Market Action

September 19, 2025

I have updated the post regarding the GWO new issue.

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 6.65 % 7.10 % 35,150 13.33 1 0.6098 % 2,465.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1769 % 4,634.8
Floater 6.22 % 6.50 % 68,082 13.24 3 0.1769 % 2,671.0
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1125 % 3,635.5
SplitShare 4.82 % 4.57 % 58,681 3.38 6 -0.1125 % 4,341.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1125 % 3,387.5
Perpetual-Premium 5.49 % 4.92 % 78,743 14.02 3 0.0000 % 3,076.4
Perpetual-Discount 5.64 % 5.74 % 47,002 14.20 28 0.4075 % 3,333.5
FixedReset Disc 5.93 % 6.06 % 121,337 13.66 32 -0.0769 % 3,023.8
Insurance Straight 5.57 % 5.59 % 55,898 14.54 18 -0.2091 % 3,250.6
FloatingReset 5.04 % 4.57 % 48,717 0.11 1 0.0400 % 3,767.2
FixedReset Prem 5.69 % 5.00 % 119,112 2.40 21 0.0130 % 2,617.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0769 % 3,091.0
FixedReset Ins Non 5.27 % 5.50 % 61,257 14.48 15 1.9508 % 3,042.1
Performance Highlights
Issue Index Change Notes
BN.PR.T FixedReset Disc -5.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 6.62 %
PWF.PR.O Perpetual-Discount -3.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 23.93
Evaluated at bid price : 24.17
Bid-YTW : 6.09 %
BN.PR.N Perpetual-Discount -3.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.97 %
GWO.PR.S Insurance Straight -3.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.82 %
SLF.PR.C Insurance Straight -2.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.32 %
CU.PR.J Perpetual-Discount -2.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.71 %
FTS.PR.M FixedReset Disc -1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.65
Evaluated at bid price : 23.60
Bid-YTW : 5.63 %
GWO.PR.G Insurance Straight -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.99
Evaluated at bid price : 23.26
Bid-YTW : 5.60 %
PWF.PR.E Perpetual-Discount -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 23.84
Evaluated at bid price : 24.09
Bid-YTW : 5.79 %
SLF.PR.D Insurance Straight 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 21.28
Evaluated at bid price : 21.28
Bid-YTW : 5.25 %
SLF.PR.G FixedReset Ins Non 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 18.69
Evaluated at bid price : 18.69
Bid-YTW : 5.64 %
BN.PF.G FixedReset Disc 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.18
Evaluated at bid price : 22.82
Bid-YTW : 6.16 %
PWF.PR.K Perpetual-Discount 2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 21.31
Evaluated at bid price : 21.58
Bid-YTW : 5.81 %
FTS.PR.K FixedReset Disc 2.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.24
Evaluated at bid price : 22.75
Bid-YTW : 5.47 %
GWO.PR.P Insurance Straight 3.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 5.66 %
BN.PR.Z FixedReset Disc 4.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 23.08
Evaluated at bid price : 23.96
Bid-YTW : 6.02 %
GWO.PR.N FixedReset Ins Non 9.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 17.44
Evaluated at bid price : 17.44
Bid-YTW : 5.81 %
CU.PR.G Perpetual-Discount 30.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 5.56 %
IFC.PR.A FixedReset Ins Non 32.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 21.63
Evaluated at bid price : 22.05
Bid-YTW : 5.14 %
Volume Highlights
Issue Index Shares
Traded
Notes
CM.PR.S FixedReset Prem 93,090 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : 5.00 %
FFH.PR.G FixedReset Prem 74,045 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-10-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 4.66 %
BN.PF.B FixedReset Disc 44,915 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.64
Evaluated at bid price : 23.47
Bid-YTW : 5.92 %
PVS.PR.M SplitShare 35,800 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : 5.13 %
RY.PR.M FixedReset Disc 32,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-11-24
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 3.05 %
SLF.PR.H FixedReset Ins Non 30,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 5.62 %
There were 7 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.PR.T FixedReset Disc Quote: 18.80 – 20.70
Spot Rate : 1.9000
Average : 1.2001

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 6.62 %

BIP.PR.F FixedReset Prem Quote: 22.90 – 25.44
Spot Rate : 2.5400
Average : 1.9627

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.35
Evaluated at bid price : 22.90
Bid-YTW : 6.40 %

CU.PR.H Perpetual-Discount Quote: 22.88 – 26.58
Spot Rate : 3.7000
Average : 3.1784

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.63
Evaluated at bid price : 22.88
Bid-YTW : 5.78 %

GWO.PR.S Insurance Straight Quote: 22.60 – 23.80
Spot Rate : 1.2000
Average : 0.7236

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.82 %

PWF.PR.O Perpetual-Discount Quote: 24.17 – 25.30
Spot Rate : 1.1300
Average : 0.6622

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 23.93
Evaluated at bid price : 24.17
Bid-YTW : 6.09 %

SLF.PR.C Insurance Straight Quote: 21.00 – 22.00
Spot Rate : 1.0000
Average : 0.6425

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-19
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.32 %

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