Market Action

February 13, 2026

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< br>Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.0
0
0 -0.0988 % 2,494.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0988 % 4,729.5
Floater 5.78 % 6.03 % 57,889 13.81 3 -0.0988 % 2,725.6
OpRet 0.00 % 0.0
0 %
0 0.00 0 -0.0785 % 3,674.8
SplitShare 4.75 % 4.49 % 81,452 3.02 5 -0.0785 % 4,388.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0785 % 3,424.1
P
erpetual-Premium
5.68 % 5.67 % 513,996 14.11 7 0.1537 % 3,069.6
Perpetual-Discount 5.58 % 5.64 % 50,140 14.38 27 0.3298 % 3,396.5
FixedReset Disc 5.91 % 5.82 % 112,636 13.9
0
28 0.2951 % 3,187.4
Insurance Straight 5.45 % 5.55 % 66,260 14.50 22 -0.1182 % 3,334.9
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2951 % 3,791.7
FixedReset Prem 5.97 % 4.47 % 84,766 2.38 20 -0.0403 % 2,655.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2951 % 3,258.1
FixedReset Ins Non 5.29 % 5.36 % 76,402 14.53 14 -0.0
184 %
3,125.3
Performance Highlights
Issue Index Change Notes
NA.PR.I FixedReset Prem -3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 23.50
Evaluated at bid price : 25.46
Bid-YTW : 5.63 %
POW.PR.D Perpetual-Discount -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 22.46
Evaluated at bid price : 22.72
Bid-YTW : 5.56 %
MFC.PR.B Insurance Straight -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.36 %
PWF.PR.T FixedReset Disc 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 23.30
Evaluated at bid price : 24.75
Bid-YTW : 5.25 %
POW.PR.C Perpetual-Premium 1.74 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-03-15
Maturity Price : 25.00
Evaluated at bid price : 25.74
Bid-YTW : -22.76 %
FTS.PR.J Perpetual-Discount 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 22.32
Evaluated at bid price : 22.59
Bid-YTW : 5.35 %
CU.PR.C FixedReset Disc 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 23.95
Evaluated at bid price : 24.36
Bid-YTW : 5.31 %
CU.PR.H Perpetual-Discount 7.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 23.69
Evaluated at bid price : 23.99
Bid-YTW : 5.47 %
Volume Highlights
Issue Index Shares
Traded
Notes
E
NB.PR.B
FixedReset Disc 64,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 6.18 %
CU.PR.J Perpetual-Discount 50,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.54 %
IFC.PR.C FixedReset Ins Non 39,913 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 23.05
Evaluated at bid price : 23.75
Bid-YTW : 5.67 %
CU.PR.K Perpetual-Premium 19,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 24.33
Evaluated at bid price : 24.71
Bid-YTW : 5.67 %
SLF.PR.D Insurance Straight 17,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.28 %
NA.PR.S FixedReset Prem 16,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-15
Maturity Price : 25.00
Evaluated at bid price : 26.10
Bid-YTW : 4.75 %
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 th
erein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
NA.PR.I FixedReset Prem Quote: 25.46 – 26.46
Spot Rate : 1.0000
Average : 0.6190


YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 23.50
Evaluated at bid price : 25.46
Bid-YTW : 5.63 %
BN.PR.B Floater Quote: 13.12 – 13.87
Spot Rate : 0.7500
Average : 0.4525


YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 13.12
Evaluated at bid price : 13.12
Bid-YTW : 6.03 %
CU.PR.G Perpetual-Discount Quote: 20.47 – 21.23
Spot Rate : 0.7600
Average : 0.4935


YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 20.47
Evaluated at bid price : 20.47
Bid-YTW : 5.52 %
BN.PF.I FixedReset Prem Quote: 25.65 – 26.65
Spot Rate : 1.0000
Average : 0.8116


YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 3.64 %
POW.PR.G Perpetual-Discount Quote: 24.41 – 24.92
Spot Rate : 0.5100
Average : 0.3275


YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 24.16
Evaluated at bid price : 24.41
Bid-YTW : 5.80 %
MFC.PR.Q FixedReset Ins Non Quote: 25.30 – 25.79
Spot Rate : 0.4900
Average : 0.3244


YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-13
Maturity Price : 23.61
Evaluated at bid price : 25.30
Bid-YTW : 5.36 %

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