Market Action

October 15, 2025

PerpetualDiscounts now yield 5.62%, equivalent to 7.31% interest at the standard conversion factor of 1.3x. Long corporates yielded 4.78% on 2025-10-8, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has remained at increased to 255bp from the 245bp reported October 8.

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 6.64 % 7.10 % 23,665 13.39 1 0.0000 % 2,428.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.4082 % 4,602.0
Floater 6.27 % 6.56 % 54,177 13.12 3 0.4082 % 2,652.2
OpRet 0.00 % 0.00 % 0 0.00 0 0.0471 % 3,675.7
SplitShare 4.75 % 4.41 % 67,310 3.32 5 0.0471 % 4,389.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0471 % 3,424.9
Perpetual-Premium 5.49 % -2.15 % 76,841 0.09 7 0.3294 % 3,092.6
Perpetual-Discount 5.58 % 5.62 % 46,216 14.49 26 0.7142 % 3,378.4
FixedReset Disc 5.98 % 6.00 % 103,127 13.66 30 0.2265 % 3,051.3
Insurance Straight 5.48 % 5.51 % 54,327 14.54 22 0.7057 % 3,320.3
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2265 % 3,629.9
FixedReset Prem 5.65 % 4.79 % 126,901 2.40 22 -0.1348 % 2,622.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2265 % 3,119.1
FixedReset Ins Non 5.22 % 5.40 % 55,579 14.51 15 1.5289 % 3,067.6
Performance Highlights
Issue Index Change Notes
NA.PR.I FixedReset Prem -2.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 23.63
Evaluated at bid price : 26.10
Bid-YTW : 5.54 %
BN.PF.A FixedReset Prem -2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 23.41
Evaluated at bid price : 25.05
Bid-YTW : 5.83 %
BN.PR.N Perpetual-Discount -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 5.96 %
FTS.PR.J Perpetual-Discount -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.41 %
POW.PR.D Perpetual-Discount 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 22.31
Evaluated at bid price : 22.58
Bid-YTW : 5.56 %
CIU.PR.A Perpetual-Discount 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.61 %
FTS.PR.G FixedReset Disc 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 23.25
Evaluated at bid price : 24.60
Bid-YTW : 5.19 %
ENB.PR.H FixedReset Disc 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.97
Evaluated at bid price : 22.28
Bid-YTW : 5.80 %
ENB.PR.F FixedReset Disc 1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.12
Evaluated at bid price : 21.12
Bid-YTW : 6.40 %
PWF.PR.P FixedReset Disc 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 18.02
Evaluated at bid price : 18.02
Bid-YTW : 6.00 %
PWF.PR.R Perpetual-Discount 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 24.06
Evaluated at bid price : 24.32
Bid-YTW : 5.66 %
SLF.PR.C Insurance Straight 2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.37
Evaluated at bid price : 21.64
Bid-YTW : 5.17 %
BN.PR.M Perpetual-Discount 2.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 20.63
Evaluated at bid price : 20.63
Bid-YTW : 5.81 %
CCS.PR.C Insurance Straight 3.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 5.47 %
PWF.PR.E Perpetual-Discount 3.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 24.15
Evaluated at bid price : 24.40
Bid-YTW : 5.64 %
GWO.PR.H Insurance Straight 7.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.49
Evaluated at bid price : 21.75
Bid-YTW : 5.61 %
PWF.PR.S Perpetual-Discount 7.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.26
Evaluated at bid price : 21.53
Bid-YTW : 5.58 %
IFC.PR.A FixedReset Ins Non 27.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.43
Evaluated at bid price : 21.43
Bid-YTW : 5.33 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.M FixedReset Prem 176,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-11-24
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : 2.83 %
IFC.PR.C FixedReset Ins Non 83,887 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 23.41
Evaluated at bid price : 23.97
Bid-YTW : 5.53 %
NA.PR.S FixedReset Prem 54,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 23.48
Evaluated at bid price : 25.56
Bid-YTW : 5.14 %
GWO.PR.G Insurance Straight 52,433 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 23.41
Evaluated at bid price : 23.70
Bid-YTW : 5.52 %
ENB.PF.G FixedReset Disc 47,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.44
Evaluated at bid price : 21.72
Bid-YTW : 6.42 %
ENB.PF.A FixedReset Disc 43,380 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 21.63
Evaluated at bid price : 21.93
Bid-YTW : 6.34 %
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
NA.PR.I FixedReset Prem Quote: 26.10 – 26.72
Spot Rate : 0.6200
Average : 0.3912

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 23.63
Evaluated at bid price : 26.10
Bid-YTW : 5.54 %

TD.PF.J FixedReset Prem Quote: 25.61 – 26.05
Spot Rate : 0.4400
Average : 0.2811

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.61
Bid-YTW : 4.65 %

BN.PF.G FixedReset Disc Quote: 23.00 – 23.55
Spot Rate : 0.5500
Average : 0.4014

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 22.29
Evaluated at bid price : 23.00
Bid-YTW : 6.13 %

CU.PR.E Perpetual-Discount Quote: 22.43 – 23.60
Spot Rate : 1.1700
Average : 1.0283

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 22.15
Evaluated at bid price : 22.43
Bid-YTW : 5.53 %

BN.PR.N Perpetual-Discount Quote: 20.12 – 20.77
Spot Rate : 0.6500
Average : 0.5124

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 5.96 %

CU.PR.F Perpetual-Discount Quote: 20.71 – 21.75
Spot Rate : 1.0400
Average : 0.9039

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-15
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 5.51 %

One comment October 15, 2025

[…] PerpetualDiscounts now yield 5.61%, equivalent to 7.29% interest at the standard conversion factor of 1.3x. Long corporates yielded 4.73% on 2025-10-8, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has remained at the 255bp reported [belatedly] October 15. […]

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