Market Action

November 27, 2025

A very sleepy day for the Canadian preferred share market!

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 0.5669 % 2,406.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5669 % 4,563.4
Floater 5.99 % 6.27 % 58,302 13.44 3 0.5669 % 2,629.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1503 % 3,642.2
SplitShare 4.79 % 4.50 % 73,602 3.24 5 -0.1503 % 4,349.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1503 % 3,393.7
Perpetual-Premium 5.69 % 5.53 % 72,120 6.86 7 -0.1134 % 3,082.5
Perpetual-Discount 5.55 % 5.64 % 49,223 14.40 27 -0.0765 % 3,375.2
FixedReset Disc 5.95 % 5.99 % 104,134 13.65 29 0.0140 % 3,065.4
Insurance Straight 5.46 % 5.54 % 57,780 14.46 21 0.6737 % 3,327.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0140 % 3,646.6
FixedReset Prem 5.86 % 4.91 % 106,733 2.67 22 0.1005 % 2,642.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0140 % 3,133.4
FixedReset Ins Non 5.23 % 5.32 % 62,902 14.57 15 0.2969 % 3,066.5
Performance Highlights
Issue Index Change Notes
BN.PF.G FixedReset Disc -7.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 21.73
Evaluated at bid price : 22.10
Bid-YTW : 6.46 %
POW.PR.A Perpetual-Discount -4.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 5.94 %
BN.PF.D Perpetual-Discount -3.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.06 %
MFC.PR.N FixedReset Ins Non -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 22.70
Evaluated at bid price : 23.73
Bid-YTW : 5.31 %
IFC.PR.F Insurance Straight -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 23.56
Evaluated at bid price : 23.85
Bid-YTW : 5.64 %
GWO.PR.T Insurance Straight 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 23.16
Evaluated at bid price : 23.42
Bid-YTW : 5.58 %
PWF.PR.A Floater 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 13.76
Evaluated at bid price : 13.76
Bid-YTW : 5.71 %
GWO.PR.M Insurance Straight 1.50 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-27
Maturity Price : 25.00
Evaluated at bid price : 25.78
Bid-YTW : -19.67 %
IFC.PR.G FixedReset Ins Non 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 23.60
Evaluated at bid price : 25.45
Bid-YTW : 5.32 %
SLF.PR.C Insurance Straight 1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.19 %
PWF.PR.E Perpetual-Discount 1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 24.18
Evaluated at bid price : 24.44
Bid-YTW : 5.68 %
ENB.PR.J FixedReset Disc 2.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 21.86
Evaluated at bid price : 22.17
Bid-YTW : 6.20 %
MFC.PR.F FixedReset Ins Non 3.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 5.69 %
BN.PF.B FixedReset Disc 3.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 22.86
Evaluated at bid price : 23.85
Bid-YTW : 5.88 %
PWF.PF.A Perpetual-Discount 6.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 20.43
Evaluated at bid price : 20.43
Bid-YTW : 5.57 %
MFC.PR.C Insurance Straight 7.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 21.26
Evaluated at bid price : 21.53
Bid-YTW : 5.22 %
Volume Highlights
Issue Index Shares
Traded
Notes
CU.PR.K Perpetual-Discount 487,376 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 24.57
Evaluated at bid price : 24.96
Bid-YTW : 5.63 %
BN.PF.M FixedReset Prem 118,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 5.03 %
BN.PR.T FixedReset Disc 77,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 20.11
Evaluated at bid price : 20.11
Bid-YTW : 6.26 %
POW.PR.I Perpetual-Discount 43,016 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 24.62
Evaluated at bid price : 25.02
Bid-YTW : 5.67 %
ENB.PF.G FixedReset Disc 30,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 21.73
Evaluated at bid price : 22.12
Bid-YTW : 6.24 %
IFC.PR.A FixedReset Ins Non 30,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.39 %
There were 8 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
BN.PF.G FixedReset Disc Quote: 22.10 – 24.34
Spot Rate : 2.2400
Average : 1.3478

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 21.73
Evaluated at bid price : 22.10
Bid-YTW : 6.46 %

POW.PR.A Perpetual-Discount Quote: 23.90 – 25.75
Spot Rate : 1.8500
Average : 1.3267

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 5.94 %

MFC.PR.L FixedReset Ins Non Quote: 23.00 – 25.00
Spot Rate : 2.0000
Average : 1.5099

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 22.38
Evaluated at bid price : 23.00
Bid-YTW : 5.53 %

CU.PR.G Perpetual-Discount Quote: 20.50 – 22.00
Spot Rate : 1.5000
Average : 1.0814

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.52 %

BN.PF.J FixedReset Prem Quote: 25.70 – 26.70
Spot Rate : 1.0000
Average : 0.7108

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : 5.34 %

BN.PF.D Perpetual-Discount Quote: 20.60 – 21.75
Spot Rate : 1.1500
Average : 0.8912

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-27
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.06 %

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