Market Action

February 10, 2026

Sorry this is late!

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 0.5964 % 2,496.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5964 % 4,733.0
Floater 5.77 % 6.02 % 55,380 13.84 3 0.5964 % 2,727.6
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0157 % 3,671.6
SplitShare 4.75 % 4.56 % 84,842 3.03 5 -0.0157 % 4,384.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0157 % 3,421.1
Perpetual-Premium 5.70 % 5.60 % 555,826 6.77 7 -0.4706 % 3,063.2
Perpetual-Discount 5.60 % 5.66 % 50,079 14.38 27 -0.5584 % 3,382.9
FixedReset Disc 5.94 % 5.96 % 111,826 13.74 28 -0.1452 % 3,172.3
Insurance Straight 5.45 % 5.55 % 67,045 14.51 22 -0.0374 % 3,335.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1452 % 3,773.8
FixedReset Prem 5.95 % 4.31 % 85,713 2.52 20 0.2340 % 2,663.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1452 % 3,242.8
FixedReset Ins Non 5.30 % 5.47 % 77,987 14.43 14 -0.4778 % 3,120.4
Performance Highlights
Issue Index Change Notes
CU.PR.H Perpetual-Discount -8.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 21.83
Evaluated at bid price : 22.07
Bid-YTW : 5.95 %
MFC.PR.F FixedReset Ins Non -4.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 5.99 %
IFC.PR.C FixedReset Ins Non -3.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 23.13
Evaluated at bid price : 23.83
Bid-YTW : 5.78 %
POW.PR.D Perpetual-Discount -2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 22.42
Evaluated at bid price : 22.68
Bid-YTW : 5.56 %
CU.PR.K Perpetual-Premium -1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 24.16
Evaluated at bid price : 24.53
Bid-YTW : 5.71 %
CU.PR.C FixedReset Disc -1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 23.44
Evaluated at bid price : 23.90
Bid-YTW : 5.54 %
POW.PR.C Perpetual-Premium -1.13 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-03-12
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : -8.83 %
BN.PF.E FixedReset Disc -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 22.33
Evaluated at bid price : 23.00
Bid-YTW : 5.91 %
MFC.PR.N FixedReset Ins Non -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 22.80
Evaluated at bid price : 23.90
Bid-YTW : 5.47 %
Volume Highlights
Issue Index Shares
Traded
Notes
NA.PR.E FixedReset Prem 73,601 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-05-15
Maturity Price : 25.00
Evaluated at bid price : 25.57
Bid-YTW : 4.75 %
CU.PR.H Perpetual-Discount 68,425 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 21.83
Evaluated at bid price : 22.07
Bid-YTW : 5.95 %
BN.PF.M FixedReset Prem 67,800 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2031-01-01
Maturity Price : 25.00
Evaluated at bid price : 26.30
Bid-YTW : 4.74 %
BMO.PR.E FixedReset Prem 57,805 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 26.96
Bid-YTW : 3.76 %
ENB.PR.J FixedReset Disc 50,001 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 22.43
Evaluated at bid price : 23.00
Bid-YTW : 6.18 %
NA.PR.I FixedReset Prem 44,700 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 26.17
Bid-YTW : 5.25 %
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
CU.PR.H Perpetual-Discount Quote: 22.07 – 24.50
Spot Rate : 2.4300
Average : 1.3625

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 21.83
Evaluated at bid price : 22.07
Bid-YTW : 5.95 %

MFC.PR.F FixedReset Ins Non Quote: 18.05 – 19.05
Spot Rate : 1.0000
Average : 0.6289

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 5.99 %

POW.PR.D Perpetual-Discount Quote: 22.68 – 23.42
Spot Rate : 0.7400
Average : 0.4448

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 22.42
Evaluated at bid price : 22.68
Bid-YTW : 5.56 %

IFC.PR.C FixedReset Ins Non Quote: 23.83 – 24.83
Spot Rate : 1.0000
Average : 0.7628

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 23.13
Evaluated at bid price : 23.83
Bid-YTW : 5.78 %

CU.PR.K Perpetual-Premium Quote: 24.53 – 24.94
Spot Rate : 0.4100
Average : 0.2443

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 24.16
Evaluated at bid price : 24.53
Bid-YTW : 5.71 %

BN.PR.Z FixedReset Disc Quote: 24.82 – 25.30
Spot Rate : 0.4800
Average : 0.3278

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-10
Maturity Price : 23.55
Evaluated at bid price : 24.82
Bid-YTW : 5.97 %

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