Today’s enormous gain, coupled with yesterday’s, means we have recouped all the lost ground since … um … March 16. The total return version of the index is now down only 24.86% on the month to date, so that’s pretty good, eh?
PerpetualDiscounts now yield 6.81%, equivalent to 8.85% interest at the standard equivalency factor of 1.3x. Long corporates now yield 3.87%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has narrowed dramatically to 500bp from the 570bp reported March 18. But we’re still way over the old record set on November 26, 2008 when trouble with the BCE buyout caused a short-lived spike in PerpetualDiscount bid yields, moving the Seniority Spread to 445bp.
I’m not reviewing suspect quotes today, as has been the case for the past while. I’m saving my sarcasm for less turbulent times.
Performance Highlights |
Issue |
Index |
Change |
Notes |
IFC.PR.I |
Perpetual-Premium |
-4.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 7.63 % |
EML.PR.A |
FixedReset Ins Non |
1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 8.19 % |
PWF.PR.I |
Perpetual-Premium |
1.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 7.29 % |
PVS.PR.E |
SplitShare |
1.67 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-10-31
Maturity Price : 25.00
Evaluated at bid price : 22.53
Bid-YTW : 10.10 % |
IFC.PR.F |
Deemed-Retractible |
2.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.40
Evaluated at bid price : 18.40
Bid-YTW : 7.25 % |
RY.PR.M |
FixedReset Disc |
2.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.30
Evaluated at bid price : 12.30
Bid-YTW : 6.73 % |
CIU.PR.A |
Perpetual-Discount |
2.76 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.75
Evaluated at bid price : 16.75
Bid-YTW : 6.96 % |
PVS.PR.D |
SplitShare |
3.05 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2021-10-08
Maturity Price : 25.00
Evaluated at bid price : 23.30
Bid-YTW : 9.56 % |
BNS.PR.Z |
FixedReset Bank Non |
3.33 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.25
Bid-YTW : 6.28 % |
RY.PR.G |
Deemed-Retractible |
3.36 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.05
Bid-YTW : 9.46 % |
IAF.PR.I |
FixedReset Ins Non |
3.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.20
Evaluated at bid price : 12.20
Bid-YTW : 7.60 % |
RY.PR.O |
Perpetual-Discount |
3.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 6.46 % |
EMA.PR.H |
FixedReset Prem |
3.59 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 5.82 % |
RY.PR.E |
Deemed-Retractible |
3.63 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.11
Bid-YTW : 9.31 % |
RY.PR.J |
FixedReset Disc |
3.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.19
Evaluated at bid price : 13.19
Bid-YTW : 6.48 % |
BMO.PR.F |
FixedReset Disc |
3.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.40
Evaluated at bid price : 16.40
Bid-YTW : 6.81 % |
SLF.PR.I |
FixedReset Ins Non |
3.83 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.11
Evaluated at bid price : 11.11
Bid-YTW : 7.74 % |
RY.PR.F |
Deemed-Retractible |
3.96 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.10
Bid-YTW : 9.28 % |
TD.PF.D |
FixedReset Disc |
3.98 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 6.69 % |
SLF.PR.H |
FixedReset Ins Non |
4.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 9.60
Evaluated at bid price : 9.60
Bid-YTW : 7.36 % |
RY.PR.C |
Deemed-Retractible |
4.08 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.22
Bid-YTW : 9.14 % |
RY.PR.A |
Deemed-Retractible |
4.08 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.20
Bid-YTW : 9.03 % |
MFC.PR.F |
FixedReset Ins Non |
4.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 7.56
Evaluated at bid price : 7.56
Bid-YTW : 6.85 % |
W.PR.M |
FixedReset Prem |
4.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 7.20 % |
MFC.PR.O |
FixedReset Ins Non |
4.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 7.78 % |
IFC.PR.E |
Deemed-Retractible |
4.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 7.18 % |
RY.PR.S |
FixedReset Disc |
4.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 6.01 % |
BNS.PR.E |
FixedReset Prem |
4.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 6.87 % |
BAM.PF.H |
FixedReset Prem |
4.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.88
Evaluated at bid price : 19.88
Bid-YTW : 6.33 % |
RY.PR.N |
Perpetual-Discount |
4.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.62
Evaluated at bid price : 19.62
Bid-YTW : 6.33 % |
CU.PR.C |
FixedReset Disc |
4.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.15
Evaluated at bid price : 13.15
Bid-YTW : 5.92 % |
NA.PR.C |
FixedReset Disc |
4.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.10
Evaluated at bid price : 14.10
Bid-YTW : 7.46 % |
TRP.PR.K |
FixedReset Prem |
4.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.53
Evaluated at bid price : 18.53
Bid-YTW : 6.70 % |
GWO.PR.N |
FixedReset Ins Non |
4.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 9.00
Evaluated at bid price : 9.00
Bid-YTW : 5.42 % |
PWF.PR.K |
Perpetual-Discount |
