Market Action

October 16, 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 6.62 % 7.07 % 22,738 13.42 1 0.3077 % 2,435.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0000 % 4,602.0
Floater 6.27 % 6.56 % 53,814 13.12 3 0.0000 % 2,652.2
OpRet 0.00 % 0.00 % 0 0.00 0 0.0079 % 3,676.0
SplitShare 4.75 % 4.42 % 64,648 3.31 5 0.0079 % 4,389.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0079 % 3,425.2
Perpetual-Premium 5.49 % -1.02 % 75,863 0.09 7 0.0849 % 3,095.2
Perpetual-Discount 5.59 % 5.62 % 44,648 14.48 26 -0.1504 % 3,373.4
FixedReset Disc 5.98 % 5.99 % 105,059 13.68 30 0.0964 % 3,054.3
Insurance Straight 5.47 % 5.52 % 54,474 14.57 22 0.1029 % 3,323.8
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0964 % 3,633.4
FixedReset Prem 5.65 % 4.85 % 128,699 2.40 22 0.1367 % 2,626.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0964 % 3,122.1
FixedReset Ins Non 5.23 % 5.40 % 55,490 14.51 15 -0.0928 % 3,064.8
Performance Highlights
Issue Index Change Notes
BN.PR.M Perpetual-Discount -2.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 20.17
Evaluated at bid price : 20.17
Bid-YTW : 5.95 %
POW.PR.G Perpetual-Discount -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 24.19
Evaluated at bid price : 24.45
Bid-YTW : 5.75 %
SLF.PR.E Insurance Straight -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 21.38
Evaluated at bid price : 21.38
Bid-YTW : 5.31 %
GWO.PR.H Insurance Straight 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.55 %
MFC.PR.C Insurance Straight 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 21.38
Evaluated at bid price : 21.65
Bid-YTW : 5.24 %
BN.PF.A FixedReset Prem 1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 23.55
Evaluated at bid price : 25.50
Bid-YTW : 5.70 %
BN.PF.G FixedReset Disc 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 22.54
Evaluated at bid price : 23.45
Bid-YTW : 6.00 %
BN.PR.N Perpetual-Discount 2.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.81 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.K FixedReset Ins Non 127,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 23.35
Evaluated at bid price : 24.87
Bid-YTW : 5.22 %
RY.PR.M FixedReset Prem 90,097 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-11-24
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 3.29 %
BN.PF.F FixedReset Disc 76,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 22.74
Evaluated at bid price : 23.75
Bid-YTW : 5.98 %
GWO.PR.G Insurance Straight 56,411 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 23.20
Evaluated at bid price : 23.50
Bid-YTW : 5.57 %
ENB.PF.C FixedReset Disc 53,072 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 21.38
Evaluated at bid price : 21.38
Bid-YTW : 6.44 %
GWO.PR.I Insurance Straight 46,680 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 5.49 %
There were 18 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.G FixedReset Disc Quote: 23.45 – 24.75
Spot Rate : 1.3000
Average : 0.8714

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 22.54
Evaluated at bid price : 23.45
Bid-YTW : 6.00 %

PWF.PR.K Perpetual-Discount Quote: 22.01 – 23.00
Spot Rate : 0.9900
Average : 0.6698

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 21.76
Evaluated at bid price : 22.01
Bid-YTW : 5.63 %

POW.PR.D Perpetual-Discount Quote: 22.55 – 23.40
Spot Rate : 0.8500
Average : 0.5389

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 22.28
Evaluated at bid price : 22.55
Bid-YTW : 5.57 %

SLF.PR.E Insurance Straight Quote: 21.38 – 22.30
Spot Rate : 0.9200
Average : 0.6491

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 21.38
Evaluated at bid price : 21.38
Bid-YTW : 5.31 %

CU.PR.J Perpetual-Discount Quote: 21.66 – 22.62
Spot Rate : 0.9600
Average : 0.6967

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 21.38
Evaluated at bid price : 21.66
Bid-YTW : 5.55 %

NA.PR.I FixedReset Prem Quote: 26.10 – 26.97
Spot Rate : 0.8700
Average : 0.6416

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-16
Maturity Price : 23.63
Evaluated at bid price : 26.10
Bid-YTW : 5.54 %

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