Market Action

January 8, 2026

The TXPR price index set a new 52-week high today of 697.57 (which was also the close), eclipsing the old mark of 696.71 set 2025-12-31.

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

December Survey: Labor Market Expectations Worsen; Inflation Expectations Tick Up at Short-Term, Unchanged at Medium- and Longer-Term Horizons

  • Median inflation expectations increased by 0.2 percentage point (ppt) to 3.4 percent at the one-year-ahead horizon in December. They were unchanged at the three-year- and five-year-ahead horizons, both at 3 percent.
  • The mean perceived probability of finding a job if one’s current job were lost fell by 4.2 ppts to 43.1 percent, reaching a new series low. The decline was driven by respondents with annual household incomes below $100,000 and was most pronounced for those above age 60 and those with a high school degree or less.
  • The mean perceived probability of losing one’s job in the next twelve months increased by 1.4 ppts to 15.2 percent. The reading is above the series’ 12-month trailing average of 14.3 percent. The mean probability of leaving one’s job voluntarily, or the expected quit rate, in the next twelve months decreased by 0.2 ppt to 17.5 percent.
  • Households’ perceptions about their current financial situation 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. Year-ahead expectations about households’ financial situation improved as well.

They have also commenced publication of the Heise, Pearce, Weber (HPW) Labor Market Tightness Index:

The HPW Index offers an indicator of labor market tightness based on the quits rate and job vacancies per searcher. It can be used for summarizing current wage pressures and forecasting near-term wage inflation.

What are the key features of the approach?
The HPW Index is constructed by taking a weighted average of the quits rate and of vacancies per effective searcher, where effective searchers include both employed and non-employed workers weighted by their job-finding rate. The weights on these two variables—quits rate and vacancies per effective searcher—are equal to their coefficients in a simple ordinary-least-squares (OLS) regression of nominal wage growth on quits and vacancies per effective searcher, where wage growth is measured using the Employment Cost Index (ECI) for wages and salaries of private industry workers. The weights are updated when new ECI wage data are released to incorporate the latest data point.

BK.PR.A is getting bigger:

: Canadian Banc Corp. (the “Company”) is pleased to announce
it will undertake an offering of Preferred Shares (TSX: BK.PR.A) of the Company. The offering will be led by National Bank Financial Inc.

The sales period of this overnight offering will end at 8:30 a.m. EST on January 9, 2026. The offering is expected to close on or about January 16, 2026 and is subject to certain closing conditions including approval by the TSX.

The Preferred Shares will be offered at a price of $10.32 per Preferred Share.

The closing price on the TSX of the Preferred Shares on January 7, 2026 was $10.41.

Since the inception of the Company, 245 consecutive dividends have been declared for the Preferred Shares. The aggregate dividends declared on the Preferred Shares total $11.53 per share. All distributions to date have been made in tax advantaged eligible Canadian dividends.

Effective October 9, 2025, the DBRS rating on the Preferred Shares is Pfd-3 (low)

