Market Action

March 7, 2026

The New York Fed published the latest Survey of Consumer Expectations:

March Survey: Short-Term Inflation Expectations Rise as Gas Price Growth Expectations Surge; Labor Expectations Come in Mixed

  • Median inflation expectations increased by 0.4 percentage point (ppt) to 3.4 percent at the one-year-ahead horizon, increased by 0.1 ppt to 3.1 percent at the three-year-ahead horizon, and were unchanged at 3.0 percent at the five-year-ahead horizon in March.
  • Median year-ahead commodity price change expectations increased by 5.3 ppts for gas to 9.4 percent, the highest reading since March 2022.
  • The mean perceived probability of finding a job if one’s current job was lost increased by 1.9 ppts to 45.9 percent; however, the mean perceived probability of losing one’s job in the next twelve months also increased by 0.6 ppt to 14.4 percent.
  • Perceptions about households’ current financial situations deteriorated compared to a year ago, with a larger share of households reporting a worse financial situation and a smaller share reporting a better financial situation. Year-ahead expectations about households’ financial situations also worsened, with the share of households expecting a worse financial situation at its highest level since April 2025.

For more details:
Press Release: Short-Term Inflation Expectations Increase as Gas Price Growth Expectations Spike

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 -0.1678 % 2,489.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1678 % 4,720.2
Floater 5.82 % 5.97 % 25,462 13.97 4 -0.1678 % 2,720.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.0553 % 3,655.2
SplitShare 4.78 % 4.52 % 71,467 2.91 5 0.0553 % 4,365.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0553 % 3,405.8
Perpetual-Premium 5.85 % 5.96 % 54,238 13.84 1 -0.1980 % 3,025.7
Perpetual-Discount 5.76 % 5.80 % 49,980 14.17 34 0.0301 % 3,290.0
FixedReset Disc 5.90 % 6.10 % 104,575 13.68 27 -0.2694 % 3,192.5
Insurance Straight 5.66 % 5.78 % 63,604 14.26 22 0.0635 % 3,213.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.2694 % 3,797.8
FixedReset Prem 6.02 % 4.71 % 87,105 2.39 21 -0.2521 % 2,635.8
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2694 % 3,263.4
FixedReset Ins Non 5.26 % 5.51 % 80,600 14.35 14 0.2203 % 3,145.1
Performance Highlights
Issue Index Change Notes
ENB.PR.Y FixedReset Disc -4.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 20.66
Evaluated at bid price : 20.66
Bid-YTW : 6.69 %
ENB.PF.G FixedReset Disc -3.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 21.87
Evaluated at bid price : 22.30
Bid-YTW : 6.52 %
NA.PR.G FixedReset Prem -2.51 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 5.70 %
GWO.PR.T Insurance Straight -2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 21.67
Evaluated at bid price : 21.92
Bid-YTW : 5.91 %
ENB.PF.C FixedReset Disc -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 21.92
Evaluated at bid price : 22.32
Bid-YTW : 6.44 %
BN.PF.G FixedReset Disc -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 22.85
Evaluated at bid price : 24.04
Bid-YTW : 6.10 %
ENB.PF.K FixedReset Prem -1.17 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-01
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 6.04 %
BN.PF.E FixedReset Disc -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 22.59
Evaluated at bid price : 23.45
Bid-YTW : 5.91 %
GWO.PR.Y Insurance Straight 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.67 %
IFC.PR.I Insurance Straight 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 23.81
Evaluated at bid price : 24.25
Bid-YTW : 5.59 %
PWF.PR.P FixedReset Disc 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 20.56
Evaluated at bid price : 20.56
Bid-YTW : 5.80 %
CU.PR.C FixedReset Disc 2.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 24.31
Evaluated at bid price : 24.69
Bid-YTW : 5.61 %
SLF.PR.H FixedReset Ins Non 2.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 22.25
Evaluated at bid price : 23.00
Bid-YTW : 5.66 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PR.G Insurance Straight 54,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 22.35
Evaluated at bid price : 22.62
Bid-YTW : 5.78 %
FTS.PR.H FixedReset Disc 50,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 5.67 %
GWO.PR.L Insurance Straight 32,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 5.86 %
GWO.PR.P Insurance Straight 26,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 23.16
Evaluated at bid price : 23.42
Bid-YTW : 5.80 %
MFC.PR.I FixedReset Ins Non 25,750 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-09-19
Maturity Price : 25.00
Evaluated at bid price : 25.72
Bid-YTW : 4.15 %
FTS.PR.M FixedReset Disc 21,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 23.16
Evaluated at bid price : 24.64
Bid-YTW : 5.65 %
There were 12 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
GWO.PR.T Insurance Straight Quote: 21.92 – 25.00
Spot Rate : 3.0800
Average : 2.4065

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 21.67
Evaluated at bid price : 21.92
Bid-YTW : 5.91 %

MFC.PR.I FixedReset Ins Non Quote: 25.72 – 26.72
Spot Rate : 1.0000
Average : 0.5890

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-09-19
Maturity Price : 25.00
Evaluated at bid price : 25.72
Bid-YTW : 4.15 %

ENB.PF.G FixedReset Disc Quote: 22.30 – 23.11
Spot Rate : 0.8100
Average : 0.4978

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 21.87
Evaluated at bid price : 22.30
Bid-YTW : 6.52 %

ENB.PR.Y FixedReset Disc Quote: 20.66 – 21.66
Spot Rate : 1.0000
Average : 0.6923

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 20.66
Evaluated at bid price : 20.66
Bid-YTW : 6.69 %

NA.PR.G FixedReset Prem Quote: 25.65 – 26.40
Spot Rate : 0.7500
Average : 0.4780

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 5.70 %

CU.PR.H Perpetual-Discount Quote: 22.93 – 23.86
Spot Rate : 0.9300
Average : 0.7121

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-04-07
Maturity Price : 22.69
Evaluated at bid price : 22.93
Bid-YTW : 5.79 %

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