Market Action

August 13, 2025

PerpetualDiscounts now yield 5.75%, equivalent to 7.48% interest at the standard conversion factor of 1.3x. Long corporates now yield 4.93%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) is now 255bp, unchanged from that reported August 6.

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 6.87 % 7.32 % 36,910 13.10 1 0.4994 % 2,405.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.2032 % 4,593.8
Floater 6.61 % 6.91 % 38,310 12.62 3 -0.2032 % 2,647.5
OpRet 0.00 % 0.00 % 0 0.00 0 0.0112 % 3,687.9
SplitShare 4.75 % 4.36 % 51,664 2.38 7 0.0112 % 4,404.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0112 % 3,436.2
Perpetual-Premium 5.82 % 1.64 % 108,519 0.08 2 -0.5345 % 3,061.1
Perpetual-Discount 5.60 % 5.75 % 45,706 14.27 30 -0.1398 % 3,341.4
FixedReset Disc 5.62 % 6.12 % 117,420 13.36 37 -0.6320 % 3,022.5
Insurance Straight 5.53 % 5.59 % 56,642 14.39 18 -0.0074 % 3,264.0
FloatingReset 5.26 % 5.32 % 36,441 14.89 1 0.2823 % 3,750.6
FixedReset Prem 5.88 % 4.99 % 115,741 2.50 17 -0.1321 % 2,628.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.6320 % 3,089.6
FixedReset Ins Non 5.27 % 5.58 % 71,732 14.19 15 -1.5062 % 3,038.1
Performance Highlights
Issue Index Change Notes
ENB.PR.B FixedReset Disc -19.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 8.16 %
MFC.PR.F FixedReset Ins Non -10.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 6.47 %
MFC.PR.Q FixedReset Ins Non -9.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 22.46
Evaluated at bid price : 23.00
Bid-YTW : 6.13 %
PWF.PR.S Perpetual-Discount -2.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.84 %
ENB.PR.H FixedReset Disc -2.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 6.10 %
MFC.PR.J FixedReset Ins Non -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 23.45
Evaluated at bid price : 25.00
Bid-YTW : 5.66 %
SLF.PR.H FixedReset Ins Non -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 21.43
Evaluated at bid price : 21.75
Bid-YTW : 5.72 %
FTS.PR.M FixedReset Disc -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 22.51
Evaluated at bid price : 23.35
Bid-YTW : 5.89 %
BN.PR.T FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 20.09
Evaluated at bid price : 20.09
Bid-YTW : 6.40 %
CIU.PR.A Perpetual-Discount -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 5.76 %
ENB.PR.F FixedReset Disc -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 6.64 %
ENB.PR.Y FixedReset Disc -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 6.68 %
SLF.PR.E Insurance Straight -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.31 %
BN.PR.X FixedReset Disc 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 19.58
Evaluated at bid price : 19.58
Bid-YTW : 6.10 %
SLF.PR.C Insurance Straight 1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 21.45
Evaluated at bid price : 21.71
Bid-YTW : 5.18 %
MFC.PR.C Insurance Straight 1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 21.34
Evaluated at bid price : 21.61
Bid-YTW : 5.27 %
BN.PR.R FixedReset Disc 6.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 20.27
Evaluated at bid price : 20.27
Bid-YTW : 6.37 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.M FixedReset Disc 730,650 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-11-24
Maturity Price : 25.00
Evaluated at bid price : 24.87
Bid-YTW : 4.55 %
BMO.PR.Y FixedReset Disc 280,958 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-09-24
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 5.12 %
RY.PR.N Perpetual-Discount 78,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 24.68
Evaluated at bid price : 24.95
Bid-YTW : 4.91 %
PWF.PR.T FixedReset Disc 75,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 23.07
Evaluated at bid price : 24.35
Bid-YTW : 5.48 %
NA.PR.C FixedReset Prem 51,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.40
Bid-YTW : 4.41 %
FTS.PR.M FixedReset Disc 46,888 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 22.51
Evaluated at bid price : 23.35
Bid-YTW : 5.89 %
There were 16 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
ENB.PR.B FixedReset Disc Quote: 16.70 – 20.67
Spot Rate : 3.9700
Average : 2.8036

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 8.16 %

MFC.PR.F FixedReset Ins Non Quote: 16.50 – 19.30
Spot Rate : 2.8000
Average : 1.8318

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 6.47 %

MFC.PR.Q FixedReset Ins Non Quote: 23.00 – 25.50
Spot Rate : 2.5000
Average : 1.7562

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 22.46
Evaluated at bid price : 23.00
Bid-YTW : 6.13 %

GWO.PR.H Insurance Straight Quote: 20.10 – 22.35
Spot Rate : 2.2500
Average : 1.8094

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.13 %

CU.PR.D Perpetual-Discount Quote: 22.12 – 23.30
Spot Rate : 1.1800
Average : 0.8994

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 21.88
Evaluated at bid price : 22.12
Bid-YTW : 5.54 %

BIP.PR.E FixedReset Prem Quote: 25.00 – 25.75
Spot Rate : 0.7500
Average : 0.4860

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-13
Maturity Price : 23.45
Evaluated at bid price : 25.00
Bid-YTW : 6.07 %

One comment August 13, 2025

[…] PerpetualDiscounts now yield 5.72%, equivalent to 7.44% interest at the standard conversion factor of 1.3x. Long corporates now yield 5.03%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) is now 240bp, a sharp narrowing from the 255bp reported August 13. […]

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