May 19, 2020

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TXPR closed at 511.54, up 0.73% on the day. Volume today was 1.39-million, lowest of the past thirty days, below even May 1.

CPD closed at 10.30, up 1.18% on the day. Volume was 111,152, perhaps a little above the average of the past 30 trading days.

ZPR closed at 8.00, up 1.39% on the day. Volume of 242,054 was average in the context of the past 30 trading days.

Five-year Canada yields were up 3bp to 0.42% today.

The Bay Street Boo-Hoo-Hoo Brigade is very upset about competition:

When Shopify announced the two U.S. banks as co-leads on the latest financing, Mark McQueen, president of innovation banking with CIBC, tweeted a picture of a plaque commemorating Research in Motion Ltd.’s US$945-million stock sale in January, 2004, which was led by Wall Street banks, but included nine Bay Street underwriters. “They knew that was how you supported the local ecosystem,” he tweeted. “Sad for [Canada] tonight.”

In Canada, such fundings, called bought deals, often bring together many underwriters, who typically charge 4 per cent of proceeds. In the much larger U.S. market, Wall Street banks bid on the full deal, taking a lower cut. Shopify has paid 0.96 per cent to 1.86 per cent on its block trades.

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 0.5097 % 1,420.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5097 % 2,606.5
Floater 5.44 % 5.69 % 31,027 14.31 4 0.5097 % 1,502.1
OpRet 0.00 % 0.00 % 0 0.00 0 0.6347 % 3,374.6
SplitShare 4.92 % 5.48 % 77,578 3.87 7 0.6347 % 4,030.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.6347 % 3,144.3
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.5004 % 2,884.7
Perpetual-Discount 5.83 % 6.11 % 82,726 13.73 35 0.5004 % 3,094.1
FixedReset Disc 6.48 % 5.40 % 198,179 14.60 83 1.0336 % 1,758.0
Deemed-Retractible 5.53 % 5.82 % 91,208 13.88 27 0.6904 % 3,062.8
FloatingReset 5.14 % 5.13 % 53,566 15.22 3 0.3876 % 1,716.1
FixedReset Prem 0.00 % 0.00 % 0 0.00 0 1.0336 % 2,431.3
FixedReset Bank Non 2.02 % 4.16 % 170,183 1.66 2 0.0000 % 2,733.7
FixedReset Ins Non 6.77 % 5.51 % 123,226 14.33 22 1.6281 % 1,756.8
Performance Highlights
Issue Index Change Notes
BMO.PR.W FixedReset Disc -2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.31 %
IAF.PR.I FixedReset Ins Non -2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.45
Evaluated at bid price : 15.45
Bid-YTW : 5.70 %
EML.PR.A FixedReset Ins Non -2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 22.14
Evaluated at bid price : 22.82
Bid-YTW : 6.00 %
IFC.PR.E Deemed-Retractible -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 22.28
Evaluated at bid price : 22.67
Bid-YTW : 5.81 %
IAF.PR.G FixedReset Ins Non 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.90
Evaluated at bid price : 14.90
Bid-YTW : 5.71 %
TRP.PR.F FloatingReset 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 9.70
Evaluated at bid price : 9.70
Bid-YTW : 5.65 %
RY.PR.Z FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.51
Evaluated at bid price : 14.51
Bid-YTW : 4.98 %
BIP.PR.F FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 19.96
Evaluated at bid price : 19.96
Bid-YTW : 6.50 %
SLF.PR.B Deemed-Retractible 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.52
Evaluated at bid price : 21.78
Bid-YTW : 5.58 %
CCS.PR.C Deemed-Retractible 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.37
Evaluated at bid price : 21.37
Bid-YTW : 5.95 %
MFC.PR.R FixedReset Ins Non 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 19.26
Evaluated at bid price : 19.26
Bid-YTW : 5.61 %
RY.PR.N Perpetual-Discount 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 22.55
Evaluated at bid price : 22.90
Bid-YTW : 5.36 %
BMO.PR.Y FixedReset Disc 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.57
Evaluated at bid price : 14.57
Bid-YTW : 5.42 %
SLF.PR.A Deemed-Retractible 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.44
Evaluated at bid price : 21.44
Bid-YTW : 5.63 %
CM.PR.R FixedReset Disc 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 17.15
Evaluated at bid price : 17.15
Bid-YTW : 5.74 %
HSE.PR.G FixedReset Disc 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 10.17
Evaluated at bid price : 10.17
Bid-YTW : 9.97 %
BAM.PR.Z FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.39
Evaluated at bid price : 14.39
Bid-YTW : 6.39 %
SLF.PR.E Deemed-Retractible 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.63 %
BMO.PR.F FixedReset Disc 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 5.05 %
