Market Action

February 11, 2026

Jobs, jobs, jobs!

US job growth was historically weak last year. And US job growth was significantly stronger than expected at the start of this year.

In the January jobs report released Wednesday – a Schrödinger’s cat of employment snapshots – the seemingly opposed dynamics both held true.

The US economy added an estimated 130,000 jobs last month, and the unemployment rate ticked down a tenth of a percentage point to 4.3%, according to new Bureau of Labor Statistics data.

Health care and social assistance drove the lion’s share of last month’s employment gains, with an estimated 123,500 jobs added.

That was followed by the 34,000 jobs gained in professional and business services, including employment services, administrative and other white-collar roles. Construction, likely helped by unseasonably warm weather at the start of the month, added 33,000 jobs.

Many other sectors, notably government (-42,000 jobs), either shed jobs or reported very weak gains.

… and …:

The Employment Cost Index, which measures changes in wages and benefits, rose 0.7% during the last three months of 2025, marking the slowest quarterly increase since 2021, BLS data showed.

The markets reacted a bit:

The Canadian dollar edged lower against its U.S. counterpart on Wednesday as stronger-than-expected U.S. ⁠jobs ​data reduced expectations for Federal Reserve interest rate cuts, offsetting higher oil prices.

The loonie was trading 0.1% lower at 1.3560 per U.S. dollar, or 73.75 U.S. cents, after moving in a range of 1.3505 to ​1.3618.

Canadian bond yields moved lower across a flatter curve. The 10-year was down 2.4 basis points at 3.338%, while the gap between it and the equivalent U.S. rate widened by 5.5 basis ​points to 83.8 basis points in favor of the U.S. note.

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 -0.0988 % 2,493.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0988 % 4,728.3
Floater 5.78 % 6.03 % 55,952 13.83 3 -0.0988 % 2,724.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.1257 % 3,676.3
SplitShare 4.75 % 4.48 % 83,696 3.03 5 0.1257 % 4,390.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1257 % 3,425.4
Perpetual-Premium 5.70 % 5.60 % 552,411 6.76 7 -0.0057 % 3,063.0
Perpetual-Discount 5.64 % 5.66 % 50,857 14.38 27 -0.6059 % 3,362.4
FixedReset Disc 5.94 % 5.95 % 112,619 13.73 28 0.0641 % 3,174.4
Insurance Straight 5.47 % 5.56 % 67,872 14.49 22 -0.3391 % 3,324.1
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0641 % 3,776.3
FixedReset Prem 5.96 % 4.32 % 85,917 2.39 20 -0.1799 % 2,658.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0641 % 3,244.8
FixedReset Ins Non 5.29 % 5.47 % 75,297 14.46 14 0.1108 % 3,123.9
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -24.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.31 %
GWO.PR.Y Insurance Straight -4.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.71 %
BIP.PR.F FixedReset Prem -2.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.59
Evaluated at bid price : 25.60
Bid-YTW : 5.80 %
IFC.PR.F Insurance Straight -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.64
Evaluated at bid price : 23.90
Bid-YTW : 5.61 %
ENB.PF.G FixedReset Disc -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 22.01
Evaluated at bid price : 22.52
Bid-YTW : 6.33 %
IFC.PR.I Insurance Straight 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 24.05
Evaluated at bid price : 24.35
Bid-YTW : 5.61 %
PWF.PR.T FixedReset Disc 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.33
Evaluated at bid price : 24.85
Bid-YTW : 5.33 %
CU.PR.H Perpetual-Discount 8.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.69
Evaluated at bid price : 23.99
Bid-YTW : 5.47 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PR.N Perpetual-Discount 51,068 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.78 %
ENB.PR.F FixedReset Disc 44,905 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 21.62
Evaluated at bid price : 22.04
Bid-YTW : 6.29 %
ENB.PR.B FixedReset Disc 44,179 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 6.32 %
GWO.PR.Q Insurance Straight 41,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.15
Evaluated at bid price : 23.45
Bid-YTW : 5.56 %
PWF.PR.Z Perpetual-Discount 38,910 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 22.65
Evaluated at bid price : 22.91
Bid-YTW : 5.66 %
TD.PF.A FixedReset Prem 30,821 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.51
Bid-YTW : 4.44 %
There were 24 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.PR.S Perpetual-Discount Quote: 16.60 – 21.89
Spot Rate : 5.2900
Average : 2.8356

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.31 %

GWO.PR.Y Insurance Straight Quote: 20.00 – 21.04
Spot Rate : 1.0400
Average : 0.6102

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.71 %

GWO.PR.S Insurance Straight Quote: 23.88 – 24.75
Spot Rate : 0.8700
Average : 0.5538

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.61
Evaluated at bid price : 23.88
Bid-YTW : 5.56 %

CCS.PR.C Insurance Straight Quote: 22.87 – 23.48
Spot Rate : 0.6100
Average : 0.3752

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 22.62
Evaluated at bid price : 22.87
Bid-YTW : 5.53 %

PWF.PR.E Perpetual-Discount Quote: 24.16 – 24.88
Spot Rate : 0.7200
Average : 0.5177

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.92
Evaluated at bid price : 24.16
Bid-YTW : 5.73 %

BIP.PR.F FixedReset Prem Quote: 25.60 – 26.18
Spot Rate : 0.5800
Average : 0.3918

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-11
Maturity Price : 23.59
Evaluated at bid price : 25.60
Bid-YTW : 5.80 %

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