Market Action

August 11, 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 6.92 % 7.37 % 38,273 13.05 1 0.0000 % 2,391.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1271 % 4,592.7
Floater 6.62 % 6.91 % 40,218 12.62 3 -0.1271 % 2,646.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.1907 % 3,689.7
SplitShare 4.74 % 4.25 % 48,805 2.38 7 0.1907 % 4,406.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1907 % 3,438.0
Perpetual-Premium 5.79 % -1.14 % 113,477 0.08 2 0.1388 % 3,077.0
Perpetual-Discount 5.62 % 5.74 % 45,573 14.24 30 -0.3078 % 3,333.1
FixedReset Disc 5.58 % 6.14 % 122,544 13.30 37 0.1708 % 3,040.6
Insurance Straight 5.51 % 5.59 % 59,576 14.43 18 0.1628 % 3,277.4
FloatingReset 5.26 % 5.32 % 34,099 14.90 1 0.2823 % 3,750.6
FixedReset Prem 5.88 % 4.93 % 116,508 2.50 17 0.2033 % 2,630.8
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1708 % 3,108.1
FixedReset Ins Non 5.25 % 5.64 % 68,047 14.21 15 0.3571 % 3,051.9
Performance Highlights
Issue Index Change Notes
MFC.PR.Q FixedReset Ins Non -9.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.46
Evaluated at bid price : 23.00
Bid-YTW : 6.13 %
CU.PR.J Perpetual-Discount -7.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.96 %
GWO.PR.P Insurance Straight -4.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.78
Evaluated at bid price : 23.06
Bid-YTW : 5.93 %
PWF.PR.L Perpetual-Discount -1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 21.73
Evaluated at bid price : 21.98
Bid-YTW : 5.84 %
CU.PR.G Perpetual-Discount -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 20.13
Evaluated at bid price : 20.13
Bid-YTW : 5.61 %
IFC.PR.A FixedReset Ins Non -1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 21.61
Evaluated at bid price : 22.02
Bid-YTW : 5.35 %
PWF.PR.E Perpetual-Discount -1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.82 %
BN.PR.X FixedReset Disc -1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 19.38
Evaluated at bid price : 19.38
Bid-YTW : 6.17 %
GWO.PR.Q Insurance Straight 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.66
Evaluated at bid price : 22.90
Bid-YTW : 5.69 %
BN.PF.B FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.59
Evaluated at bid price : 23.39
Bid-YTW : 6.14 %
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 : 4.19 %
SLF.PR.D Insurance Straight 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 21.38
Evaluated at bid price : 21.38
Bid-YTW : 5.28 %
PWF.PF.A Perpetual-Discount 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 20.19
Evaluated at bid price : 20.19
Bid-YTW : 5.62 %
SLF.PR.C Insurance Straight 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 21.37
Evaluated at bid price : 21.64
Bid-YTW : 5.20 %
MFC.PR.C Insurance Straight 2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.45 %
GWO.PR.H Insurance Straight 2.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.03
Evaluated at bid price : 22.26
Bid-YTW : 5.51 %
SLF.PR.H FixedReset Ins Non 4.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 21.61
Evaluated at bid price : 22.00
Bid-YTW : 5.64 %
MFC.PR.L FixedReset Ins Non 5.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.87
Evaluated at bid price : 24.00
Bid-YTW : 5.49 %
GWO.PR.N FixedReset Ins Non 9.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 5.83 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.B FixedReset Disc 126,460 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.59
Evaluated at bid price : 23.39
Bid-YTW : 6.14 %
NA.PR.I FixedReset Prem 109,766 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 5.45 %
ENB.PR.N FixedReset Disc 42,711 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 23.10
Evaluated at bid price : 24.39
Bid-YTW : 6.03 %
BN.PF.G FixedReset Disc 41,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.23
Evaluated at bid price : 22.90
Bid-YTW : 6.32 %
TD.PF.J FixedReset Prem 35,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 4.98 %
RY.PR.S FixedReset Prem 32,225 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 4.19 %
There were 11 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
MFC.PR.Q FixedReset Ins Non Quote: 23.00 – 25.65
Spot Rate : 2.6500
Average : 1.7306

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.46
Evaluated at bid price : 23.00
Bid-YTW : 6.13 %

MFC.PR.I FixedReset Ins Non Quote: 25.32 – 27.89
Spot Rate : 2.5700
Average : 1.6671

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 23.67
Evaluated at bid price : 25.32
Bid-YTW : 5.75 %

PWF.PR.K Perpetual-Discount Quote: 21.77 – 23.25
Spot Rate : 1.4800
Average : 0.8394

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 21.51
Evaluated at bid price : 21.77
Bid-YTW : 5.72 %

CU.PR.J Perpetual-Discount Quote: 20.00 – 21.60
Spot Rate : 1.6000
Average : 1.0517

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.96 %

ENB.PR.B FixedReset Disc Quote: 20.66 – 24.00
Spot Rate : 3.3400
Average : 2.8125

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 20.66
Evaluated at bid price : 20.66
Bid-YTW : 6.56 %

GWO.PR.P Insurance Straight Quote: 23.06 – 24.32
Spot Rate : 1.2600
Average : 0.7453

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-11
Maturity Price : 22.78
Evaluated at bid price : 23.06
Bid-YTW : 5.93 %

7 comments August 11, 2025

fsabbagh says:

Noticing that preferreds slowly deflating with general market exploding upwards. Haven’t been adding much to my preferred shares since my regular stocks doing much better. What have you guys noticed and have you been adding to your preferred?

jiHymas says:

The preferred share market is currently not doing very much on not very much volume.

I continue to think that the pref market is cheap. I would expect a revision to my opinion on this will be accompanied – perhaps a little before, perhaps a little after – by a significant amount of new issuance.

Nestor says:

“Noticing that preferreds slowly deflating …”

maybe you can explain that statement to us since all the preferred share indexes are at all time highs?

fsabbagh says:

Maybe deflating is a little exaggerated but I am noticing my 30 or so preferreds leaning to the negative while my regular stocks are climbing higher. Anyways, wondering if you guys are still buying today or holding off. Personally, I have new cash available and wondering if I wait for a market correction (I know–> impossible to know when) or just jump in with it now. Would love another Oct 2023 scenario so I can buy more.

Nestor says:

the TXPR is less than 0.70% from it’s peak.
preferred shares are not stocks….

brian says:

FWIW… I’m generally remaining invested in prefs but shifting my allocations.
I’m selling a lot of my rate resets as they approach their highs of 2018/2021. I think the downside risk is starting to outweigh the potential for more gains.
I’m buying more perpetuals and floaters as these seem to have more potential for capital gains sometime in the future. I’m also buying a lot of the rate resets which have very high reset rates and will very likely be redeemed – this particular subgroup of rate resets is now functioning almost like a GIC with a defined end date and a known yield – the yields aren’t spectacular but I sleep better at night.
I’ll wait for the next irrational market collapse to start repurchasing the typical rate resets.

fsabbagh says:

Thanks for chiming in!

Leave a Reply