Market Action

February 12, 2026

The New York Fed has released a Staff Report by Natalia Emanuel and Emma Harrington titled The Payoffs of Higher Pay: Labor Supply and Productivity Responses to a Voluntary Firm Minimum Wage:

What are the returns to firms of paying more? We study a Fortune 500 firm’s voluntary firm-wide $15/hour minimum wage, which affected some warehouses more than others. Using a continuous difference-in-differences design, we find that a $1/hour pay increase (5.5 percent) halves worker departures, reduces absenteeism by 18.6 percent, and increases productivity (boxes moved per hour) by 5.7 percent. These productivity gains fully defrayed increased labor costs, offsetting the firm’s incentive to mark down wages. We develop a simple model that connects efficiency-wage incentives and monopsony power, showing how these forces can counterbalance each other to keep wages closer to workers’ marginal revenues.

Yup. In most cases, sweating your labour is false economy.

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 0.1236 % 2,496.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1236 % 4,734.2
Floater 5.77 % 6.03 % 57,748 13.82 3 0.1236 % 2,728.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.0392 % 3,677.7
SplitShare 4.75 % 4.48 % 82,171 3.03 5 0.0392 % 4,392.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0392 % 3,426.8
Perpetual-Premium 5.69 % 5.61 % 533,064 14.12 7 0.0627 % 3,064.9
Perpetual-Discount 5.60 % 5.66 % 52,219 14.38 27 0.6823 % 3,385.3
FixedReset Disc 5.93 % 5.95 % 111,608 13.76 28 0.1141 % 3,178.0
Insurance Straight 5.45 % 5.53 % 67,129 14.53 22 0.4431 % 3,338.8
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.1141 % 3,780.6
FixedReset Prem 5.97 % 4.46 % 85,282 2.38 20 -0.0959 % 2,656.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1141 % 3,248.6
FixedReset Ins Non 5.29 % 5.47 % 74,446 14.39 14 0.0646 % 3,125.9
Performance Highlights
Issue Index Change Notes
CU.PR.H Perpetual-Discount -6.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.87 %
FTS.PR.J Perpetual-Discount -2.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.44 %
PWF.PR.T FixedReset Disc -1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 23.18
Evaluated at bid price : 24.45
Bid-YTW : 5.44 %
GWO.PR.H Insurance Straight 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 21.84
Evaluated at bid price : 22.08
Bid-YTW : 5.56 %
POW.PR.D Perpetual-Discount 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.70
Evaluated at bid price : 22.99
Bid-YTW : 5.49 %
MFC.PR.B Insurance Straight 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.03
Evaluated at bid price : 22.26
Bid-YTW : 5.30 %
ENB.PF.G FixedReset Disc 2.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.30
Evaluated at bid price : 23.00
Bid-YTW : 6.19 %
CU.PR.F Perpetual-Discount 3.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.47 %
GWO.PR.Y Insurance Straight 4.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.49 %
PWF.PR.S Perpetual-Discount 30.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 21.42
Evaluated at bid price : 21.68
Bid-YTW : 5.57 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PR.N Perpetual-Discount 148,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 20.82
Evaluated at bid price : 20.82
Bid-YTW : 5.79 %
ENB.PR.B FixedReset Disc 76,340 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 6.32 %
GWO.PR.T Insurance Straight 37,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 23.27
Evaluated at bid price : 23.55
Bid-YTW : 5.53 %
MFC.PR.N FixedReset Ins Non 32,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.89
Evaluated at bid price : 24.10
Bid-YTW : 5.42 %
BN.PF.E FixedReset Disc 27,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.33
Evaluated at bid price : 23.00
Bid-YTW : 5.91 %
MFC.PR.B Insurance Straight 16,656 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.03
Evaluated at bid price : 22.26
Bid-YTW : 5.30 %
There were 7 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
CU.PR.H Perpetual-Discount Quote: 22.40 – 24.40
Spot Rate : 2.0000
Average : 1.4583

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.87 %

BN.PF.I FixedReset Prem Quote: 25.50 – 26.50
Spot Rate : 1.0000
Average : 0.6050

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 4.18 %

BN.PF.E FixedReset Disc Quote: 23.00 – 23.95
Spot Rate : 0.9500
Average : 0.7102

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 22.33
Evaluated at bid price : 23.00
Bid-YTW : 5.91 %

FTS.PR.J Perpetual-Discount Quote: 22.20 – 22.70
Spot Rate : 0.5000
Average : 0.3213

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.44 %

GWO.PR.S Insurance Straight Quote: 23.85 – 24.75
Spot Rate : 0.9000
Average : 0.7348

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-12
Maturity Price : 23.58
Evaluated at bid price : 23.85
Bid-YTW : 5.57 %

GWO.PR.M Insurance Straight Quote: 25.42 – 25.92
Spot Rate : 0.5000
Average : 0.3523

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.42
Bid-YTW : -6.16 %

Leave a Reply