Market Action

December 4, 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 0.1024 % 2,410.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1024 % 4,570.5
Floater 5.98 % 6.27 % 61,612 13.44 3 0.1024 % 2,634.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.2366 % 3,667.6
SplitShare 4.76 % 4.24 % 68,306 1.20 5 0.2366 % 4,379.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2366 % 3,417.4
Perpetual-Premium 5.64 % -10.20 % 71,784 0.09 7 -0.2356 % 3,110.3
Perpetual-Discount 5.48 % 5.57 % 50,437 14.50 28 0.0435 % 3,417.5
FixedReset Disc 5.84 % 5.87 % 102,211 13.76 31 0.1635 % 3,125.3
Insurance Straight 5.48 % 5.46 % 61,108 14.63 21 0.1499 % 3,316.8
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.1635 % 3,717.8
FixedReset Prem 5.91 % 4.76 % 103,796 2.66 20 -0.0115 % 2,656.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1635 % 3,194.7
FixedReset Ins Non 5.28 % 5.32 % 83,096 14.65 13 1.0179 % 3,104.2
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -4.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 20.94
Evaluated at bid price : 20.94
Bid-YTW : 5.81 %
GWO.PR.S Insurance Straight -3.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 23.07
Evaluated at bid price : 23.33
Bid-YTW : 5.62 %
SLF.PR.E Insurance Straight -2.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.22
Evaluated at bid price : 21.22
Bid-YTW : 5.31 %
ENB.PF.A FixedReset Disc -2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.90
Evaluated at bid price : 22.30
Bid-YTW : 6.21 %
POW.PR.G Perpetual-Discount -2.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 24.20
Evaluated at bid price : 24.46
Bid-YTW : 5.81 %
BN.PF.G FixedReset Disc -2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 22.81
Evaluated at bid price : 24.00
Bid-YTW : 5.93 %
GWO.PR.Q Insurance Straight -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 5.59 %
SLF.PR.G FixedReset Ins Non -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 19.44
Evaluated at bid price : 19.44
Bid-YTW : 5.42 %
IFC.PR.I Insurance Straight -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 24.31
Evaluated at bid price : 24.60
Bid-YTW : 5.58 %
PVS.PR.M SplitShare 1.06 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : 4.58 %
BN.PR.N Perpetual-Discount 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.02
Evaluated at bid price : 21.02
Bid-YTW : 5.76 %
CU.PR.J Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.52
Evaluated at bid price : 21.85
Bid-YTW : 5.46 %
FTS.PR.H FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.60 %
BN.PR.Z FixedReset Disc 1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 23.58
Evaluated at bid price : 25.04
Bid-YTW : 5.83 %
PWF.PR.L Perpetual-Discount 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 22.97
Evaluated at bid price : 23.24
Bid-YTW : 5.54 %
MFC.PR.J FixedReset Ins Non 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 23.64
Evaluated at bid price : 25.35
Bid-YTW : 5.36 %
ENB.PF.C FixedReset Disc 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.86
Evaluated at bid price : 22.26
Bid-YTW : 6.14 %
POW.PR.B Perpetual-Discount 2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.53 %
CU.PR.F Perpetual-Discount 2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 5.38 %
GWO.PR.Y Insurance Straight 4.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 20.86
Evaluated at bid price : 20.86
Bid-YTW : 5.40 %
ENB.PR.F FixedReset Disc 4.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.41
Evaluated at bid price : 21.75
Bid-YTW : 6.17 %
BN.PF.E FixedReset Disc 5.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 22.26
Evaluated at bid price : 22.90
Bid-YTW : 5.86 %
GWO.PR.T Insurance Straight 5.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.15 %
GWO.PR.N FixedReset Ins Non 18.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 18.36
Evaluated at bid price : 18.36
Bid-YTW : 5.58 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.I FixedReset Disc 301,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 25.15
Bid-YTW : 4.58 %
BN.PF.H FixedReset Prem 203,553 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-30
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 5.42 %
BN.PF.G FixedReset Disc 161,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 22.81
Evaluated at bid price : 24.00
Bid-YTW : 5.93 %
SLF.PR.G FixedReset Ins Non 141,867 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 19.44
Evaluated at bid price : 19.44
Bid-YTW : 5.42 %
FTS.PR.H FixedReset Disc 102,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.60 %
BN.PF.E FixedReset Disc 85,389 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 22.26
Evaluated at bid price : 22.90
Bid-YTW : 5.86 %
There were 9 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.PR.R FixedReset Disc Quote: 20.70 – 22.00
Spot Rate : 1.3000
Average : 0.8501

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 20.70
Evaluated at bid price : 20.70
Bid-YTW : 6.15 %

PVS.PR.L SplitShare Quote: 26.15 – 27.15
Spot Rate : 1.0000
Average : 0.6190

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-03
Maturity Price : 26.00
Evaluated at bid price : 26.15
Bid-YTW : -2.24 %

CU.PR.G Perpetual-Discount Quote: 20.93 – 22.00
Spot Rate : 1.0700
Average : 0.7842

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 20.93
Evaluated at bid price : 20.93
Bid-YTW : 5.42 %

POW.PR.G Perpetual-Discount Quote: 24.46 – 25.16
Spot Rate : 0.7000
Average : 0.4376

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 24.20
Evaluated at bid price : 24.46
Bid-YTW : 5.81 %

GWO.PR.S Insurance Straight Quote: 23.33 – 24.18
Spot Rate : 0.8500
Average : 0.6150

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 23.07
Evaluated at bid price : 23.33
Bid-YTW : 5.62 %

SLF.PR.E Insurance Straight Quote: 21.22 – 21.94
Spot Rate : 0.7200
Average : 0.4888

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-04
Maturity Price : 21.22
Evaluated at bid price : 21.22
Bid-YTW : 5.31 %

Leave a Reply