Market Action

December 12, 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 -0.1014 % 2,429.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1014 % 4,606.7
Floater 5.93 % 6.22 % 66,360 13.49 3 -0.1014 % 2,654.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.0787 % 3,667.6
SplitShare 4.76 % 3.79 % 73,162 1.18 5 0.0787 % 4,379.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0787 % 3,417.4
Perpetual-Premium 5.64 % -0.80 % 80,557 0.09 7 0.3441 % 3,111.0
Perpetual-Discount 5.53 % 5.62 % 50,389 14.43 26 0.2783 % 3,421.9
FixedReset Disc 5.83 % 6.08 % 108,227 13.50 31 0.3542 % 3,129.7
Insurance Straight 5.52 % 5.52 % 60,110 14.56 21 -0.4341 % 3,289.0
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.3542 % 3,723.1
FixedReset Prem 5.90 % 4.64 % 99,911 2.24 20 -0.0844 % 2,657.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3542 % 3,199.2
FixedReset Ins Non 5.31 % 5.54 % 83,988 14.36 13 -1.0778 % 3,088.9
Performance Highlights
Issue Index Change Notes
GWO.PR.N FixedReset Ins Non -15.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 15.50
Evaluated at bid price : 15.50
Bid-YTW : 6.98 %
GWO.PR.Y Insurance Straight -6.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 6.07 %
SLF.PR.C Insurance Straight -3.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.06
Evaluated at bid price : 21.06
Bid-YTW : 5.30 %
GWO.PR.I Insurance Straight -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.51 %
TD.PF.I FixedReset Prem -1.91 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 3.96 %
MFC.PR.N FixedReset Ins Non -1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 22.93
Evaluated at bid price : 24.24
Bid-YTW : 5.40 %
GWO.PR.S Insurance Straight -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 23.07
Evaluated at bid price : 23.33
Bid-YTW : 5.63 %
IFC.PR.C FixedReset Ins Non -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 23.72
Evaluated at bid price : 24.30
Bid-YTW : 5.77 %
CU.PR.F Perpetual-Discount 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 5.43 %
PWF.PR.H Perpetual-Premium 1.20 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-01-11
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : -0.80 %
PWF.PR.R Perpetual-Discount 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 24.29
Evaluated at bid price : 24.60
Bid-YTW : 5.66 %
ENB.PF.C FixedReset Disc 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.84
Evaluated at bid price : 22.24
Bid-YTW : 6.34 %
CU.PR.H Perpetual-Discount 1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 23.59
Evaluated at bid price : 23.86
Bid-YTW : 5.54 %
SLF.PR.G FixedReset Ins Non 2.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 19.42
Evaluated at bid price : 19.42
Bid-YTW : 5.64 %
GWO.PR.H Insurance Straight 3.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.91
Evaluated at bid price : 22.15
Bid-YTW : 5.48 %
BN.PF.G FixedReset Disc 5.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 22.96
Evaluated at bid price : 24.35
Bid-YTW : 6.01 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.G FixedReset Disc 51,007 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 22.96
Evaluated at bid price : 24.35
Bid-YTW : 6.01 %
BN.PF.C Perpetual-Discount 39,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.33
Evaluated at bid price : 21.33
Bid-YTW : 5.81 %
IFC.PR.A FixedReset Ins Non 38,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.63 %
ENB.PF.E FixedReset Disc 26,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.84
Evaluated at bid price : 22.25
Bid-YTW : 6.32 %
FTS.PR.M FixedReset Disc 25,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 23.11
Evaluated at bid price : 24.60
Bid-YTW : 5.55 %
BN.PR.K Floater 22,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 12.75
Evaluated at bid price : 12.75
Bid-YTW : 6.24 %
There were 6 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: 15.50 – 18.44
Spot Rate : 2.9400
Average : 1.9551

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 15.50
Evaluated at bid price : 15.50
Bid-YTW : 6.98 %

GWO.PR.Y Insurance Straight Quote: 18.60 – 21.04
Spot Rate : 2.4400
Average : 1.7375

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 6.07 %

BN.PF.M FixedReset Prem Quote: 25.75 – 26.75
Spot Rate : 1.0000
Average : 0.5773

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.75
Bid-YTW : 5.05 %

BN.PF.J FixedReset Prem Quote: 26.00 – 27.00
Spot Rate : 1.0000
Average : 0.6158

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.84 %

SLF.PR.C Insurance Straight Quote: 21.06 – 21.86
Spot Rate : 0.8000
Average : 0.5236

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.06
Evaluated at bid price : 21.06
Bid-YTW : 5.30 %

MFC.PR.C Insurance Straight Quote: 22.00 – 23.00
Spot Rate : 1.0000
Average : 0.7519

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-12-12
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.12 %

7 comments December 12, 2025

Yomgui says:

Hello everyone,
Even though the comment section has become very quiet (unlike a few months ago), I have a question.
Until recently I did not pay too much attention to series that can convert into an other at a set date but things have changed.
Can anyone help me understand why someone would buy BCE.PR.K (fixed reset) at $19.5 when BCE.PR.L (floater) is at $19?
The K series yields 4.2%, the L series 5.4% and you can convert one into the other the 31st of december 2026.
I actually got lucky (I guess) to have an order filled this week at $18.5 for the L since the bid/ask spread was like $18.2-$19.
Since I know I am not smarter than the market, I’d like to know what I am missing.
Thank you for your help 🙂

brian says:

Never underestimate how stupid the market can be!
The mismatched pricing of BCE.pr.L is likely related to it’s extremely low trading volume and subsequent high spreads.

IrateAR says:

You’re not really missing anything, the floaters are typically a better value than the fixed resets, that one included.

As for why someone might buy BCE.PR.K:

– as you noted the spread on the L is large so if you’re not going to hold it to the conversion it’ll be more difficult to sell and you might give back some of that value crossing spreads both ways
– if you’re trying to buy in large blocks it’s less likely that anyone has size in the L given the smaller shares outstanding
– some indexes have K in their index but not L so they would only buy the K

I have also noticed large spreads on the typically smaller outstanding share counts on the floating side of the strong pairs and have been trying to nibble on a few. Managed to get some CVE.PR.B at a good price this summer, but overall it is a hard thing to exploit in my opinion.

Yomgui says:

Thank you for your useful comments.

Since my reasoning doesn’t appear to be flawed, I added some at $18.75 today.
The bid/ask was better at $18.55/$18.75

jiHymas says:

You may also be interested in the theory of Preferred Pairs and the associated calculator. There are also my essays Interconvertibility Part 1 and Interconvertibility Part 2.

Yomgui says:

Thanks a lot!
I have already started but will definitely take the time to review all of this.

The market did not listen to me and BCE.PR.L dropped all the way to $18.05 today ha ha
Not that low but I had some orders filled again today so I am pleased.

As others mentioned, it is true that the K series is much bigger ($383M) vs. L ($29M) and therefore, much more liquid.

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