset Disc 2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 21.51
Evaluated at bid price : 21.80
Bid-YTW : 6.25 %
BN.PF.G FixedReset Disc 3.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 22.30
Evaluated at bid price : 23.00
Bid-YTW : 6.20 %
Volume Highlights
Issue Index Shares
Traded
Notes
IFC.PR.M Perpetual-Premium 50,840 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 24.59
Evaluated at bid price : 24.98
Bid-YTW : 5.53 %
FFH.PR.K FixedReset Prem 39,166 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 3.77 %
ENB.PR.D FixedReset Disc 37,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 20.74
Evaluated at bid price : 20.74
Bid-YTW : 6.30 %
IFC.PR.G FixedReset Ins Non 33,975 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 23.58
Evaluated at bid price : 25.40
Bid-YTW : 5.35 %
POW.PR.H Perpetual-Premium 26,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.58
Bid-YTW : 5.59 %
ENB.PR.P FixedReset Disc 11,947 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 21.35
Evaluated at bid price : 21.66
Bid-YTW : 6.28 %
There were 2 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 – 22.28
Spot Rate : 5.6800
Average : 4.7962

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.32 %

CU.PR.G Perpetual-Discount Quote: 20.67 – 22.00
Spot Rate : 1.3300
Average : 0.9017

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 20.67
Evaluated at bid price : 20.67
Bid-YTW : 5.47 %

PWF.PF.A Perpetual-Discount Quote: 19.00 – 20.90
Spot Rate : 1.9000
Average : 1.5599

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.99 %

BN.PR.N Perpetual-Discount Quote: 20.55 – 21.59
Spot Rate : 1.0400
Average : 0.7208

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.88 %

SLF.PR.E Insurance Straight Quote: 19.90 – 22.00
Spot Rate : 2.1000
Average : 1.8104

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.75 %

MFC.PR.B Insurance Straight Quote: 21.86 – 22.75
Spot Rate : 0.8900
Average : 0.6318

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-18
Maturity Price : 21.61
Evaluated at bid price : 21.86
Bid-YTW : 5.40 %

2 comments November 18, 2025

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