Market Action

February 26, 2026

For the first time in a long time, the median YTW for PerpetualDiscounts exceeds that of FixedReset Discounts!

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 -0.2234 % 2,478.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.2234 % 4,700.2
Floater 5.81 % 6.10 % 58,922 13.70 3 -0.2234 % 2,708.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0633 % 3,648.6
SplitShare 4.78 % 4.30 % 73,990 3.02 5 0.0633 % 4,357.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0633 % 3,399.6
Perpetual-Premium 5.67 % 5.56 % 421,514 14.11 7 0.0510 % 3,080.1
Perpetual-Discount 5.61 % 5.69 % 50,907 14.32 27 0.5677 % 3,375.1
FixedReset Disc 5.88 % 5.68 % 125,755 13.99 28 0.1739 % 3,202.1
Insurance Straight 5.44 % 5.56 % 66,325 14.46 22 0.1872 % 3,342.3
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.1739 % 3,809.2
FixedReset Prem 5.95 % 4.35 % 92,030 2.48 20 -0.1718 % 2,665.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1739 % 3,273.2
FixedReset Ins Non 5.27 % 5.16 % 89,487 14.84 14 0.5721 % 3,139.7
Performance Highlights
Issue Index Change Notes
NA.PR.I FixedReset Prem -3.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 23.56
Evaluated at bid price : 25.64
Bid-YTW : 5.55 %
RY.PR.S FixedReset Prem -1.14 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-02-24
Maturity Price : 25.00
Evaluated at bid price : 26.10
Bid-YTW : 4.35 %
ENB.PF.C FixedReset Disc 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 22.29
Evaluated at bid price : 22.91
Bid-YTW : 5.89 %
PWF.PR.Z Perpetual-Discount 1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 22.51
Evaluated at bid price : 22.78
Bid-YTW : 5.71 %
BN.PF.D Perpetual-Discount 2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 5.80 %
GWO.PR.R Insurance Straight 2.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 21.73
Evaluated at bid price : 21.98
Bid-YTW : 5.54 %
MFC.PR.N FixedReset Ins Non 2.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 22.92
Evaluated at bid price : 24.15
Bid-YTW : 5.17 %
IFC.PR.C FixedReset Ins Non 2.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 24.16
Evaluated at bid price : 24.73
Bid-YTW : 5.41 %
MFC.PR.M FixedReset Ins Non 2.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 23.22
Evaluated at bid price : 24.85
Bid-YTW : 5.13 %
CU.PR.F Perpetual-Discount 2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 20.51
Evaluated at bid price : 20.51
Bid-YTW : 5.52 %
MFC.PR.B Insurance Straight 3.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 21.95
Evaluated at bid price : 22.19
Bid-YTW : 5.24 %
CU.PR.H Perpetual-Discount 8.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 5.42 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.A FixedReset Prem 59,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 23.74
Evaluated at bid price : 25.93
Bid-YTW : 5.60 %
MFC.PR.N FixedReset Ins Non 21,037 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 22.92
Evaluated at bid price : 24.15
Bid-YTW : 5.17 %
MFC.PR.J FixedReset Ins Non 20,165 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 4.98 %
CU.PR.D Perpetual-Discount 18,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.54 %
GWO.PR.Z Insurance Straight 17,580 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 24.78
Evaluated at bid price : 25.19
Bid-YTW : 5.74 %
IFC.PR.F Insurance Straight 14,753 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 23.64
Evaluated at bid price : 23.90
Bid-YTW : 5.63 %
There were 5 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
ENB.PF.K FixedReset Prem Quote: 25.80 – 26.75
Spot Rate : 0.9500
Average : 0.5569

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-01
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : 4.53 %

NA.PR.I FixedReset Prem Quote: 25.64 – 26.64
Spot Rate : 1.0000
Average : 0.6115

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 23.56
Evaluated at bid price : 25.64
Bid-YTW : 5.55 %

BN.PF.I FixedReset Prem Quote: 25.87 – 26.87
Spot Rate : 1.0000
Average : 0.6166

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.87
Bid-YTW : 2.95 %

NA.PR.C FixedReset Prem Quote: 26.53 – 27.53
Spot Rate : 1.0000
Average : 0.6780

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.53
Bid-YTW : 3.50 %

PWF.PR.S Perpetual-Discount Quote: 16.61 – 22.07
Spot Rate : 5.4600
Average : 5.2057

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 16.61
Evaluated at bid price : 16.61
Bid-YTW : 7.33 %

FTS.PR.H FixedReset Disc Quote: 19.47 – 20.25
Spot Rate : 0.7800
Average : 0.5531

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-02-26
Maturity Price : 19.47
Evaluated at bid price : 19.47
Bid-YTW : 5.39 %

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