Market Action

September 29, 2025

The Boston Fed has released a “Current Policy Perspective” titled Who Will Pay for Tariffs? Businesses’ Expectations about Costs and Prices by Philippe Andrade, Alexander M. Dietrich, John Leer, Xiao Lin, Raphael S. Schoenle, Jenny Tang, and Egon Zakrajšek:

Amid evolving global trade policy and rising tariff uncertainty, understanding how small and medium-sized businesses (SMBs) form expectations about future costs and adjust their pricing is critical for assessing how the recently imposed tariffs on US imports could impact consumer prices. To that end, this brief analyzes several waves of a survey of owners and other decision-makers at a nationally representative sample of US SMBs. It focuses on waves conducted during the period of December 2024 to August 2025.

Key Takeaways:

  • From December 2024 to April 2025, the share of SMBs expecting larger tariffs increased considerably; expectations about the size of future tariffs also increased over time.
  • In the August 2025 survey wave, SMBs whose costs are affected by the new tariffs reported paying an average tariff rate in July 2025 (11.4%) that was nearly double the average rate they paid in January 2025 (6.5%).
  • SMBs that believe the new tariffs will persist for a year or longer expect to pass through as much as three times more of their cost increases into consumer prices compared with SMBs that believe the new tariffs will be short-lived.
  • A back-of-the-envelope calculation suggests a 0.75 percent near-term increase in core consumer prices stemming from recent tariff increases on directly imported consumer goods.
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 6.73 % 7.16 % 30,151 13.33 1 -0.9174 % 2,420.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0764 % 4,589.2
Floater 6.29 % 6.56 % 60,115 13.14 3 -0.0764 % 2,644.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0793 % 3,649.0
SplitShare 4.80 % 4.44 % 63,018 3.36 6 0.0793 % 4,357.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0793 % 3,400.1
Perpetual-Premium 5.54 % -1.75 % 87,071 0.08 4 0.1191 % 3,086.5
Perpetual-Discount 5.59 % 5.67 % 45,546 14.32 28 0.5052 % 3,363.9
FixedReset Disc 5.89 % 6.01 % 125,962 13.72 32 0.3689 % 3,039.9
Insurance Straight 5.51 % 5.56 % 53,592 14.57 18 1.5977 % 3,284.7
FloatingReset 5.01 % 5.03 % 43,306 15.46 1 0.0400 % 3,768.7
FixedReset Prem 5.66 % 4.95 % 122,562 2.41 21 0.0408 % 2,630.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3689 % 3,107.4
FixedReset Ins Non 5.24 % 5.41 % 57,135 14.52 15 0.2453 % 3,055.7
Performance Highlights
Issue Index Change Notes
IFC.PR.C FixedReset Ins Non -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 22.85
Evaluated at bid price : 23.40
Bid-YTW : 5.65 %
BIP.PR.F FixedReset Prem -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.28
Evaluated at bid price : 24.84
Bid-YTW : 5.83 %
BN.PF.A FixedReset Disc 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.53
Evaluated at bid price : 25.45
Bid-YTW : 5.70 %
BN.PR.X FixedReset Disc 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 5.72 %
MFC.PR.M FixedReset Ins Non 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 22.85
Evaluated at bid price : 24.04
Bid-YTW : 5.41 %
SLF.PR.D Insurance Straight 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 21.04
Evaluated at bid price : 21.04
Bid-YTW : 5.32 %
BN.PF.C Perpetual-Discount 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 20.82
Evaluated at bid price : 20.82
Bid-YTW : 5.87 %
CU.PR.H Perpetual-Discount 1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.02
Evaluated at bid price : 23.29
Bid-YTW : 5.69 %
BN.PR.R FixedReset Disc 2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 19.94
Evaluated at bid price : 19.94
Bid-YTW : 6.26 %
BN.PF.B FixedReset Disc 2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 22.63
Evaluated at bid price : 23.43
Bid-YTW : 5.92 %
SLF.PR.G FixedReset Ins Non 2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 18.53
Evaluated at bid price : 18.53
Bid-YTW : 5.68 %
GWO.PR.Q Insurance Straight 3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 22.73
Evaluated at bid price : 23.02
Bid-YTW : 5.61 %
CU.PR.G Perpetual-Discount 3.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.51 %
SLF.PR.C Insurance Straight 5.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 5.32 %
PWF.PR.S Perpetual-Discount 6.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 21.47
Evaluated at bid price : 21.73
Bid-YTW : 5.61 %
GWO.PR.H Insurance Straight 7.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.58 %
IFC.PR.E Insurance Straight 8.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.62
Evaluated at bid price : 23.90
Bid-YTW : 5.46 %
Volume Highlights
Issue Index Shares
Traded
Notes
FFH.PR.G FixedReset Prem 78,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.92
Evaluated at bid price : 24.99
Bid-YTW : 5.29 %
BN.PF.G FixedReset Disc 48,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 22.25
Evaluated at bid price : 22.93
Bid-YTW : 6.13 %
ENB.PF.E FixedReset Disc 36,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 6.43 %
BN.PF.A FixedReset Disc 31,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.53
Evaluated at bid price : 25.45
Bid-YTW : 5.70 %
ENB.PR.H FixedReset Disc 30,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 21.83
Evaluated at bid price : 22.09
Bid-YTW : 5.84 %
SLF.PR.G FixedReset Ins Non 25,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 18.53
Evaluated at bid price : 18.53
Bid-YTW : 5.68 %
There were 12 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
GWO.PR.G Insurance Straight Quote: 23.57 – 25.00
Spot Rate : 1.4300
Average : 0.9859

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.27
Evaluated at bid price : 23.57
Bid-YTW : 5.54 %

GWO.PR.R Insurance Straight Quote: 21.54 – 22.19
Spot Rate : 0.6500
Average : 0.4340

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 21.27
Evaluated at bid price : 21.54
Bid-YTW : 5.59 %

PWF.PF.A Perpetual-Discount Quote: 20.34 – 21.50
Spot Rate : 1.1600
Average : 0.9766

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 20.34
Evaluated at bid price : 20.34
Bid-YTW : 5.63 %

BN.PF.H FixedReset Prem Quote: 25.16 – 25.88
Spot Rate : 0.7200
Average : 0.5391

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.16
Bid-YTW : 2.39 %

BN.PF.J FixedReset Prem Quote: 25.12 – 25.70
Spot Rate : 0.5800
Average : 0.4162

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 23.57
Evaluated at bid price : 25.12
Bid-YTW : 5.84 %

IFC.PR.I Insurance Straight Quote: 24.37 – 24.94
Spot Rate : 0.5700
Average : 0.4435

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-09-29
Maturity Price : 24.04
Evaluated at bid price : 24.37
Bid-YTW : 5.56 %

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