Market Action

February 20, 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 -0.3219 % 2,481.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3219 % 4,706.1
Floater 5.80 % 6.05 % 57,998 13.77 3 -0.3219 % 2,712.1
OpRet 0.00 % 0.00 % 0 0.00 0 -1.2009 % 3,632.1
SplitShare 4.81 % 5.11 % 77,363 3.00 5 -1.2009 % 4,337.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -1.2009 % 3,384.3
Perpetual-Premium 5.66 % 5.58 % 477,279 6.74 7 0.0963 % 3,083.4
Perpetual-Discount 5.57 % 5.62 % 47,821 14.40 27 0.2161 % 3,400.9
FixedReset Disc 5.92 % 5.78 % 126,318 13.93 28 0.1389 % 3,182.9
Insurance Straight 5.42 % 5.53 % 66,460 14.53 22 0.3518 % 3,357.5
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.1389 % 3,786.4
FixedReset Prem 5.94 % 4.25 % 86,488 2.37 20 0.1989 % 2,670.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1389 % 3,253.6
FixedReset Ins Non 5.24 % 5.22 % 82,998 14.68 14 0.1127 % 3,156.9
Performance Highlights
Issue Index Change Notes
PVS.PR.K SplitShare -1.79 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.76
Bid-YTW : 5.11 %
PVS.PR.L SplitShare -1.50 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 5.16 %
PVS.PR.M SplitShare -1.36 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.37
Bid-YTW : 5.09 %
PWF.PR.R Perpetual-Discount -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 23.95
Evaluated at bid price : 24.20
Bid-YTW : 5.73 %
BN.PR.M Perpetual-Discount -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.82 %
BN.PF.I FixedReset Prem 1.06 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.77
Bid-YTW : 3.27 %
BN.PF.A FixedReset Prem 1.12 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 26.22
Bid-YTW : 5.16 %
CU.PR.F Perpetual-Discount 2.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 20.53
Evaluated at bid price : 20.53
Bid-YTW : 5.51 %
MFC.PR.B Insurance Straight 2.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.22 %
ENB.PF.G FixedReset Disc 3.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 22.24
Evaluated at bid price : 22.89
Bid-YTW : 6.01 %
CCS.PR.C Insurance Straight 3.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 5.37 %
PWF.PR.Z Perpetual-Discount 8.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 22.38
Evaluated at bid price : 22.65
Bid-YTW : 5.73 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PR.N FixedReset Ins Non 217,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 18.46
Evaluated at bid price : 18.46
Bid-YTW : 5.62 %
ENB.PR.B FixedReset Disc 76,235 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 6.07 %
GWO.PR.L Insurance Straight 55,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 24.80
Evaluated at bid price : 25.02
Bid-YTW : 5.73 %
PWF.PR.K Perpetual-Discount 45,160 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 21.86
Evaluated at bid price : 22.10
Bid-YTW : 5.65 %
ENB.PR.D FixedReset Disc 43,053 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 21.31
Evaluated at bid price : 21.60
Bid-YTW : 6.02 %
TD.PF.I FixedReset Prem 41,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 3.72 %
There were 21 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
BN.PF.I FixedReset Prem Quote: 25.77 – 26.77
Spot Rate : 1.0000
Average : 0.7542

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.77
Bid-YTW : 3.27 %

CU.PR.H Perpetual-Discount Quote: 24.24 – 25.00
Spot Rate : 0.7600
Average : 0.5227

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 23.99
Evaluated at bid price : 24.24
Bid-YTW : 5.43 %

PVS.PR.K SplitShare Quote: 24.76 – 25.50
Spot Rate : 0.7400
Average : 0.5092

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.76
Bid-YTW : 5.11 %

PVS.PR.L SplitShare Quote: 25.65 – 26.25
Spot Rate : 0.6000
Average : 0.4190

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 5.16 %

BN.PF.E FixedReset Disc Quote: 23.35 – 23.98
Spot Rate : 0.6300
Average : 0.4783

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-20
Maturity Price : 22.53
Evaluated at bid price : 23.35
Bid-YTW : 5.72 %

GWO.PR.M Insurance Straight Quote: 25.52 – 25.94
Spot Rate : 0.4200
Average : 0.2904

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-03-22
Maturity Price : 25.00
Evaluated at bid price : 25.52
Bid-YTW : -9.28 %

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