Market Action

September 22, 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 6.65 % 7.09 % 33,928 13.33 1 0.0000 % 2,465.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0505 % 4,637.1
Floater 6.22 % 6.52 % 67,998 13.22 3 0.0505 % 2,672.4
OpRet 0.00 % 0.00 % 0 0.00 0 0.0199 % 3,636.3
SplitShare 4.82 % 4.61 % 63,375 3.38 6 0.0199 % 4,342.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0199 % 3,388.2
Perpetual-Premium 5.54 % 3.91 % 85,166 0.08 4 0.2381 % 3,083.7
Perpetual-Discount 5.60 % 5.71 % 46,365 14.26 28 0.7577 % 3,358.7
FixedReset Disc 5.92 % 6.02 % 120,307 13.67 32 0.1595 % 3,028.7
Insurance Straight 5.55 % 5.59 % 55,264 14.51 18 0.2220 % 3,257.8
FloatingReset 5.00 % 4.90 % 46,812 0.10 1 0.0000 % 3,767.2
FixedReset Prem 5.70 % 5.02 % 119,149 2.39 21 -0.1640 % 2,613.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1595 % 3,095.9
FixedReset Ins Non 5.28 % 5.41 % 61,277 14.52 15 -0.2663 % 3,034.0
Performance Highlights
Issue Index Change Notes
BIP.PR.E FixedReset Prem -8.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 22.44
Evaluated at bid price : 22.90
Bid-YTW : 6.45 %
GWO.PR.N FixedReset Ins Non -8.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.27 %
GWO.PR.R Insurance Straight -2.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.75 %
PWF.PF.A Perpetual-Discount -1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 19.91
Evaluated at bid price : 19.91
Bid-YTW : 5.75 %
NA.PR.C FixedReset Prem -1.69 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 4.95 %
ENB.PR.D FixedReset Disc 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 6.30 %
MFC.PR.M FixedReset Ins Non 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 22.82
Evaluated at bid price : 23.97
Bid-YTW : 5.40 %
GWO.PR.Q Insurance Straight 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 22.66
Evaluated at bid price : 22.90
Bid-YTW : 5.64 %
PWF.PR.E Perpetual-Discount 1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.69 %
PWF.PR.K Perpetual-Discount 1.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 21.72
Evaluated at bid price : 21.97
Bid-YTW : 5.71 %
SLF.PR.E Insurance Straight 2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 5.30 %
CU.PR.F Perpetual-Discount 2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 20.49
Evaluated at bid price : 20.49
Bid-YTW : 5.55 %
GWO.PR.S Insurance Straight 3.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 23.03
Evaluated at bid price : 23.30
Bid-YTW : 5.65 %
BN.PR.N Perpetual-Discount 3.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 5.79 %
CU.PR.H Perpetual-Discount 3.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 23.41
Evaluated at bid price : 23.70
Bid-YTW : 5.58 %
PWF.PR.O Perpetual-Discount 4.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 24.91
Evaluated at bid price : 25.14
Bid-YTW : 5.86 %
BN.PR.T FixedReset Disc 5.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 19.87
Evaluated at bid price : 19.87
Bid-YTW : 6.22 %
BN.PR.M Perpetual-Discount 5.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 20.61
Evaluated at bid price : 20.61
Bid-YTW : 5.79 %
BIP.PR.F FixedReset Prem 7.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 23.22
Evaluated at bid price : 24.67
Bid-YTW : 5.85 %
Volume Highlights
Issue Index Shares
Traded
Notes
POW.PR.H Perpetual-Premium 832,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 5.74 %
BN.PF.I FixedReset Prem 76,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 5.21 %
TD.PF.A FixedReset Disc 52,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.06
Bid-YTW : 4.85 %
MFC.PR.J FixedReset Ins Non 41,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 23.56
Evaluated at bid price : 25.25
Bid-YTW : 5.36 %
POW.PR.G Perpetual-Discount 39,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 24.29
Evaluated at bid price : 24.60
Bid-YTW : 5.79 %
PVS.PR.L SplitShare 34,800 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.81
Bid-YTW : 4.82 %
There were 6 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
BIP.PR.E FixedReset Prem Quote: 22.90 – 25.00
Spot Rate : 2.1000
Average : 1.1702

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 22.44
Evaluated at bid price : 22.90
Bid-YTW : 6.45 %

PWF.PF.A Perpetual-Discount Quote: 19.91 – 21.50
Spot Rate : 1.5900
Average : 0.9304

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 19.91
Evaluated at bid price : 19.91
Bid-YTW : 5.75 %

GWO.PR.G Insurance Straight Quote: 23.26 – 24.90
Spot Rate : 1.6400
Average : 1.0222

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 22.99
Evaluated at bid price : 23.26
Bid-YTW : 5.60 %

GWO.PR.N FixedReset Ins Non Quote: 16.00 – 17.60
Spot Rate : 1.6000
Average : 1.1535

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.27 %

BN.PR.N Perpetual-Discount Quote: 20.62 – 21.70
Spot Rate : 1.0800
Average : 0.8090

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 5.79 %

PWF.PR.K Perpetual-Discount Quote: 21.97 – 23.21
Spot Rate : 1.2400
Average : 0.9927

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-22
Maturity Price : 21.72
Evaluated at bid price : 21.97
Bid-YTW : 5.71 %

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