Market Action

May 25, 2026

The BoC has released a Staff Analytical Paper by Felipe Alves, William Beaudoin, Hélène Desgagnés, Wei Dong, Jan David Schneider, Eugene Trostin, Argyn Toktamyssov and Hannes Twieling titled Assessing the US and Canadian neutral rates: 2026 update:

This paper presents Bank of Canada staff’s current assessment of the US and Canadian neutral rates of interest. The neutral rate is where the Bank expects the policy rate would settle once output is at its long-run potential level and inflation is at target, after the effects of all cyclical shocks have dissipated (Mendes 2014). The Bank does not target the neutral rate, but this is an important input for its economic projections.

We assess the Canadian nominal neutral rate to be in the range of 2.25% to 3.25%, unchanged from our assessment in 2025. We assess the US nominal neutral rate to be in the range of 2.50% to 3.50%, somewhat higher than the range of 2.25% to 3.25% reported in the 2025 assessment.

  • • In Canada, lower long-term population growth offsets higher long-term productivity growth (Chernoff et al. 2026).
  • • In the United States, the revision is explained by a stronger outlook for potential
    output growth (de Munnik et al. 2026).

The neutral rate of interest is unobservable and inferred from the evolution of the factors that influence it, such as potential output growth and the balance between global savings and investment. Measuring the neutral rate involves considerable uncertainty. Staff’s assessed ranges reflect the uncertainty inherent in the inputs used in the model, but they do not capture the full extent of uncertainties surrounding the neutral rate in the United States and Canada.

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 1.2028 % 2,584.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 1.2028 % 4,900.9
Floater 5.55 % 5.85 % 40,582 14.07 3 1.2028 % 2,824.4
OpRet 0.00 % 0.00 % 0 0.00 0 0.1587 % 3,634.5
SplitShare 4.79 % 4.35 % 52,592 2.81 5 0.1587 % 4,340.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1587 % 3,386.5
Perpetual-Premium 5.76 % 5.70 % 63,579 6.59 3 -0.1187 % 3,051.3
Perpetual-Discount 5.60 % 5.67 % 51,948 14.34 30 0.2890 % 3,361.8
FixedReset Disc 5.59 % 5.85 % 97,549 13.94 24 0.7961 % 3,332.3
Insurance Straight 5.46 % 5.58 % 51,439 14.41 22 0.4024 % 3,300.2
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.7961 % 3,964.1
FixedReset Prem 5.97 % 4.49 % 88,007 2.28 24 0.0787 % 2,656.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.7961 % 3,406.2
FixedReset Ins Non 5.05 % 5.31 % 80,649 3.19 14 0.1291 % 3,274.2
Performance Highlights
Issue Index Change Notes
MFC.PR.Q FixedReset Ins Non -2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.57
Evaluated at bid price : 25.00
Bid-YTW : 5.75 %
POW.PR.D Perpetual-Discount -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 22.10
Evaluated at bid price : 22.32
Bid-YTW : 5.67 %
BN.PR.M Perpetual-Discount -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 5.86 %
GWO.PR.M Insurance Straight 1.03 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-06-24
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : -12.35 %
ENB.PR.B FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 22.49
Evaluated at bid price : 23.00
Bid-YTW : 5.98 %
CU.PR.D Perpetual-Discount 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 22.04
Evaluated at bid price : 22.27
Bid-YTW : 5.52 %
FTS.PR.G FixedReset Prem 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.62
Evaluated at bid price : 25.30
Bid-YTW : 5.24 %
ENB.PF.C FixedReset Disc 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 22.76
Evaluated at bid price : 23.75
Bid-YTW : 5.98 %
PWF.PR.F Perpetual-Discount 1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.19
Evaluated at bid price : 23.49
Bid-YTW : 5.64 %
SLF.PR.D Insurance Straight 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 21.55
Evaluated at bid price : 21.81
Bid-YTW : 5.17 %
ENB.PR.F FixedReset Disc 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.53
Evaluated at bid price : 23.85
Bid-YTW : 5.91 %
SLF.PR.C Insurance Straight 1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 21.35
Evaluated at bid price : 21.62
Bid-YTW : 5.21 %
ENB.PF.E FixedReset Disc 1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 22.61
Evaluated at bid price : 23.50
Bid-YTW : 6.04 %
PWF.PF.A Perpetual-Discount 1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 20.16
Evaluated at bid price : 20.16
Bid-YTW : 5.65 %
PWF.PR.S Perpetual-Discount 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 21.38
Evaluated at bid price : 21.65
Bid-YTW : 5.59 %
GWO.PR.H Insurance Straight 1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 21.87
Evaluated at bid price : 22.11
Bid-YTW : 5.56 %
MFC.PR.L FixedReset Ins Non 2.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.47
Evaluated at bid price : 25.31
Bid-YTW : 5.31 %
ENB.PR.J FixedReset Disc 2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.12
Evaluated at bid price : 24.25
Bid-YTW : 5.90 %
CU.PR.H Perpetual-Discount 3.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 24.09
Evaluated at bid price : 24.35
Bid-YTW : 5.40 %
PWF.PR.P FixedReset Disc 3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 21.42
Evaluated at bid price : 21.42
Bid-YTW : 5.53 %
PWF.PR.A Floater 3.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.23 %
BN.PR.X FixedReset Disc 9.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 21.54
Evaluated at bid price : 21.90
Bid-YTW : 5.66 %
Volume Highlights
Issue Index Shares
Traded
Notes
SLF.PR.G FixedReset Ins Non 27,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.32 %
PWF.PR.A Floater 20,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.23 %
FFH.PR.K FixedReset Prem 16,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 4.49 %
ENB.PR.T FixedReset Disc 14,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.26
Evaluated at bid price : 24.69
Bid-YTW : 5.79 %
ENB.PR.H FixedReset Disc 13,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.07
Evaluated at bid price : 23.95
Bid-YTW : 5.58 %
MFC.PR.Q FixedReset Ins Non 11,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.57
Evaluated at bid price : 25.00
Bid-YTW : 5.75 %
There were 1 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.C FixedReset Prem Quote: 26.20 – 27.20
Spot Rate : 1.0000
Average : 0.5989

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 3.80 %

MFC.PR.I FixedReset Ins Non Quote: 26.09 – 27.09
Spot Rate : 1.0000
Average : 0.6197

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-09-19
Maturity Price : 25.00
Evaluated at bid price : 26.09
Bid-YTW : 3.44 %

MFC.PR.Q FixedReset Ins Non Quote: 25.00 – 25.91
Spot Rate : 0.9100
Average : 0.5519

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.57
Evaluated at bid price : 25.00
Bid-YTW : 5.75 %

GWO.PR.M Insurance Straight Quote: 25.60 – 27.00
Spot Rate : 1.4000
Average : 1.0597

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-06-24
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : -12.35 %

GWO.PR.T Insurance Straight Quote: 22.60 – 25.00
Spot Rate : 2.4000
Average : 2.1323

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 22.34
Evaluated at bid price : 22.60
Bid-YTW : 5.78 %

PWF.PR.T FixedReset Disc Quote: 25.02 – 26.02
Spot Rate : 1.0000
Average : 0.7507

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-25
Maturity Price : 23.44
Evaluated at bid price : 25.02
Bid-YTW : 5.48 %

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