Based on what I've read here and on Davin's site, it seems to be three whiskies blended with some sherry. The three are a 12 year old whisky, surely all-rye and perhaps containing a small amount of pot still blended in at birth but otherwise likely distilled at a high proof, a 6 year old pot still all-rye whisky aged in new charred wood - perhaps this is similar to, say Masterson's, except 4 years younger - and some bourbon, probably brought in from Kentucky.
The pot still element, and the bourbon too since it is similar to that in flavour intensity (not flavour type), are quite noticeable in the whiskey, but I'd say mostly the 6 year old pot still rye is because there is a good top-note of slate, earth and other flavours associated with that type of whisky. Perhaps this 6 year old "straight" Canadian rye is typical of straight rye made in house at Canadian distilleries, if so I'd think you will want often to blend it because it is potent stuff! So this is probably why it is "cut" with a well-aged standard blend and the bourbon and the wine, but that's just my deductions and guesstimating of course. If that 6 year old rye will age into, as I believe, the very good WhistlePig and Masteron's type of palate, then clearly there is no need to blend it but that whisky is at least 10 years old. Canadian whisky typically is 3-6 years old, with some well-known exceptions of course which go all the way up to 30.
In other words, I would think most Canadian pot still rye, or rye made in a column still but distilled out to a low proof, aged to about 6 years, has a very prominent palate which in the past is deemed best used as a flavouring whisky as we call it. 6 year old U.S. rye , or that neighborhood of age, certainly is sold on its own in the States but it may be noted the market is relatively small. Also, not all Canadian distillers invariably use new charred oak to age their flavouring whisky in, which would make it even stronger in taste, think e.g. of Anchor Distilling's rye that is aged in re-used barrels.
I think this whisky does withal represent a rare "inside look" at Canadian rye flavouring whisky. I would doubt that 6 year old pot still rye would find much of a sale on its own, but maybe I'm wrong...