{"id":51538,"date":"2026-02-11T10:07:41","date_gmt":"2026-02-11T15:07:41","guid":{"rendered":"https:\/\/prefblog.com\/?p=51538"},"modified":"2026-02-11T10:07:41","modified_gmt":"2026-02-11T15:07:41","slug":"february-10-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51538","title":{"rendered":"February 10, 2026"},"content":{"rendered":"

Sorry this is late!<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5964 %<\/td>\n2,496.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5964 %<\/td>\n4,733.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.77 %<\/td>\n6.02 %<\/td>\n55,380<\/td>\n13.84<\/td>\n3<\/td>\n0.5964 %<\/td>\n2,727.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0157 %<\/td>\n3,671.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.56 %<\/td>\n84,842<\/td>\n3.03<\/td>\n5<\/td>\n-0.0157 %<\/td>\n4,384.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0157 %<\/td>\n3,421.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.70 %<\/td>\n5.60 %<\/td>\n555,826<\/td>\n6.77<\/td>\n7<\/td>\n-0.4706 %<\/td>\n3,063.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.60 %<\/td>\n5.66 %<\/td>\n50,079<\/td>\n14.38<\/td>\n27<\/td>\n-0.5584 %<\/td>\n3,382.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.94 %<\/td>\n5.96 %<\/td>\n111,826<\/td>\n13.74<\/td>\n28<\/td>\n-0.1452 %<\/td>\n3,172.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.45 %<\/td>\n5.55 %<\/td>\n67,045<\/td>\n14.51<\/td>\n22<\/td>\n-0.0374 %<\/td>\n3,335.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1452 %<\/td>\n3,773.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.95 %<\/td>\n4.31 %<\/td>\n85,713<\/td>\n2.52<\/td>\n20<\/td>\n0.2340 %<\/td>\n2,663.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1452 %<\/td>\n3,242.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.30 %<\/td>\n5.47 %<\/td>\n77,987<\/td>\n14.43<\/td>\n14<\/td>\n-0.4778 %<\/td>\n3,120.4<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-8.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.07
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-3.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.83
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.68
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
CU.PR.K<\/td>\nPerpetual-Premium<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.53
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-03-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : -8.83 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n73,601<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.57
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n68,425<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.07
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BN.PF.M<\/td>\nFixedReset Prem<\/td>\n67,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-01-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n57,805<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.96
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n50,001<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n44,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
There were 12 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.07 – 24.50
\nSpot Rate : 2.4300
\nAverage : 1.3625<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.07
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.05 – 19.05
\nSpot Rate : 1.0000
\nAverage : 0.6289<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.68 – 23.42
\nSpot Rate : 0.7400
\nAverage : 0.4448<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.68
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.83 – 24.83
\nSpot Rate : 1.0000
\nAverage : 0.7628<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.83
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

CU.PR.K<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.53 – 24.94
\nSpot Rate : 0.4100
\nAverage : 0.2443<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.53
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 24.82 – 25.30
\nSpot Rate : 0.4800
\nAverage : 0.3278<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-02-10
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.82
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is late! HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-51538","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51538","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=51538"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51538\/revisions"}],"predecessor-version":[{"id":51539,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51538\/revisions\/51539"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51538"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51538"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51538"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}