Market Action

August 15, 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 6.86 % 7.32 % 38,138 13.09 1 0.2491 % 2,405.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0509 % 4,589.2
Floater 6.62 % 6.91 % 37,587 12.60 3 -0.0509 % 2,644.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,675.7
SplitShare 4.76 % 4.50 % 51,830 2.37 7 0.0394 % 4,389.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0394 % 3,424.9
Perpetual-Premium 5.83 % 2.03 % 100,735 0.08 2 -0.2983 % 3,055.0
Perpetual-Discount 5.63 % 5.72 % 43,622 14.28 30 -0.0104 % 3,324.8
FixedReset Disc 5.65 % 6.19 % 114,803 13.32 37 -0.3962 % 3,005.2
Insurance Straight 5.53 % 5.60 % 54,416 14.40 18 -0.4083 % 3,267.0
FloatingReset 5.24 % 5.31 % 36,285 14.91 1 0.7273 % 3,759.7
FixedReset Prem 5.89 % 5.11 % 117,700 2.49 17 0.0000 % 2,627.8
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.3962 % 3,071.9
FixedReset Ins Non 5.23 % 5.63 % 66,761 14.21 15 -0.3534 % 3,061.7
Performance Highlights
Issue Index Change Notes
ENB.PR.H FixedReset Disc -10.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 19.48
Evaluated at bid price : 19.48
Bid-YTW : 6.79 %
GWO.PR.H Insurance Straight -6.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.13 %
PWF.PR.S Perpetual-Discount -3.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.84 %
MFC.PR.N FixedReset Ins Non -3.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 22.36
Evaluated at bid price : 23.10
Bid-YTW : 5.69 %
CU.PR.G Perpetual-Discount -3.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.13
Evaluated at bid price : 20.13
Bid-YTW : 5.61 %
GWO.PR.Q Insurance Straight -1.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.77 %
MFC.PR.J FixedReset Ins Non -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 23.45
Evaluated at bid price : 25.00
Bid-YTW : 5.66 %
ENB.PR.P FixedReset Disc -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 6.48 %
ENB.PR.A Perpetual-Discount 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 5.68 %
PWF.PR.L Perpetual-Discount 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 22.00
Evaluated at bid price : 22.23
Bid-YTW : 5.78 %
IFC.PR.E Insurance Straight 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 23.71
Evaluated at bid price : 24.00
Bid-YTW : 5.48 %
BN.PR.R FixedReset Disc 1.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 6.60 %
BN.PR.Z FixedReset Disc 1.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 23.13
Evaluated at bid price : 24.10
Bid-YTW : 6.19 %
SLF.PR.D Insurance Straight 1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 21.29
Evaluated at bid price : 21.56
Bid-YTW : 5.22 %
ENB.PR.N FixedReset Disc 2.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 22.61
Evaluated at bid price : 23.36
Bid-YTW : 6.21 %
CIU.PR.A Perpetual-Discount 3.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.36
Evaluated at bid price : 20.36
Bid-YTW : 5.67 %
BN.PF.E FixedReset Disc 7.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 6.37 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PR.R FixedReset Disc 187,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 6.60 %
BN.PR.T FixedReset Disc 133,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 6.42 %
BN.PF.H FixedReset Prem 131,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.19
Bid-YTW : 4.62 %
TD.PF.E FixedReset Disc 100,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 3.87 %
BN.PR.X FixedReset Disc 83,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 19.54
Evaluated at bid price : 19.54
Bid-YTW : 6.12 %
TD.PF.I FixedReset Prem 42,050 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.02
Bid-YTW : 4.50 %
There were 4 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.H FixedReset Disc Quote: 19.48 – 22.10
Spot Rate : 2.6200
Average : 1.5254

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 19.48
Evaluated at bid price : 19.48
Bid-YTW : 6.79 %

CU.PR.G Perpetual-Discount Quote: 20.13 – 22.30
Spot Rate : 2.1700
Average : 1.1989

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.13
Evaluated at bid price : 20.13
Bid-YTW : 5.61 %

CU.PR.D Perpetual-Discount Quote: 20.00 – 23.20
Spot Rate : 3.2000
Average : 2.4271

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.15 %

GWO.PR.Q Insurance Straight Quote: 22.60 – 24.47
Spot Rate : 1.8700
Average : 1.3982

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.77 %

GWO.PR.H Insurance Straight Quote: 20.10 – 22.43
Spot Rate : 2.3300
Average : 1.8922

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.13 %

CU.PR.E Perpetual-Discount Quote: 22.02 – 23.20
Spot Rate : 1.1800
Average : 0.8013

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-15
Maturity Price : 21.78
Evaluated at bid price : 22.02
Bid-YTW : 5.57 %

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