Market Action

August 18, 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 % 7.33 % 36,671 13.09 1 0.0000 % 2,405.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.4586 % 4,568.1
Floater 6.65 % 6.92 % 37,658 12.58 3 -0.4586 % 2,632.6
OpRet 0.00 % 0.00 % 0 0.00 0 0.2866 % 3,686.2
SplitShare 4.75 % 4.37 % 51,178 2.36 7 0.2866 % 4,402.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2866 % 3,434.7
Perpetual-Premium 5.83 % 2.62 % 99,552 0.08 2 0.0000 % 3,055.0
Perpetual-Discount 5.60 % 5.72 % 44,001 14.30 30 0.5968 % 3,344.7
FixedReset Disc 5.64 % 6.24 % 113,458 13.25 37 0.1797 % 3,010.6
Insurance Straight 5.47 % 5.60 % 57,406 14.42 18 1.0423 % 3,301.0
FloatingReset 5.26 % 5.32 % 34,868 14.88 1 -0.2407 % 3,750.6
FixedReset Prem 5.88 % 5.00 % 121,116 2.48 17 0.0707 % 2,629.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1797 % 3,077.4
FixedReset Ins Non 5.21 % 5.64 % 67,372 14.13 15 0.3983 % 3,073.9
Performance Highlights
Issue Index Change Notes
PWF.PR.A Floater -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 13.60
Evaluated at bid price : 13.60
Bid-YTW : 6.42 %
ENB.PR.A Perpetual-Discount -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 5.74 %
ENB.PR.P FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.39
Evaluated at bid price : 21.72
Bid-YTW : 6.47 %
SLF.PR.E Insurance Straight 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.22 %
PWF.PR.E Perpetual-Discount 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 23.88
Evaluated at bid price : 24.13
Bid-YTW : 5.74 %
GWO.PR.N FixedReset Ins Non 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 5.88 %
PVS.PR.H SplitShare 1.48 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.37
Bid-YTW : 3.65 %
MFC.PR.J FixedReset Ins Non 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 23.58
Evaluated at bid price : 25.38
Bid-YTW : 5.64 %
GWO.PR.I Insurance Straight 1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 20.83
Evaluated at bid price : 20.83
Bid-YTW : 5.49 %
SLF.PR.H FixedReset Ins Non 1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.52
Evaluated at bid price : 21.52
Bid-YTW : 5.90 %
GWO.PR.Q Insurance Straight 1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 5.67 %
GWO.PR.R Insurance Straight 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.44
Evaluated at bid price : 21.70
Bid-YTW : 5.60 %
ENB.PR.N FixedReset Disc 2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 22.90
Evaluated at bid price : 23.92
Bid-YTW : 6.13 %
CU.PR.G Perpetual-Discount 3.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.43 %
PWF.PR.S Perpetual-Discount 3.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 5.65 %
BIP.PR.F FixedReset Disc 3.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 23.36
Evaluated at bid price : 25.10
Bid-YTW : 6.04 %
GWO.PR.G Insurance Straight 3.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 23.03
Evaluated at bid price : 23.30
Bid-YTW : 5.65 %
GWO.PR.P Insurance Straight 5.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 5.63 %
CU.PR.D Perpetual-Discount 9.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.74
Evaluated at bid price : 21.99
Bid-YTW : 5.58 %
Volume Highlights
Issue Index Shares
Traded
Notes
PWF.PR.P FixedReset Disc 232,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 18.36
Evaluated at bid price : 18.36
Bid-YTW : 6.22 %
CU.PR.I FixedReset Prem 153,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 3.22 %
PWF.PR.K Perpetual-Discount 95,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.82
Evaluated at bid price : 22.06
Bid-YTW : 5.65 %
PWF.PR.Z Perpetual-Discount 90,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 22.27
Evaluated at bid price : 22.65
Bid-YTW : 5.72 %
CM.PR.S FixedReset Prem 80,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.76
Bid-YTW : 4.71 %
FTS.PR.M FixedReset Disc 75,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 22.60
Evaluated at bid price : 23.51
Bid-YTW : 5.92 %
There were 37 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
BN.PF.E FixedReset Disc Quote: 21.60 – 25.00
Spot Rate : 3.4000
Average : 2.0645

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 21.32
Evaluated at bid price : 21.60
Bid-YTW : 6.40 %

ENB.PR.H FixedReset Disc Quote: 19.56 – 22.05
Spot Rate : 2.4900
Average : 2.0299

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 19.56
Evaluated at bid price : 19.56
Bid-YTW : 6.86 %

BN.PR.B Floater Quote: 12.75 – 13.75
Spot Rate : 1.0000
Average : 0.5411

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 12.75
Evaluated at bid price : 12.75
Bid-YTW : 6.92 %

GWO.PR.H Insurance Straight Quote: 20.10 – 22.95
Spot Rate : 2.8500
Average : 2.3931

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.14 %

CU.PR.F Perpetual-Discount Quote: 20.59 – 21.75
Spot Rate : 1.1600
Average : 0.9066

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 5.49 %

PWF.PF.A Perpetual-Discount Quote: 20.20 – 20.88
Spot Rate : 0.6800
Average : 0.4412

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-08-18
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 5.63 %

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