Market Action

August 7, 2025

Today’s Survey of Consumer Expectations shows assertions of slowing inflation are not universally accepted:

July Survey: Inflation Expectations Up at Short- and Longer-Term Horizons, Unchanged at Medium-Term

Median inflation expectations increased to 3.1 percent from 3.0 percent at the one-year-ahead horizon and to 2.9 percent from 2.6 percent at the five-year-ahead horizon. Expectations remained steady at 3.0 percent at the three-year-ahead horizon.

Households’ perceptions about their current financial situation compared to a year ago and expectations about their year-ahead financial situation both improved. Smaller shares of respondents reported that their households are worse off than a year ago or are expecting to be worse off a year from now.

The mean expected probability that the U.S. unemployment rate will be higher one year from now dropped 2.3 percentage points (ppt) to 37.4 percent, the lowest reading since January 2025. However, the mean perceived probability of losing one’s job in the next twelve months increased by 0.4 ppt to 14.4 percent.

Perceptions of credit access compared to a year ago deteriorated slightly, with the net share of households reporting that it is easier versus harder to get credit decreasing. Conversely, expectations for future credit availability improved, with the net share of respondents expecting it to be easier versus harder to obtain credit a year from now increasing slightly.

For more details:
Press Release: Inflation Expectations Tick Up; Consumers More Optimistic about Taxes and Their Financial Situations

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 6.92 % 7.37 % 35,841 13.06 1 -0.3115 % 2,391.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.2029 % 4,599.7
Floater 6.61 % 6.90 % 42,093 12.64 3 -0.2029 % 2,650.8
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1232 % 3,682.3
SplitShare 4.75 % 4.23 % 48,844 2.40 7 -0.1232 % 4,397.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1232 % 3,431.0
Perpetual-Premium 5.83 % -2.43 % 115,218 0.08 2 0.1596 % 3,058.7
Perpetual-Discount 5.61 % 5.74 % 43,436 14.27 30 -0.1724 % 3,335.5
FixedReset Disc 5.62 % 6.18 % 115,318 13.30 37 -0.6049 % 3,023.0
Insurance Straight 5.50 % 5.61 % 61,177 14.45 18 1.3491 % 3,285.5
FloatingReset 5.28 % 5.33 % 35,978 14.88 1 0.0808 % 3,735.6
FixedReset Prem 5.88 % 5.05 % 116,055 2.55 17 -0.2253 % 2,629.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.6049 % 3,090.1
FixedReset Ins Non 5.31 % 5.62 % 72,376 14.18 15 -1.6716 % 3,015.8
Performance Highlights
Issue Index Change Notes
GWO.PR.N FixedReset Ins Non -15.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.81 %
MFC.PR.Q FixedReset Ins Non -9.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.45
Evaluated at bid price : 23.00
Bid-YTW : 6.14 %
BN.PR.T FixedReset Disc -9.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.04 %
BN.PR.R FixedReset Disc -6.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 6.77 %
SLF.PR.G FixedReset Ins Non -3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.08 %
FTS.PR.M FixedReset Disc -2.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.48
Evaluated at bid price : 23.30
Bid-YTW : 5.91 %
BN.PF.E FixedReset Disc -2.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 6.42 %
MFC.PR.F FixedReset Ins Non -1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 5.95 %
BN.PF.F FixedReset Disc -1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.28
Evaluated at bid price : 22.92
Bid-YTW : 6.40 %
ENB.PR.J FixedReset Disc -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.98
Evaluated at bid price : 22.37
Bid-YTW : 6.41 %
TD.PF.I FixedReset Prem -1.03 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.49 %
NA.PR.G FixedReset Prem -1.01 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.39
Bid-YTW : 5.17 %
NA.PR.C FixedReset Prem -1.00 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.60
Bid-YTW : 4.01 %
RY.PR.S FixedReset Prem 1.07 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 4.17 %
GWO.PR.P Insurance Straight 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 23.97
Evaluated at bid price : 24.22
Bid-YTW : 5.64 %
GWO.PR.Q Insurance Straight 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 5.73 %
MFC.PR.C Insurance Straight 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.33 %
IFC.PR.C FixedReset Ins Non 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 23.14
Evaluated at bid price : 23.65
Bid-YTW : 5.78 %
SLF.PR.C Insurance Straight 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.42
Evaluated at bid price : 21.68
Bid-YTW : 5.18 %
GWO.PR.G Insurance Straight 3.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.80
Evaluated at bid price : 23.08
Bid-YTW : 5.70 %
MFC.PR.B Insurance Straight 4.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.45 %
GWO.PR.H Insurance Straight 9.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.80
Evaluated at bid price : 22.04
Bid-YTW : 5.56 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.G FixedReset Disc 88,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.25
Evaluated at bid price : 22.95
Bid-YTW : 6.32 %
GWO.PR.P Insurance Straight 42,024 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 23.97
Evaluated at bid price : 24.22
Bid-YTW : 5.64 %
MFC.PR.B Insurance Straight 40,446 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.45 %
CM.PR.S FixedReset Prem 34,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 25.70
Evaluated at bid price : 25.70
Bid-YTW : 5.36 %
SLF.PR.E Insurance Straight 27,164 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.32 %
PWF.PR.Z Perpetual-Discount 26,508 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.09
Evaluated at bid price : 22.44
Bid-YTW : 5.77 %
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
GWO.PR.N FixedReset Ins Non Quote: 15.46 – 18.49
Spot Rate : 3.0300
Average : 1.6303

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.81 %

MFC.PR.Q FixedReset Ins Non Quote: 23.00 – 25.50
Spot Rate : 2.5000
Average : 1.3943

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.45
Evaluated at bid price : 23.00
Bid-YTW : 6.14 %

BN.PR.T FixedReset Disc Quote: 18.30 – 20.32
Spot Rate : 2.0200
Average : 1.1461

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.04 %

IFC.PR.G FixedReset Ins Non Quote: 25.10 – 26.10
Spot Rate : 1.0000
Average : 0.6175

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 23.43
Evaluated at bid price : 25.10
Bid-YTW : 5.55 %

BN.PR.R FixedReset Disc Quote: 19.10 – 20.62
Spot Rate : 1.5200
Average : 1.2834

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 6.77 %

FTS.PR.M FixedReset Disc Quote: 23.30 – 24.00
Spot Rate : 0.7000
Average : 0.4677

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-07
Maturity Price : 22.48
Evaluated at bid price : 23.30
Bid-YTW : 5.91 %

Leave a Reply