CIU.PR.A Perpetual-Discount 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.57 %
GWO.PR.H Deemed-Retractible 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 5.99 %
TD.PF.A FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 5.10 %
GWO.PR.Q Deemed-Retractible 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.74
Evaluated at bid price : 21.74
Bid-YTW : 6.02 %
TRP.PR.K FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 22.92
Evaluated at bid price : 23.25
Bid-YTW : 5.27 %
MFC.PR.B Deemed-Retractible 1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 20.43
Evaluated at bid price : 20.43
Bid-YTW : 5.70 %
NA.PR.C FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 5.82 %
BIP.PR.A FixedReset Disc 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.20
Evaluated at bid price : 14.20
Bid-YTW : 7.16 %
MFC.PR.Q FixedReset Ins Non 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.10
Evaluated at bid price : 15.10
Bid-YTW : 5.43 %
BAM.PR.B Floater 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 7.65
Evaluated at bid price : 7.65
Bid-YTW : 5.69 %
RY.PR.O Perpetual-Discount 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 22.55
Evaluated at bid price : 22.90
Bid-YTW : 5.36 %
TD.PF.M FixedReset Disc 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.11
Evaluated at bid price : 21.11
Bid-YTW : 5.10 %
CM.PR.O FixedReset Disc 1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 5.61 %
MFC.PR.C Deemed-Retractible 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 19.94
Evaluated at bid price : 19.94
Bid-YTW : 5.65 %
MFC.PR.G FixedReset Ins Non 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.83
Evaluated at bid price : 14.83
Bid-YTW : 5.70 %
RY.PR.P Perpetual-Discount 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 23.97
Evaluated at bid price : 24.45
Bid-YTW : 5.37 %
BAM.PF.E FixedReset Disc 1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 12.81
Evaluated at bid price : 12.81
Bid-YTW : 6.29 %
BNS.PR.I FixedReset Disc 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 17.15
Evaluated at bid price : 17.15
Bid-YTW : 4.80 %
TRP.PR.B FixedReset Disc 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 7.61
Evaluated at bid price : 7.61
Bid-YTW : 5.71 %
MFC.PR.O FixedReset Ins Non 1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 24.15
Evaluated at bid price : 24.58
Bid-YTW : 5.49 %
RY.PR.J FixedReset Disc 1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.31 %
RY.PR.M FixedReset Disc 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.25
Evaluated at bid price : 14.25
Bid-YTW : 5.40 %
CM.PR.T FixedReset Disc 1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 19.58
Evaluated at bid price : 19.58
Bid-YTW : 5.25 %
BAM.PF.I FixedReset Disc 1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 22.56
Evaluated at bid price : 22.90
Bid-YTW : 5.30 %
RY.PR.W Perpetual-Discount 1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 23.04
Evaluated at bid price : 23.31
Bid-YTW : 5.27 %
TD.PF.H FixedReset Disc 1.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.91
Evaluated at bid price : 22.47
Bid-YTW : 5.11 %
TD.PF.B FixedReset Disc 1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.53
Evaluated at bid price : 14.53
Bid-YTW : 5.11 %
SLF.PR.H FixedReset Ins Non 1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 12.11
Evaluated at bid price : 12.11
Bid-YTW : 5.49 %
MFC.PR.I FixedReset Ins Non 1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.39
Evaluated at bid price : 15.39
Bid-YTW : 5.58 %
PVS.PR.H SplitShare 2.08 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.50
Bid-YTW : 5.25 %
PVS.PR.G SplitShare 2.14 % YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.77
Bid-YTW : 5.32 %
BAM.PF.H FixedReset Disc 2.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 23.60
Evaluated at bid price : 24.27
Bid-YTW : 5.19 %
MFC.PR.H FixedReset Ins Non 2.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 5.60 %
MFC.PR.K FixedReset Ins Non 2.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 5.36 %
GWO.PR.I Deemed-Retractible 2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 19.18
Evaluated at bid price : 19.18
Bid-YTW : 5.96 %
TD.PF.E FixedReset Disc 2.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.65
Evaluated at bid price : 15.65
Bid-YTW : 5.35 %
GWO.PR.G Deemed-Retractible 2.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.94 %
MFC.PR.J FixedReset Ins Non 2.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 5.43 %