4.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 7.48 % |
GWO.PR.M |
Deemed-Retractible |
4.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.82
Evaluated at bid price : 18.82
Bid-YTW : 7.77 % |
BNS.PR.G |
FixedReset Prem |
4.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 6.71 % |
MFC.PR.M |
FixedReset Ins Non |
4.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.15
Evaluated at bid price : 11.15
Bid-YTW : 7.35 % |
CU.PR.I |
FixedReset Prem |
4.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 6.06 % |
CU.PR.D |
Perpetual-Discount |
4.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 6.71 % |
MFC.PR.R |
FixedReset Ins Non |
4.86 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.47
Evaluated at bid price : 14.47
Bid-YTW : 7.89 % |
BNS.PR.H |
FixedReset Prem |
4.90 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.84 % |
IAF.PR.G |
FixedReset Ins Non |
4.90 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.77
Evaluated at bid price : 11.77
Bid-YTW : 7.55 % |
TD.PF.M |
FixedReset Disc |
4.98 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.88
Evaluated at bid price : 16.88
Bid-YTW : 6.72 % |
RY.PR.R |
FixedReset Prem |
5.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.57 % |
PWF.PR.T |
FixedReset Disc |
5.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.27
Evaluated at bid price : 11.27
Bid-YTW : 7.55 % |
BMO.PR.Z |
Perpetual-Discount |
5.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.34 % |
TD.PF.E |
FixedReset Disc |
5.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.16
Evaluated at bid price : 13.16
Bid-YTW : 6.80 % |
TD.PF.H |
FixedReset Prem |
5.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.91
Evaluated at bid price : 17.91
Bid-YTW : 6.78 % |
PWF.PR.L |
Perpetual-Discount |
5.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.28
Evaluated at bid price : 17.28
Bid-YTW : 7.54 % |
CM.PR.T |
FixedReset Disc |
5.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.83 % |
GWO.PR.F |
Deemed-Retractible |
5.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.78
Evaluated at bid price : 19.78
Bid-YTW : 7.51 % |
POW.PR.D |
Perpetual-Discount |
5.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.63
Evaluated at bid price : 17.63
Bid-YTW : 7.27 % |
PWF.PR.E |
Perpetual-Premium |
5.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.35
Evaluated at bid price : 18.35
Bid-YTW : 7.66 % |
EMA.PR.E |
Perpetual-Discount |
5.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.06
Evaluated at bid price : 18.06
Bid-YTW : 6.32 % |
PWF.PR.O |
Perpetual-Premium |
5.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.02
Evaluated at bid price : 19.02
Bid-YTW : 7.79 % |
BMO.PR.B |
FixedReset Prem |
5.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 6.83 % |
PWF.PR.Z |
Perpetual-Discount |
5.76 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.43
Evaluated at bid price : 17.43
Bid-YTW : 7.55 % |
CM.PR.Y |
FixedReset Disc |
5.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.66
Evaluated at bid price : 16.66
Bid-YTW : 6.93 % |
NA.PR.A |
FixedReset Prem |
5.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 7.48 % |
CM.PR.S |
FixedReset Disc |
5.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.18
Evaluated at bid price : 12.18
Bid-YTW : 7.10 % |
CU.PR.E |
Perpetual-Discount |
5.84 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.68
Evaluated at bid price : 18.68
Bid-YTW : 6.64 % |
GWO.PR.L |
Deemed-Retractible |
5.88 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.36
Evaluated at bid price : 18.36
Bid-YTW : 7.75 % |
TD.PF.F |
Perpetual-Discount |
5.90 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.32 % |
CM.PR.Q |
FixedReset Disc |
5.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.41
Evaluated at bid price : 11.41
Bid-YTW : 7.68 % |
BAM.PF.I |
FixedReset Prem |
6.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 6.36 % |
TD.PF.G |
FixedReset Prem |
6.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.76 % |
TD.PF.C |
FixedReset Disc |
6.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.35
Evaluated at bid price : 12.35
Bid-YTW : 6.61 % |
PVS.PR.F |
SplitShare |
6.23 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 22.00
Bid-YTW : 8.14 % |
BAM.PF.A |
FixedReset Disc |
6.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.75
Evaluated at bid price : 12.75
Bid-YTW : 7.72 % |
PWF.PR.R |
Perpetual-Premium |
6.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 7.60 % |
MFC.PR.K |
FixedReset Ins Non |
6.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.38
Evaluated at bid price : 11.38
Bid-YTW : 7.13 % |
RY.PR.Z |
FixedReset Disc |
6.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.32
Evaluated at bid price : 12.32
Bid-YTW : 6.31 % |
PWF.PR.F |
Perpetual-Discount |
6.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.68
Evaluated at bid price : 17.68
Bid-YTW : 7.59 % |
NA.PR.E |
FixedReset Disc |
6.71 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.40
Evaluated at bid price : 12.40
Bid-YTW : 7.21 % |
NA.PR.X |
FixedReset Prem |
6.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.21
