Market Action

July 7, 2026

The New York Fed has released the June Survey of Consumer Expectations:

June Survey: Inflation Expectations Up at Short- and Medium-Term Horizons; Gas Price Growth Expectations Fall

  • Median inflation expectations at the one-year ahead horizon increased by 0.2 percentage point (ppt) to 3.7 percent in June, the highest level since September 2023, and by 0.2 ppt to 3.3 percent at the three-year-ahead horizon, the highest level since June 2022. They were unchanged at 3.0 percent at the five-year-ahead horizon.
  • Gas price growth expectations declined by 3.5 ppts to 1.5 percent, the lowest level observed since August 2022.
  • The mean perceived probability of losing one’s job in the next twelve months decreased by 1.0 ppt to 14.1 percent, and the mean perceived probability of finding a job if one’s current job was lost increased by 1.2 ppt to 44.9 percent.
  • Perceptions about households’ current financial situations compared to a year ago improved, with a smaller share of households reporting a worse financial situation and a larger share reporting a better financial situation; however, expectations for future credit availability deteriorated slightly, with a larger share of respondents expecting that it will be harder to obtain credit in the year ahead.
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 0.3074 % 2,624.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3074 % 4,941.7
Floater 5.51 % 5.58 % 37,496 14.57 3 0.3074 % 2,847.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0317 % 3,629.9
SplitShare 4.80 % 4.89 % 66,909 2.69 5 -0.0317 % 4,334.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0317 % 3,382.2
Perpetual-Premium 5.69 % 5.56 % 58,253 6.57 7 0.1472 % 3,075.6
Perpetual-Discount 5.55 % 5.62 % 40,564 14.39 27 0.5361 % 3,402.6
FixedReset Disc 5.69 % 5.78 % 98,489 14.02 19 0.6103 % 3,344.1
Insurance Straight 5.46 % 5.55 % 49,102 14.58 20 0.1514 % 3,294.5
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.6103 % 4,083.2
FixedReset Prem 5.92 % 4.65 % 73,797 2.29 29 0.0588 % 2,653.8
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.6103 % 3,418.4
FixedReset Ins Non 5.29 % 5.26 % 54,477 14.56 14 0.0982 % 3,228.0
Performance Highlights
Issue Index Change Notes
GWO.PR.Y Insurance Straight -3.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.67 %
MFC.PR.N FixedReset Ins Non -1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.18
Evaluated at bid price : 24.72
Bid-YTW : 5.32 %
GWO.PR.N FixedReset Ins Non -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.66 %
BIP.PR.F FixedReset Prem -1.19 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.64
Bid-YTW : 5.41 %
SLF.PR.C Insurance Straight -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 5.21 %
FTS.PR.J Perpetual-Discount -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 22.44
Evaluated at bid price : 22.70
Bid-YTW : 5.28 %
MFC.PR.M FixedReset Ins Non 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.40
Evaluated at bid price : 25.25
Bid-YTW : 5.32 %
MIC.PR.A Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 22.77
Evaluated at bid price : 23.20
Bid-YTW : 5.84 %
ENB.PR.J FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.22
Evaluated at bid price : 24.43
Bid-YTW : 5.82 %
POW.PR.A Perpetual-Discount 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 24.68
Evaluated at bid price : 24.95
Bid-YTW : 5.63 %
BN.PF.F FixedReset Prem 1.23 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.51
Bid-YTW : 5.21 %
GWO.PR.P Insurance Straight 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 5.60 %
PWF.PR.P FixedReset Disc 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 5.58 %
MFC.PR.J FixedReset Ins Non 1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.66
Evaluated at bid price : 24.97
Bid-YTW : 5.70 %
CU.PR.E Perpetual-Discount 1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.53 %
GWO.PR.I Insurance Straight 2.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.40 %
ENB.PR.H FixedReset Disc 2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.06
Evaluated at bid price : 23.88
Bid-YTW : 5.57 %
PWF.PR.S Perpetual-Discount 2.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 21.51
Evaluated at bid price : 21.77
Bid-YTW : 5.60 %
GWO.PR.T Insurance Straight 3.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 22.93
Evaluated at bid price : 23.20
Bid-YTW : 5.58 %
BN.PR.T FixedReset Disc 5.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 22.27
Evaluated at bid price : 23.05
Bid-YTW : 5.71 %
Volume Highlights
Issue Index Shares
Traded
Notes
FTS.PR.M FixedReset Prem 132,346 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.35
Evaluated at bid price : 25.10
Bid-YTW : 5.46 %
BN.PF.A FixedReset Prem 113,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.88
Bid-YTW : 5.15 %
CU.PR.K Perpetual-Premium 52,970 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 24.70
Evaluated at bid price : 25.10
Bid-YTW : 5.63 %
BN.PF.F FixedReset Prem 30,566 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.51
Bid-YTW : 5.21 %
BN.PF.G FixedReset Prem 25,217 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 25.13
Bid-YTW : 5.58 %
ENB.PF.A FixedReset Disc 23,808 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.01
Evaluated at bid price : 24.19
Bid-YTW : 5.90 %
There were 5 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
BIP.PR.F FixedReset Prem Quote: 25.64 – 27.50
Spot Rate : 1.8600
Average : 1.0905

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.64
Bid-YTW : 5.41 %

GWO.PR.Y Insurance Straight Quote: 20.00 – 21.05
Spot Rate : 1.0500
Average : 0.6887

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.67 %

IFC.PR.F Insurance Straight Quote: 24.00 – 24.72
Spot Rate : 0.7200
Average : 0.4791

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 23.70
Evaluated at bid price : 24.00
Bid-YTW : 5.55 %

POW.PR.C Perpetual-Premium Quote: 25.25 – 26.08
Spot Rate : 0.8300
Average : 0.5929

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-08-06
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : -7.72 %

ENB.PR.B FixedReset Disc Quote: 23.28 – 24.00
Spot Rate : 0.7200
Average : 0.5020

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 22.71
Evaluated at bid price : 23.28
Bid-YTW : 5.87 %

IFC.PR.I Insurance Straight Quote: 24.96 – 25.84
Spot Rate : 0.8800
Average : 0.6876

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-07
Maturity Price : 24.45
Evaluated at bid price : 24.96
Bid-YTW : 5.42 %

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