Market Action

July 14, 2026

Another new 52-week high from the TXPR price index today of 713.43, beating the mark of 713.15 set yesterday.

Gas prices had a marked effect on US inflation:

The pace of price hikes slowed sharply last month, helped by a steep decline in gas prices as tensions eased in the Middle East.

Annual inflation measured 3.5% in June, compared to 4.2% in May, according to Consumer Price Index data released Tuesday by the Bureau of Labor Statistics.

However, that’s well above where it stood before the war with Iran broke out in February, when prices were rising at a 2.4% annual rate. Economists polled by FactSet had expected the pace of inflation to slow to 3.8% in June.

On a monthly basis, prices fell by 0.4%, after increasing by 0.5% in May. That marked the largest monthly decline in prices since April 2020.

Elisabeth Buchwald reports:

For the past few months, Americans’ paychecks were essentially being wiped out by inflation. That’s because inflation was growing at a faster rate than wages, a result of slowing wage growth combined with ramped-up inflation stemming from the war with Iran.

But Tuesday’s Consumer Price Index report showed that on an annual basis, prices are rising at 3.5%, which is equal to the annual rate average hourly earnings are growing, per the June employment report.

Elisabeth Buchwald takes issue with Warsh:

In his testimony before the House Financial Services Committee on Tuesday, Federal Reserve Chairman Kevin Warsh claimed that “interest rates don’t favor one class of people versus another.”

“They don’t favor those that have financial assets more than folks that are living off their bi-monthly paychecks,” he went on to say.

That’s not quite true.

John Towfighi reports

This morning’s better-than-expected inflation report prompted a shift in expectations for Fed policy: Markets are now pricing in a 17% chance that the Fed raises interest rates in July, down from a 42% chance one day ago, according to CME FedWatch.

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 -0.0234 % 2,637.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0234 % 4,967.3
Floater 5.48 % 5.59 % 38,823 14.55 3 -0.0234 % 2,862.7
OpRet 0.00 % 0.00 % 0 0.00 0 0.1668 % 3,631.0
SplitShare 4.80 % 4.96 % 64,140 2.68 5 0.1668 % 4,336.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1668 % 3,383.3
Perpetual-Premium 5.70 % -1.37 % 55,467 0.09 7 -0.0000 % 3,074.6
Perpetual-Discount 5.55 % 5.60 % 42,318 14.48 27 0.2392 % 3,400.1
FixedReset Disc 5.63 % 5.84 % 99,210 14.04 19 0.3706 % 3,377.1
Insurance Straight 5.42 % 5.49 % 51,387 14.63 20 0.2836 % 3,317.5
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.3706 % 4,123.5
FixedReset Prem 5.90 % 4.57 % 78,940 2.27 29 0.1066 % 2,662.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3706 % 3,452.1
FixedReset Ins Non 5.24 % 5.27 % 51,364 3.10 14 0.1328 % 3,255.6
Performance Highlights
Issue Index Change Notes
PWF.PR.F Perpetual-Discount -2.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 22.56
Evaluated at bid price : 22.82
Bid-YTW : 5.76 %
MFC.PR.I FixedReset Ins Non -1.66 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-09-19
Maturity Price : 25.00
Evaluated at bid price : 25.47
Bid-YTW : 4.71 %
PWF.PR.S Perpetual-Discount -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.61 %
GWO.PR.N FixedReset Ins Non 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 19.83
Evaluated at bid price : 19.83
Bid-YTW : 5.52 %
SLF.PR.G FixedReset Ins Non 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 21.09
Evaluated at bid price : 21.09
Bid-YTW : 5.34 %
ENB.PR.B FixedReset Disc 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 22.97
Evaluated at bid price : 23.56
Bid-YTW : 5.90 %
CU.PR.D Perpetual-Discount 2.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 22.25
Evaluated at bid price : 22.52
Bid-YTW : 5.50 %
ENB.PF.G FixedReset Disc 2.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 23.09
Evaluated at bid price : 24.60
Bid-YTW : 5.87 %
GWO.PR.Q Insurance Straight 2.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 22.95
Evaluated at bid price : 23.22
Bid-YTW : 5.58 %
GWO.PR.Y Insurance Straight 3.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 20.70
Evaluated at bid price : 20.70
Bid-YTW : 5.49 %
PWF.PR.K Perpetual-Discount 4.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 21.94
Evaluated at bid price : 22.17
Bid-YTW : 5.59 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.E FixedReset Disc 103,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 23.02
Evaluated at bid price : 24.32
Bid-YTW : 5.71 %
BN.PF.M FixedReset Prem 80,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.92
Bid-YTW : 4.80 %
FFH.PR.K FixedReset Prem 20,043 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 3.91 %
GWO.PF.A Perpetual-Premium 19,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2035-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.18
Bid-YTW : 5.69 %
ENB.PR.H FixedReset Disc 17,860 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 23.26
Evaluated at bid price : 24.28
Bid-YTW : 5.56 %
GWO.PR.L Insurance Straight 14,700 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-08-13
Maturity Price : 25.00
Evaluated at bid price : 25.18
Bid-YTW : -0.48 %
There were 3 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
MFC.PR.I FixedReset Ins Non Quote: 25.47 – 25.96
Spot Rate : 0.4900
Average : 0.3100

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-09-19
Maturity Price : 25.00
Evaluated at bid price : 25.47
Bid-YTW : 4.71 %

ENB.PF.C FixedReset Disc Quote: 23.60 – 24.69
Spot Rate : 1.0900
Average : 0.9127

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 22.70
Evaluated at bid price : 23.60
Bid-YTW : 6.09 %

PWF.PR.F Perpetual-Discount Quote: 22.82 – 23.60
Spot Rate : 0.7800
Average : 0.6144

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 22.56
Evaluated at bid price : 22.82
Bid-YTW : 5.76 %

IFC.PR.F Insurance Straight Quote: 24.20 – 24.72
Spot Rate : 0.5200
Average : 0.4023

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 23.90
Evaluated at bid price : 24.20
Bid-YTW : 5.51 %

BN.PR.X FixedReset Disc Quote: 21.20 – 22.00
Spot Rate : 0.8000
Average : 0.6846

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.84 %

PWF.PR.S Perpetual-Discount Quote: 21.45 – 21.97
Spot Rate : 0.5200
Average : 0.4086

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-14
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.61 %

Leave a Reply