Market Action

December 1, 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 -0.8687 % 2,392.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.8687 % 4,536.6
Floater 6.02 % 6.28 % 57,432 13.43 3 -0.8687 % 2,614.4
OpRet 0.00 % 0.00 % 0 0.00 0 0.1824 % 3,646.0
SplitShare 4.79 % 4.49 % 70,118 3.22 5 0.1824 % 4,354.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1824 % 3,397.2
Perpetual-Premium 5.66 % -5.22 % 74,801 0.09 7 0.3337 % 3,102.4
Perpetual-Discount 5.52 % 5.62 % 50,015 14.46 28 -0.4128 % 3,389.7
FixedReset Disc 5.85 % 5.91 % 104,661 13.67 32 0.0512 % 3,096.9
Insurance Straight 5.43 % 5.52 % 57,611 14.51 21 0.1590 % 3,345.1
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0512 % 3,684.1
FixedReset Prem 5.93 % 4.91 % 109,422 2.66 20 0.0791 % 2,646.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0512 % 3,165.7
FixedReset Ins Non 5.39 % 5.34 % 75,546 14.45 13 -1.1800 % 3,043.2
Performance Highlights
Issue Index Change Notes
GWO.PR.N FixedReset Ins Non -10.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.68 %
BN.PF.G FixedReset Disc -8.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.73
Evaluated at bid price : 22.10
Bid-YTW : 6.49 %
PWF.PR.S Perpetual-Discount -5.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.93 %
MFC.PR.L FixedReset Ins Non -5.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 22.38
Evaluated at bid price : 23.00
Bid-YTW : 5.56 %
POW.PR.A Perpetual-Discount -4.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 5.94 %
PWF.PR.K Perpetual-Discount -3.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.38
Evaluated at bid price : 21.65
Bid-YTW : 5.77 %
ENB.PR.F FixedReset Disc -3.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.49 %
MFC.PR.F FixedReset Ins Non -2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 5.93 %
PWF.PR.A Floater -2.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 13.49
Evaluated at bid price : 13.49
Bid-YTW : 5.83 %
ENB.PR.D FixedReset Disc -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 6.41 %
BN.PR.N Perpetual-Discount -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 5.83 %
ENB.PR.Y FixedReset Disc 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.14
Evaluated at bid price : 21.14
Bid-YTW : 6.20 %
FTS.PR.F Perpetual-Discount 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 5.25 %
BN.PF.E FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 22.07
Evaluated at bid price : 22.60
Bid-YTW : 5.95 %
ENB.PF.G FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.97
Evaluated at bid price : 22.48
Bid-YTW : 6.16 %
ENB.PR.J FixedReset Disc 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.99
Evaluated at bid price : 22.35
Bid-YTW : 6.17 %
PWF.PR.T FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 23.35
Evaluated at bid price : 25.00
Bid-YTW : 5.21 %
PWF.PR.H Perpetual-Premium 1.40 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : -5.22 %
ENB.PF.C FixedReset Disc 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.82
Evaluated at bid price : 22.21
Bid-YTW : 6.15 %
PWF.PR.P FixedReset Disc 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 18.65
Evaluated at bid price : 18.65
Bid-YTW : 5.91 %
POW.PR.B Perpetual-Discount 1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 24.16
Evaluated at bid price : 24.41
Bid-YTW : 5.55 %
FTS.PR.G FixedReset Disc 1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 23.37
Evaluated at bid price : 24.85
Bid-YTW : 5.10 %
GWO.PR.L Insurance Straight 2.09 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.42
Bid-YTW : -3.24 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.I FixedReset Disc 765,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.14
Bid-YTW : 3.31 %
BN.PF.M FixedReset Prem 71,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 4.91 %
CU.PR.K Perpetual-Discount 65,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 24.62
Evaluated at bid price : 25.01
Bid-YTW : 5.62 %
GWO.PR.N FixedReset Ins Non 52,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.68 %
GWO.PR.P Insurance Straight 44,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 24.16
Evaluated at bid price : 24.42
Bid-YTW : 5.62 %
IFC.PR.G FixedReset Ins Non 44,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 23.65
Evaluated at bid price : 25.59
Bid-YTW : 5.32 %
There were 20 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
GWO.PR.N FixedReset Ins Non Quote: 15.46 – 18.20
Spot Rate : 2.7400
Average : 1.7553

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.68 %

ENB.PF.G FixedReset Disc Quote: 22.48 – 24.75
Spot Rate : 2.2700
Average : 1.3526

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.97
Evaluated at bid price : 22.48
Bid-YTW : 6.16 %

BN.PF.G FixedReset Disc Quote: 22.10 – 24.48
Spot Rate : 2.3800
Average : 1.6063

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 21.73
Evaluated at bid price : 22.10
Bid-YTW : 6.49 %

MFC.PR.F FixedReset Ins Non Quote: 17.52 – 19.25
Spot Rate : 1.7300
Average : 1.2214

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 5.93 %

GWO.PR.Z Insurance Straight Quote: 25.50 – 26.50
Spot Rate : 1.0000
Average : 0.6154

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 5.60 %

POW.PR.A Perpetual-Discount Quote: 23.90 – 25.75
Spot Rate : 1.8500
Average : 1.4815

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-01
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 5.94 %

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