Market Action

July 22, 2026

Here’s a shout-out to the New Orleans Seafood and Steakhouse where I had a friendly dinner tonight. This one’s going on my list, for sure!

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 -0.3740 % 2,636.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3740 % 4,965.0
Floater 5.48 % 5.60 % 37,552 14.52 3 -0.3740 % 2,861.4
OpRet 0.00 % 0.00 % 0 0.00 0 0.0793 % 3,632.2
SplitShare 4.80 % 4.99 % 63,379 2.65 5 0.0793 % 4,337.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0793 % 3,384.4
Perpetual-Premium 5.67 % -7.94 % 57,094 0.09 7 0.1464 % 3,090.9
Perpetual-Discount 5.50 % 5.54 % 42,668 14.60 27 0.2560 % 3,435.5
FixedReset Disc 5.59 % 5.80 % 103,271 14.02 19 0.0243 % 3,401.6
Insurance Straight 5.37 % 5.44 % 48,389 14.71 20 0.0712 % 3,348.2
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0243 % 4,153.4
FixedReset Prem 5.88 % 4.36 % 79,164 2.16 29 0.1488 % 2,673.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0243 % 3,477.1
FixedReset Ins Non 5.23 % 5.04 % 55,140 3.09 14 0.0794 % 3,265.7
Performance Highlights
Issue Index Change Notes
ENB.PF.E FixedReset Disc -4.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 22.61
Evaluated at bid price : 23.46
Bid-YTW : 6.17 %
MFC.PR.K FixedReset Ins Non -2.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 23.74
Evaluated at bid price : 25.60
Bid-YTW : 5.37 %
MFC.PR.B Insurance Straight -1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 22.69
Evaluated at bid price : 22.93
Bid-YTW : 5.12 %
PWF.PR.A Floater -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 5.47 %
ELF.PR.H Perpetual-Discount 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.64 %
NA.PR.E FixedReset Prem 1.15 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-05-15
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 2.56 %
BN.PR.T FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 22.77
Evaluated at bid price : 23.42
Bid-YTW : 5.80 %
FTS.PR.F Perpetual-Discount 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 23.58
Evaluated at bid price : 23.85
Bid-YTW : 5.20 %
BN.PF.D Perpetual-Discount 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 21.70
Evaluated at bid price : 21.95
Bid-YTW : 5.63 %
BN.PF.A FixedReset Prem 1.24 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.64 %
IFC.PR.F Insurance Straight 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 24.20
Evaluated at bid price : 24.50
Bid-YTW : 5.45 %
BN.PF.M FixedReset Prem 1.31 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.55 %
IFC.PR.K Insurance Straight 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 24.01
Evaluated at bid price : 24.50
Bid-YTW : 5.39 %
MFC.PR.C Insurance Straight 1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 21.78
Evaluated at bid price : 22.02
Bid-YTW : 5.16 %
GWO.PR.N FixedReset Ins Non 1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 5.43 %
ENB.PR.P FixedReset Disc 2.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 23.43
Evaluated at bid price : 24.95
Bid-YTW : 5.75 %
Volume Highlights
Issue Index Shares
Traded
Notes
MIC.PR.A Perpetual-Discount 200,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 23.32
Evaluated at bid price : 23.70
Bid-YTW : 5.74 %
BN.PF.A FixedReset Prem 53,800 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.64 %
CU.PR.J Perpetual-Discount 38,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 21.66
Evaluated at bid price : 22.01
Bid-YTW : 5.46 %
GWO.PF.A Perpetual-Premium 25,935 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2035-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.17
Bid-YTW : 5.71 %
PWF.PF.A Perpetual-Discount 11,915 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.44 %
ENB.PF.E FixedReset Disc 10,150 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 22.61
Evaluated at bid price : 23.46
Bid-YTW : 6.17 %
There were 0 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.K FixedReset Prem Quote: 29.00 – 30.00
Spot Rate : 1.0000
Average : 0.6384

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 29.00
Bid-YTW : 2.33 %

ENB.PF.E FixedReset Disc Quote: 23.46 – 24.55
Spot Rate : 1.0900
Average : 0.7671

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 22.61
Evaluated at bid price : 23.46
Bid-YTW : 6.17 %

BN.PF.C Perpetual-Discount Quote: 21.71 – 22.22
Spot Rate : 0.5100
Average : 0.3228

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 21.45
Evaluated at bid price : 21.71
Bid-YTW : 5.63 %

BN.PF.G FixedReset Prem Quote: 25.08 – 25.59
Spot Rate : 0.5100
Average : 0.3666

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-07-01
Maturity Price : 25.00
Evaluated at bid price : 25.08
Bid-YTW : 5.70 %

IFC.PR.I Insurance Straight Quote: 24.80 – 25.75
Spot Rate : 0.9500
Average : 0.8513

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 24.28
Evaluated at bid price : 24.80
Bid-YTW : 5.47 %

FTS.PR.G FixedReset Prem Quote: 25.40 – 25.66
Spot Rate : 0.2600
Average : 0.1665

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-22
Maturity Price : 23.69
Evaluated at bid price : 25.40
Bid-YTW : 5.33 %

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