Market Action

July 29, 2026

The Fed stood pat with hawkish dissents:

The Federal Open Market Committee approved the following statement for release by a 9 – 3 vote:

The Committee decided to maintain the target range for the federal funds rate at 3-1/2 to 3-3/4 percent, in support of the Federal Reserve’s dual mandate. The Committee is continuing its policy of maintaining ample reserves in the banking system.

Economic activity is expanding at a solid pace despite elevated uncertainty that owes, in part, to the conflict in the Middle East. Productivity growth and capital investment are strong. Job gains have kept pace with the workforce, and the unemployment rate has changed little.

Inflation remains elevated relative to the Committee’s 2 percent goal, in part reflecting supply shocks that have driven price increases in certain sectors, including energy. The Committee will deliver price stability.

Voting against the monetary policy action were Beth M. Hammack, Neel Kashkari, and Lorie K. Logan, who preferred to raise the target range for the federal funds rate by 1/4 percentage point at this meeting.

Bonds got clobbered:

“Let me reiterate: There is no soft inflation target,” Warsh said in remarks after the Fed’s highly anticipated meeting. “There is no soft implicit target, not on this committee’s watch. There’s only a target, and it’s 2%.”

The bond market called his bluff.

Long-term bond yields surged during Warsh’s remarks, with the 30-year US Treasury yield jumping from around 5.1% to 5.21%, its highest level since 2007. The 10-year yield jumped from just above 4.61% to almost 4.69%, nearing its highest level in over a year.

Markets are pricing in a 57% chance the Fed raises interest rates in September, according to CME FedWatch, a real-time forecasting tool. This is down from almost 70% earlier this afternoon, though roughly in line with yesterday’s odds.

Equities got hammered:

Oil prices were up roughly 8% after major airstrikes resumed in the Middle East, raising the specter of further disruptions to already impaired global energy supplies. The rally was compounded by industry data showing a drop in U.S. crude inventories.

Fed funds futures traders are now pricing in 60% odds of ​a rate hike in September.

The Dow Jones Industrial Average fell 2.2%, to 51,594.86, for its worst day since April 2025. The S&P 500 dropped 1.5%, ​to 7,316.39 and the Nasdaq Composite was down 1.7% at 24,442.94. The S&P/TSX Composite index ended down 415.92 points, ​or 1.2%, at 35,333.78, after posting ‌a record closing high on Tuesday.

The two-year U.S. Treasury yield, which typically moves in step with interest rate expectations for the Fed, ​fell 5 basis points to 4.227% after rising to 4.339%. Markets had been ⁠pricing in a roughly one-in-three chance of a hike heading into the meeting.

But the yield on the U.S. 30-year bond jumped 7.1 basis points to 5.167% and was on track for its biggest daily gain since May 15, suggesting traders expect a build up of longer-term inflationary pressures.

Meta Platforms dropped ⁠4% in extended trade after the social media company said it now expects 2026 capital expenditure to be between US$130 billion and US$145 billion, compared with its prior forecast of US$125 ​billion to US$145 billion. Also after the bell, Microsoft climbed 0.6% after it topped Wall Street estimates for quarterly cloud revenue growth, a sign its massive spending on AI infrastructure was paying off.

