Market Action

February 19, 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
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.1488 % 2,489.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1488 % 4,721.3
Floater 5.79 % 6.04 % 56,157 13.80 3 0.1488 % 2,720.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0628 % 3,676.3
SplitShare 4.75 % 4.54 % 77,943 3.01 5 -0.0628 % 4,390.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0628 % 3,425.4
Perpetual-Premium 5.66 % 5.59 % 495,161 6.74 7 0.0453 % 3,080.5
Perpetual-Discount 5.58 % 5.64 % 49,789 14.41 27 -0.2303 % 3,393.5
FixedReset Disc 5.93 % 5.79 % 119,363 13.94 28 0.3336 % 3,178.5
Insurance Straight 5.44 % 5.54 % 66,746 14.52 22 -0.1217 % 3,345.7
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.3336 % 3,781.2
FixedReset Prem 5.95 % 4.26 % 88,831 2.37 20 0.2166 % 2,665.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3336 % 3,249.1
FixedReset Ins Non 5.24 % 5.25 % 83,538 14.68 14 0.0548 % 3,153.3
Performance Highlights
Issue Index Change Notes
PWF.PR.Z Perpetual-Discount -8.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 6.23 %
MFC.PR.B Insurance Straight -3.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.37 %
POW.PR.D Perpetual-Discount -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 22.60
Evaluated at bid price : 22.85
Bid-YTW : 5.53 %
IFC.PR.F Insurance Straight -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 23.64
Evaluated at bid price : 23.90
Bid-YTW : 5.62 %
GWO.PR.T Insurance Straight 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 23.47
Evaluated at bid price : 23.75
Bid-YTW : 5.49 %
CU.PR.C FixedReset Disc 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 24.32
Evaluated at bid price : 24.68
Bid-YTW : 5.25 %
GWO.PR.H Insurance Straight 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.54 %
NA.PR.I FixedReset Prem 2.18 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 26.22
Bid-YTW : 5.22 %
BN.PR.R FixedReset Disc 3.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 21.63
Evaluated at bid price : 22.00
Bid-YTW : 5.78 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.M FixedReset Ins Non 193,542 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 23.33
Evaluated at bid price : 25.20
Bid-YTW : 5.18 %
GWO.PR.N FixedReset Ins Non 115,240 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 18.46
Evaluated at bid price : 18.46
Bid-YTW : 5.62 %
MFC.PR.F FixedReset Ins Non 104,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 18.15
Evaluated at bid price : 18.15
Bid-YTW : 5.79 %
MFC.PR.N FixedReset Ins Non 99,060 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 23.01
Evaluated at bid price : 24.37
Bid-YTW : 5.25 %
TD.PF.I FixedReset Prem 85,475 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.30
Bid-YTW : 3.36 %
CU.PR.C FixedReset Disc 74,849 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 24.32
Evaluated at bid price : 24.68
Bid-YTW : 5.25 %
There were 23 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.Z Perpetual-Discount Quote: 20.90 – 23.10
Spot Rate : 2.2000
Average : 1.2641

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 6.23 %

MFC.PR.B Insurance Straight Quote: 22.00 – 22.82
Spot Rate : 0.8200
Average : 0.4968

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.37 %

ENB.PF.G FixedReset Disc Quote: 22.16 – 23.20
Spot Rate : 1.0400
Average : 0.7828

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 21.77
Evaluated at bid price : 22.16
Bid-YTW : 6.23 %

CCS.PR.C Insurance Straight Quote: 22.75 – 23.70
Spot Rate : 0.9500
Average : 0.8054

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 5.57 %

IFC.PR.K Insurance Straight Quote: 23.90 – 24.30
Spot Rate : 0.4000
Average : 0.2638

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 23.43
Evaluated at bid price : 23.90
Bid-YTW : 5.56 %

MFC.PR.N FixedReset Ins Non Quote: 24.37 – 24.75
Spot Rate : 0.3800
Average : 0.2667

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-19
Maturity Price : 23.01
Evaluated at bid price : 24.37
Bid-YTW : 5.25 %

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