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 -0.0506 % 2,436.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0506 % 4,619.6
Floater 5.91 % 6.12 % 53,016 13.75 3 -0.0506 % 2,662.3
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1018 % 3,682.0
SplitShare 4.74 % 4.15 % 75,854 1.10 5 -0.1018 % 4,397.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1018 % 3,430.8
Perpetual-Premium 5.63 % 5.54 % 92,123 6.87 9 -0.1621 % 3,105.3
Perpetual-Discount 5.51 % 5.60 % 47,745 14.42 25 -0.4161 % 3,427.5
FixedReset Disc 5.87 % 5.92 % 101,200 13.80 29 -0.0783 % 3,164.2
Insurance Straight 5.45 % 5.51 % 54,502 14.62 22 0.0808 % 3,341.3
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.0783 % 3,764.1
FixedReset Prem 5.93 % 4.32 % 88,353 2.20 19 0.1308 % 2,667.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0783 % 3,234.4
FixedReset Ins Non 5.28 % 5.44 % 77,246 14.43 14 0.0061 % 3,132.7
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -8.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 6.08 %
PWF.PF.A Perpetual-Discount -5.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.89 %
ENB.PF.E FixedReset Disc -3.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 21.66
Evaluated at bid price : 22.00
Bid-YTW : 6.39 %
BN.PR.T FixedReset Disc -2.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.32 %
PWF.PR.P FixedReset Disc -2.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 19.52
Evaluated at bid price : 19.52
Bid-YTW : 5.89 %
ENB.PR.F FixedReset Disc -2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 21.27
Evaluated at bid price : 21.55
Bid-YTW : 6.44 %
IFC.PR.E Insurance Straight -1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 23.17
Evaluated at bid price : 23.47
Bid-YTW : 5.57 %
GWO.PR.L Insurance Straight -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 5.71 %
PWF.PR.R Perpetual-Discount -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 24.15
Evaluated at bid price : 24.40
Bid-YTW : 5.74 %
SLF.PR.G FixedReset Ins Non -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 19.74
Evaluated at bid price : 19.74
Bid-YTW : 5.52 %
IFC.PR.G FixedReset Ins Non 1.16 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.39
Bid-YTW : 5.44 %
BN.PF.J FixedReset Prem 1.29 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.83
Bid-YTW : 4.57 %
SLF.PR.D Insurance Straight 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 21.52
Evaluated at bid price : 21.78
Bid-YTW : 5.13 %
ENB.PR.H FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 22.35
Evaluated at bid price : 22.80
Bid-YTW : 5.82 %
IFC.PR.F Insurance Straight 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 23.73
Evaluated at bid price : 24.00
Bid-YTW : 5.55 %
GWO.PR.T Insurance Straight 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 23.10
Evaluated at bid price : 23.35
Bid-YTW : 5.55 %
TD.PF.J FixedReset Prem 1.65 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.48
Bid-YTW : 3.58 %
ENB.PF.A FixedReset Disc 3.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 22.38
Evaluated at bid price : 23.05
Bid-YTW : 6.16 %
CU.PR.J Perpetual-Discount 3.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 21.50
Evaluated at bid price : 21.82
Bid-YTW : 5.50 %
Volume Highlights
Issue Index Shares
Traded
Notes
CU.PR.C FixedReset Disc 233,740 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 24.32
Evaluated at bid price : 24.66
Bid-YTW : 5.47 %
MFC.PR.K FixedReset Ins Non 106,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 23.50
Evaluated at bid price : 25.20
Bid-YTW : 5.29 %
ENB.PF.G FixedReset Disc 56,077 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 22.27
Evaluated at bid price : 22.96
Bid-YTW : 6.19 %
IFC.PR.I Insurance Straight 31,775 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 24.12
Evaluated at bid price : 24.41
Bid-YTW : 5.56 %
GWO.PR.N FixedReset Ins Non 31,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 18.51
Evaluated at bid price : 18.51
Bid-YTW : 5.73 %
PWF.PR.H Perpetual-Premium 28,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-07
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 3.54 %
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
PWF.PF.A Perpetual-Discount Quote: 19.50 – 20.76
Spot Rate : 1.2600
Average : 0.7139

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.89 %

ENB.PF.E FixedReset Disc Quote: 22.00 – 22.84
Spot Rate : 0.8400
Average : 0.5749

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 21.66
Evaluated at bid price : 22.00
Bid-YTW : 6.39 %

PWF.PR.S Perpetual-Discount Quote: 20.15 – 22.48
Spot Rate : 2.3300
Average : 2.0690

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 6.08 %

PWF.PR.P FixedReset Disc Quote: 19.52 – 20.50
Spot Rate : 0.9800
Average : 0.7537

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 19.52
Evaluated at bid price : 19.52
Bid-YTW : 5.89 %

IFC.PR.C FixedReset Ins Non Quote: 24.00 – 25.00
Spot Rate : 1.0000
Average : 0.7949

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 23.35
Evaluated at bid price : 24.00
Bid-YTW : 5.75 %

BN.PR.T FixedReset Disc Quote: 20.50 – 21.36
Spot Rate : 0.8600
Average : 0.6676

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-01-08
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.32 %

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