Market Action

December 3, 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 -0.1279 % 2,407.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1279 % 4,565.8
Floater 5.98 % 6.27 % 62,332 13.44 3 -0.1279 % 2,631.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.1105 % 3,658.9
SplitShare 4.77 % 4.24 % 70,915 1.20 5 0.1105 % 4,369.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1105 % 3,409.3
Perpetual-Premium 5.63 % -7.64 % 72,615 0.09 7 0.5471 % 3,117.6
Perpetual-Discount 5.48 % 5.59 % 50,020 14.47 28 0.3208 % 3,416.0
FixedReset Disc 5.85 % 5.92 % 102,162 13.74 31 -0.0994 % 3,120.2
Insurance Straight 5.49 % 5.50 % 61,552 14.69 21 -0.3196 % 3,311.8
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0994 % 3,711.8
FixedReset Prem 5.91 % 4.67 % 107,611 2.27 20 0.2272 % 2,656.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0994 % 3,189.4
FixedReset Ins Non 5.34 % 5.32 % 76,898 14.66 13 -1.1326 % 3,072.9
Performance Highlights
Issue Index Change Notes
GWO.PR.N FixedReset Ins Non -15.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.63 %
BN.PF.E FixedReset Disc -5.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.39
Evaluated at bid price : 21.70
Bid-YTW : 6.21 %
ENB.PR.F FixedReset Disc -4.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.49 %
MFC.PR.N FixedReset Ins Non -3.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 22.70
Evaluated at bid price : 23.73
Bid-YTW : 5.34 %
FTS.PR.H FixedReset Disc -1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 5.68 %
ENB.PF.C FixedReset Disc -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.60
Evaluated at bid price : 21.90
Bid-YTW : 6.25 %
BN.PR.Z FixedReset Disc -1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 23.45
Evaluated at bid price : 24.70
Bid-YTW : 5.93 %
BN.PR.N Perpetual-Discount -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 20.78
Evaluated at bid price : 20.78
Bid-YTW : 5.83 %
CU.PR.G Perpetual-Discount -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 20.88
Evaluated at bid price : 20.88
Bid-YTW : 5.43 %
IFC.PR.I Insurance Straight 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 24.61
Evaluated at bid price : 24.89
Bid-YTW : 5.51 %
NA.PR.G FixedReset Prem 1.29 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.65
Bid-YTW : 4.79 %
GWO.PR.H Insurance Straight 1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 22.01
Evaluated at bid price : 22.25
Bid-YTW : 5.44 %
ENB.PF.A FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 22.28
Evaluated at bid price : 22.90
Bid-YTW : 6.03 %
GWO.PR.M Insurance Straight 1.41 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-02
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : -28.60 %
BN.PF.J FixedReset Prem 1.57 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 4.98 %
PWF.PF.A Perpetual-Discount 1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.52 %
PWF.PR.H Perpetual-Premium 1.64 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-02
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : -7.64 %
SLF.PR.G FixedReset Ins Non 1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 19.69
Evaluated at bid price : 19.69
Bid-YTW : 5.35 %
ENB.PR.J FixedReset Disc 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 22.03
Evaluated at bid price : 22.41
Bid-YTW : 6.16 %
FTS.PR.G FixedReset Disc 2.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 23.37
Evaluated at bid price : 24.86
Bid-YTW : 5.10 %
CU.PR.C FixedReset Disc 2.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 24.27
Evaluated at bid price : 24.60
Bid-YTW : 5.29 %
PWF.PR.S Perpetual-Discount 7.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.51 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PR.Z FixedReset Disc 239,134 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 23.45
Evaluated at bid price : 24.70
Bid-YTW : 5.93 %
BN.PF.M FixedReset Prem 237,301 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 4.87 %
ENB.PF.C FixedReset Disc 152,771 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.60
Evaluated at bid price : 21.90
Bid-YTW : 6.25 %
MFC.PR.N FixedReset Ins Non 126,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 22.70
Evaluated at bid price : 23.73
Bid-YTW : 5.34 %
ENB.PF.E FixedReset Disc 124,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.90
Evaluated at bid price : 22.35
Bid-YTW : 6.10 %
ENB.PF.G FixedReset Disc 117,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.99
Evaluated at bid price : 22.50
Bid-YTW : 6.15 %
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 – 18.44
Spot Rate : 2.9800
Average : 1.9953

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.63 %

GWO.PR.T Insurance Straight Quote: 19.84 – 23.55
Spot Rate : 3.7100
Average : 2.9728

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 19.84
Evaluated at bid price : 19.84
Bid-YTW : 6.51 %

ENB.PF.C FixedReset Disc Quote: 21.90 – 24.50
Spot Rate : 2.6000
Average : 1.9855

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.60
Evaluated at bid price : 21.90
Bid-YTW : 6.25 %

BN.PF.E FixedReset Disc Quote: 21.70 – 23.15
Spot Rate : 1.4500
Average : 0.9466

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 21.39
Evaluated at bid price : 21.70
Bid-YTW : 6.21 %

GWO.PR.Y Insurance Straight Quote: 19.96 – 21.50
Spot Rate : 1.5400
Average : 1.1225

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 19.96
Evaluated at bid price : 19.96
Bid-YTW : 5.65 %

ENB.PR.F FixedReset Disc Quote: 20.75 – 21.85
Spot Rate : 1.1000
Average : 0.7795

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-03
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.49 %

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