Market Action

August 5, 2026

Even by the standards of the Canadian banking industry, this one is wild:

RBC’s Unfair Investigation Leads to Multi-Million Dollar Wrongful Dismissal Award

Introduction
In Silva v. Royal Bank of Canada, 2026 ONSC 3841, the Ontario Superior Court found that RBC had wrongfully dismissed a highly successful financial planner for cause after conducting an investigation that was neither impartial nor fair.

Justice Casullo concluded that the investigation was affected by tunnel vision, confirmation bias, undisclosed conflicts and a predetermined desire to find grounds to dismiss the employee. Instead of conducting a balanced search for the truth, RBC engaged in what the court described as “ammunition gathering.”

The consequences were extraordinary. The court awarded Ravini Silva 16 months’ reasonable notice, almost $1.92 million for loss of earning capacity, $150,000 in aggravated damages and a substantial punitive damages award. Royal Mutual Funds Inc. was also ordered to correct the regulatory notice that had effectively prevented Silva from returning to the financial-services industry.

The decision provides a powerful warning that a workplace investigation cannot be used as a mechanism to justify a termination decision that management has already made.

The post (which is lengthy, but fascinating) is mirrored here.

It’s a disgrace and reminiscent of the David Berry Scandal: banks treat employees like interchangeable pieces of shit with no agency.

Why would anybody with any choice, with any self-respect, work for a bank?

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 0.00 % 0.00 % 0 0.00 0 -0.0928 % 2,663.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0928 % 5,015.1
Floater 5.43 % 5.58 % 37,072 14.53 3 -0.0928 % 2,890.2
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0790 % 3,644.3
SplitShare 4.78 % 4.87 % 58,597 2.62 5 -0.0790 % 4,352.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0790 % 3,395.6
Perpetual-Premium 5.62 % 5.56 % 51,489 6.67 12 0.4636 % 3,090.8
Perpetual-Discount 5.52 % 5.60 % 39,283 14.50 21 -0.4623 % 3,418.7
FixedReset Disc 5.52 % 5.84 % 94,386 14.03 17 -0.0892 % 3,404.6
Insurance Straight 5.34 % 5.40 % 45,083 14.73 20 0.0449 % 3,366.6
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0892 % 4,157.1
FixedReset Prem 5.91 % 4.45 % 82,979 2.38 31 -0.2676 % 2,663.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0892 % 3,480.2
FixedReset Ins Non 5.17 % 4.55 % 54,463 1.97 14 0.0756 % 3,302.4
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -4.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 5.90 %
PWF.PR.K Perpetual-Discount -3.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.76 %
POW.PR.D Perpetual-Discount -3.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 22.06
Evaluated at bid price : 22.29
Bid-YTW : 5.66 %
RY.PR.S FixedReset Prem -2.79 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 3.87 %
GWO.PR.H Insurance Straight -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 21.55
Evaluated at bid price : 21.81
Bid-YTW : 5.62 %
SLF.PR.E Insurance Straight -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 21.65
Evaluated at bid price : 21.90
Bid-YTW : 5.19 %
FTS.PR.H FixedReset Disc -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 20.21
Evaluated at bid price : 20.21
Bid-YTW : 5.70 %
GWO.PR.P Insurance Straight -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.57 %
ENB.PR.B FixedReset Disc -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 22.79
Evaluated at bid price : 23.40
Bid-YTW : 6.02 %
BN.PF.C Perpetual-Discount -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 21.31
Evaluated at bid price : 21.58
Bid-YTW : 5.68 %
BIP.PR.F FixedReset Prem -1.10 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.02
Bid-YTW : 4.93 %
CCS.PR.C Insurance Straight 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 22.93
Evaluated at bid price : 23.20
Bid-YTW : 5.44 %
PWF.PR.R Perpetual-Discount 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 24.62
Evaluated at bid price : 24.88
Bid-YTW : 5.56 %
ENB.PF.C FixedReset Disc 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 23.07
Evaluated at bid price : 24.40
Bid-YTW : 5.93 %
MFC.PR.B Insurance Straight 1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 23.07
Evaluated at bid price : 23.33
Bid-YTW : 5.04 %
IFC.PR.A FixedReset Ins Non 2.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 22.97
Evaluated at bid price : 23.42
Bid-YTW : 5.27 %
POW.PR.H Perpetual-Premium 6.39 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 5.66 %
Volume Highlights
Issue Index Shares
Traded
Notes
TD.PF.J FixedReset Prem 118,584 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : 3.90 %
BN.PF.M FixedReset Prem 101,170 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 4.55 %
TD.PF.I FixedReset Prem 61,900 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.95
Bid-YTW : 3.23 %
MFC.PR.J FixedReset Ins Non 59,168 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.86
Bid-YTW : 4.48 %
SLF.PR.H FixedReset Ins Non 27,241 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.03
Bid-YTW : 4.08 %
POW.PR.D Perpetual-Discount 22,255 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 22.06
Evaluated at bid price : 22.29
Bid-YTW : 5.66 %
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
PWF.PR.S Perpetual-Discount Quote: 20.52 – 22.03
Spot Rate : 1.5100
Average : 1.0420

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 5.90 %

POW.PR.D Perpetual-Discount Quote: 22.29 – 23.35
Spot Rate : 1.0600
Average : 0.6726

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 22.06
Evaluated at bid price : 22.29
Bid-YTW : 5.66 %

GWO.PR.P Insurance Straight Quote: 24.50 – 25.50
Spot Rate : 1.0000
Average : 0.6205

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.57 %

PWF.PR.K Perpetual-Discount Quote: 21.60 – 22.50
Spot Rate : 0.9000
Average : 0.5688

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.76 %

RY.PR.S FixedReset Prem Quote: 26.15 – 26.97
Spot Rate : 0.8200
Average : 0.4935

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 3.87 %

GWO.PR.H Insurance Straight Quote: 21.81 – 22.75
Spot Rate : 0.9400
Average : 0.6914

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-08-05
Maturity Price : 21.55
Evaluated at bid price : 21.81
Bid-YTW : 5.62 %

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