Market Action

July 16, 2026

The TXPR price index set another 52-week high today of 714.53, just barely edging the old mark of 714.52 set yesterday.

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 0.3286 % 2,644.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3286 % 4,980.2
Floater 5.46 % 5.59 % 38,730 14.54 3 0.3286 % 2,870.1
OpRet 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,630.7
SplitShare 4.80 % 4.97 % 61,198 2.67 5 0.0000 % 4,335.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0000 % 3,383.0
Perpetual-Premium 5.69 % -3.89 % 56,853 0.09 7 -0.1804 % 3,078.6
Perpetual-Discount 5.54 % 5.57 % 42,273 14.54 27 0.1708 % 3,408.0
FixedReset Disc 5.64 % 5.82 % 99,512 13.99 19 -0.2823 % 3,369.6
Insurance Straight 5.41 % 5.46 % 48,974 14.63 20 -0.0847 % 3,321.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.2823 % 4,114.4
FixedReset Prem 5.90 % 4.58 % 79,195 2.17 29 -0.0466 % 2,664.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2823 % 3,444.5
FixedReset Ins Non 5.24 % 5.22 % 53,144 14.41 14 0.1121 % 3,257.4
Performance Highlights
Issue Index Change Notes
ENB.PF.C FixedReset Disc -2.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 22.70
Evaluated at bid price : 23.60
Bid-YTW : 6.09 %
MFC.PR.F FixedReset Ins Non -1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.50 %
POW.PR.C Perpetual-Premium -1.43 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-08-15
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : -19.50 %
FTS.PR.H FixedReset Disc -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 5.65 %
GWO.PR.T Insurance Straight -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 5.58 %
ENB.PF.K FixedReset Prem -1.02 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-01
Maturity Price : 25.00
Evaluated at bid price : 26.31
Bid-YTW : 3.39 %
SLF.PR.G FixedReset Ins Non 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 21.21
Evaluated at bid price : 21.21
Bid-YTW : 5.31 %
PWF.PR.K Perpetual-Discount 4.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 22.06
Evaluated at bid price : 22.35
Bid-YTW : 5.54 %
Volume Highlights
Issue Index Shares
Traded
Notes
ENB.PR.Y FixedReset Disc 123,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 22.63
Evaluated at bid price : 23.36
Bid-YTW : 5.90 %
BN.PF.I FixedReset Prem 77,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : 3.67 %
BN.PF.G FixedReset Prem 51,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 25.19
Bid-YTW : 5.55 %
BN.PF.A FixedReset Prem 50,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.98
Bid-YTW : 5.02 %
BMO.PR.E FixedReset Prem 40,674 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 27.03
Bid-YTW : 3.65 %
ENB.PR.P FixedReset Disc 31,892 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 23.37
Evaluated at bid price : 24.80
Bid-YTW : 5.74 %
There were 8 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
BN.PR.R FixedReset Disc Quote: 22.86 – 24.24
Spot Rate : 1.3800
Average : 1.0721

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 22.20
Evaluated at bid price : 22.86
Bid-YTW : 5.97 %

IFC.PR.K Insurance Straight Quote: 24.16 – 25.10
Spot Rate : 0.9400
Average : 0.6467

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 23.69
Evaluated at bid price : 24.16
Bid-YTW : 5.46 %

ENB.PR.B FixedReset Disc Quote: 23.20 – 24.50
Spot Rate : 1.3000
Average : 1.0234

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 22.63
Evaluated at bid price : 23.20
Bid-YTW : 6.00 %

ENB.PR.F FixedReset Disc Quote: 24.39 – 24.95
Spot Rate : 0.5600
Average : 0.3579

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 23.37
Evaluated at bid price : 24.39
Bid-YTW : 5.81 %

MFC.PR.F FixedReset Ins Non Quote: 21.00 – 21.71
Spot Rate : 0.7100
Average : 0.5163

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-16
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.50 %

BN.PR.Z FixedReset Prem Quote: 25.47 – 26.47
Spot Rate : 1.0000
Average : 0.8107

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.47
Bid-YTW : 4.95 %

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