TRP.PR.C FixedReset Disc 2.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 8.56
Evaluated at bid price : 8.56
Bid-YTW : 5.85 %
CM.PR.Q FixedReset Disc 2.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.15
Evaluated at bid price : 14.15
Bid-YTW : 5.76 %
BAM.PR.T FixedReset Disc 2.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 11.17
Evaluated at bid price : 11.17
Bid-YTW : 6.45 %
MFC.PR.N FixedReset Ins Non 2.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.33 %
HSE.PR.A FixedReset Disc 2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 6.01
Evaluated at bid price : 6.01
Bid-YTW : 9.28 %
TD.PF.D FixedReset Disc 2.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.28
Evaluated at bid price : 15.28
Bid-YTW : 5.33 %
MFC.PR.F FixedReset Ins Non 2.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 9.00
Evaluated at bid price : 9.00
Bid-YTW : 5.16 %
SLF.PR.I FixedReset Ins Non 2.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.46 %
BAM.PF.A FixedReset Disc 2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.75
Evaluated at bid price : 15.75
Bid-YTW : 5.96 %
TRP.PR.A FixedReset Disc 3.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 11.61
Evaluated at bid price : 11.61
Bid-YTW : 5.83 %
MFC.PR.M FixedReset Ins Non 3.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 13.86
Evaluated at bid price : 13.86
Bid-YTW : 5.51 %
BAM.PF.J FixedReset Disc 3.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 22.05
Evaluated at bid price : 22.35
Bid-YTW : 5.38 %
TRP.PR.E FixedReset Disc 3.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 5.87 %
HSE.PR.C FixedReset Disc 4.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 11.00
Evaluated at bid price : 11.00
Bid-YTW : 9.23 %
IFC.PR.A FixedReset Ins Non 4.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 10.95
Evaluated at bid price : 10.95
Bid-YTW : 5.44 %
BAM.PR.X FixedReset Disc 5.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 9.60
Evaluated at bid price : 9.60
Bid-YTW : 6.09 %
IFC.PR.C FixedReset Ins Non 5.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.64 %
SLF.PR.G FixedReset Ins Non 6.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 8.99
Evaluated at bid price : 8.99
Bid-YTW : 5.20 %
TRP.PR.G FixedReset Disc 8.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.33
Evaluated at bid price : 14.33
Bid-YTW : 5.96 %
TD.PF.I FixedReset Disc 9.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 17.70
Evaluated at bid price : 17.70
Bid-YTW : 5.14 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.R FixedReset Disc 115,691 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 24.41
Evaluated at bid price : 24.75
Bid-YTW : 5.31 %
TD.PF.I FixedReset Disc 102,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 17.70
Evaluated at bid price : 17.70
Bid-YTW : 5.14 %
BMO.PR.B FixedReset Disc 31,089 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.82
Evaluated at bid price : 22.34
Bid-YTW : 5.06 %
SLF.PR.I FixedReset Ins Non 29,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.46 %
BAM.PF.G FixedReset Disc 25,666 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 12.75
Evaluated at bid price : 12.75
Bid-YTW : 6.53 %
BIP.PR.C FixedReset Disc 25,075 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 6.39 %
There were 9 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
PWF.PR.P FixedReset Disc Quote: 8.15 – 9.96
Spot Rate : 1.8100
Average : 1.3801

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 8.15
Evaluated at bid price : 8.15
Bid-YTW : 6.35 %

IAF.PR.I FixedReset Ins Non Quote: 15.45 – 16.39
Spot Rate : 0.9400
Average : 0.6093

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.45
Evaluated at bid price : 15.45
Bid-YTW : 5.70 %

NA.PR.E FixedReset Disc Quote: 15.18 – 15.90
Spot Rate : 0.7200
Average : 0.4358

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 15.18
Evaluated at bid price : 15.18
Bid-YTW : 5.45 %

BMO.PR.W FixedReset Disc Quote: 14.00 – 14.74
Spot Rate : 0.7400
Average : 0.4913

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.31 %

TD.PF.M FixedReset Disc Quote: 21.11 – 21.91
Spot Rate : 0.8000
Average : 0.5852

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 21.11
Evaluated at bid price : 21.11
Bid-YTW : 5.10 %

CU.PR.C FixedReset Disc Quote: 14.30 – 15.50
Spot Rate : 1.2000
Average : 1.0311

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-19
Maturity Price : 14.30
Evaluated at bid price : 14.30
Bid-YTW : 5.08 %

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