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 -0.3974 % 2,635.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3974 % 4,963.9
Floater 5.48 % 5.57 % 35,742 14.55 3 -0.3974 % 2,860.7
OpRet 0.00 % 0.00 % 0 0.00 0 0.0237 % 3,641.7
SplitShare 4.78 % 4.96 % 62,966 2.64 5 0.0237 % 4,348.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0237 % 3,393.2
Perpetual-Premium 5.65 % -7.11 % 53,391 0.09 7 0.1798 % 3,098.6
Perpetual-Discount 5.49 % 5.54 % 40,561 14.56 27 0.2092 % 3,439.7
FixedReset Disc 5.60 % 5.89 % 97,028 13.92 19 -0.1283 % 3,393.1
Insurance Straight 5.33 % 5.43 % 48,331 14.71 20 0.2142 % 3,376.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1283 % 4,143.0
FixedReset Prem 5.88 % 4.35 % 77,697 2.14 29 0.0212 % 2,672.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1283 % 3,468.4
FixedReset Ins Non 5.15 % 4.41 % 56,052 1.99 14 0.3633 % 3,314.5
Performance Highlights
Issue Index Change Notes
BN.PF.E FixedReset Disc -1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.77
Evaluated at bid price : 23.75
Bid-YTW : 5.94 %
CCS.PR.C Insurance Straight -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.82
Evaluated at bid price : 23.10
Bid-YTW : 5.46 %
BN.PF.F FixedReset Prem -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 23.28
Evaluated at bid price : 24.80
Bid-YTW : 6.07 %
BN.PR.K Floater -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 5.67 %
FTS.PR.J Perpetual-Discount -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.60
Evaluated at bid price : 22.85
Bid-YTW : 5.27 %
BMO.PR.E FixedReset Prem -1.06 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 27.10
Bid-YTW : 3.58 %
ENB.PR.Y FixedReset Disc -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.58
Evaluated at bid price : 23.26
Bid-YTW : 6.01 %
MFC.PR.N FixedReset Ins Non 1.15 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-20
Maturity Price : 25.00
Evaluated at bid price : 25.49
Bid-YTW : 4.78 %
CU.PR.C FixedReset Prem 1.20 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-06-01
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 4.77 %
PWF.PR.S Perpetual-Discount 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 21.65
Evaluated at bid price : 21.90
Bid-YTW : 5.50 %
PWF.PR.R Perpetual-Discount 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 24.65
Evaluated at bid price : 24.91
Bid-YTW : 5.54 %
GWO.PR.R Insurance Straight 2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.06
Evaluated at bid price : 22.29
Bid-YTW : 5.43 %
SLF.PR.G FixedReset Ins Non 2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 21.38
Evaluated at bid price : 21.69
Bid-YTW : 5.25 %
BN.PR.M Perpetual-Discount 2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 21.28
Evaluated at bid price : 21.55
Bid-YTW : 5.56 %
ENB.PF.E FixedReset Disc 2.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.88
Evaluated at bid price : 24.02
Bid-YTW : 6.03 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.E FixedReset Disc 52,375 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.77
Evaluated at bid price : 23.75
Bid-YTW : 5.94 %
TD.PF.A FixedReset Prem 44,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.48
Bid-YTW : 4.35 %
BMO.PR.E FixedReset Prem 18,228 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 27.10
Bid-YTW : 3.58 %
GWO.PR.I Insurance Straight 16,534 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.34 %
NA.PR.C FixedReset Prem 14,612 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.16
Bid-YTW : 3.11 %
BN.PF.M FixedReset Prem 11,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 4.53 %
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
CCS.PR.C Insurance Straight Quote: 23.10 – 24.00
Spot Rate : 0.9000
Average : 0.6273

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.82
Evaluated at bid price : 23.10
Bid-YTW : 5.46 %

BN.PF.F FixedReset Prem Quote: 24.80 – 25.80
Spot Rate : 1.0000
Average : 0.7610

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 23.28
Evaluated at bid price : 24.80
Bid-YTW : 6.07 %

BN.PF.E FixedReset Disc Quote: 23.75 – 24.70
Spot Rate : 0.9500
Average : 0.7496

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.77
Evaluated at bid price : 23.75
Bid-YTW : 5.94 %

CU.PR.D Perpetual-Discount Quote: 22.60 – 23.10
Spot Rate : 0.5000
Average : 0.3463

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.50 %

BMO.PR.E FixedReset Prem Quote: 27.10 – 27.50
Spot Rate : 0.4000
Average : 0.2586

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 27.10
Bid-YTW : 3.58 %

FTS.PR.J Perpetual-Discount Quote: 22.85 – 23.35
Spot Rate : 0.5000
Average : 0.3676

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-29
Maturity Price : 22.60
Evaluated at bid price : 22.85
Bid-YTW : 5.27 %

Leave a Reply