Evaluated at bid price : 19.21
Bid-YTW : 7.33 % |
CM.PR.O |
FixedReset Disc |
6.81 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.30
Evaluated at bid price : 11.30
Bid-YTW : 7.20 % |
NA.PR.G |
FixedReset Disc |
6.85 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.11
Evaluated at bid price : 13.11
Bid-YTW : 7.36 % |
TD.PF.J |
FixedReset Disc |
6.87 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 6.58 % |
W.PR.K |
FixedReset Prem |
6.87 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 7.27 % |
EIT.PR.B |
SplitShare |
6.90 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 21.70
Bid-YTW : 8.16 % |
BAM.PR.Z |
FixedReset Disc |
6.95 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.62
Evaluated at bid price : 12.62
Bid-YTW : 7.59 % |
BAM.PF.E |
FixedReset Disc |
7.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 10.78
Evaluated at bid price : 10.78
Bid-YTW : 7.44 % |
POW.PR.B |
Perpetual-Discount |
7.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.47
Evaluated at bid price : 18.47
Bid-YTW : 7.42 % |
RY.PR.Q |
FixedReset Prem |
7.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.58 % |
BAM.PF.J |
FixedReset Prem |
7.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 6.29 % |
BAM.PR.M |
Perpetual-Discount |
7.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.56
Evaluated at bid price : 17.56
Bid-YTW : 6.81 % |
IAF.PR.B |
Deemed-Retractible |
7.41 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.66
Evaluated at bid price : 16.66
Bid-YTW : 6.95 % |
POW.PR.A |
Perpetual-Premium |
7.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 7.52 % |
CU.PR.F |
Perpetual-Discount |
7.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.55
Evaluated at bid price : 17.55
Bid-YTW : 6.49 % |
BIP.PR.E |
FixedReset Disc |
7.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.20 % |
BMO.PR.E |
FixedReset Disc |
7.71 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.11
Evaluated at bid price : 14.11
Bid-YTW : 6.61 % |
CM.PR.R |
FixedReset Disc |
7.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.10
Evaluated at bid price : 14.10
Bid-YTW : 7.40 % |
TD.PF.I |
FixedReset Disc |
7.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.81
Evaluated at bid price : 13.81
Bid-YTW : 7.01 % |
MFC.PR.I |
FixedReset Ins Non |
7.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.97
Evaluated at bid price : 11.97
Bid-YTW : 7.68 % |
POW.PR.G |
Perpetual-Premium |
7.76 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 7.66 % |
MFC.PR.L |
FixedReset Ins Non |
7.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 10.95
Evaluated at bid price : 10.95
Bid-YTW : 7.07 % |
CM.PR.P |
FixedReset Disc |
7.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.48
Evaluated at bid price : 11.48
Bid-YTW : 7.16 % |
TD.PF.A |
FixedReset Disc |
7.83 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.40
Evaluated at bid price : 12.40
Bid-YTW : 6.37 % |
CU.PR.G |
Perpetual-Discount |
7.92 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.72
Evaluated at bid price : 17.72
Bid-YTW : 6.43 % |
BIP.PR.C |
FixedReset Prem |
7.95 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.65
Evaluated at bid price : 17.65
Bid-YTW : 7.64 % |
TRP.PR.G |
FixedReset Disc |
7.99 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.24
Evaluated at bid price : 13.24
Bid-YTW : 6.90 % |
BAM.PR.N |
Perpetual-Discount |
8.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 6.83 % |
PWF.PR.S |
Perpetual-Discount |
8.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.65
Evaluated at bid price : 16.65
Bid-YTW : 7.36 % |
PWF.PR.H |
Perpetual-Premium |
8.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 7.63 % |
NA.PR.S |
FixedReset Disc |
8.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.60
Evaluated at bid price : 11.60
Bid-YTW : 7.26 % |
GWO.PR.Q |
Deemed-Retractible |
8.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.44
Evaluated at bid price : 17.44
Bid-YTW : 7.44 % |
BAM.PF.C |
Perpetual-Discount |
8.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.81
Evaluated at bid price : 17.81
Bid-YTW : 6.86 % |
NA.PR.W |
FixedReset Disc |
8.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.50
Evaluated at bid price : 11.50
Bid-YTW : 7.05 % |
TD.PF.K |
FixedReset Disc |
8.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.82
Evaluated at bid price : 13.82
Bid-YTW : 6.61 % |
TD.PF.B |
FixedReset Disc |
8.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.26
Evaluated at bid price : 12.26
Bid-YTW : 6.48 % |
MFC.PR.N |
FixedReset Ins Non |
8.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 10.84
Evaluated at bid price : 10.84
Bid-YTW : 6.82 % |
BAM.PF.F |
FixedReset Disc |
8.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.93
Evaluated at bid price : 11.93
Bid-YTW : 7.72 % |
BAM.PF.D |
Perpetual-Discount |
8.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.12
Evaluated at bid price : 18.12
Bid-YTW : 6.81 % |
MFC.PR.G |
FixedReset Ins Non |
8.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.84
Evaluated at bid price : 11.84
Bid-YTW : 7.62 % |
MFC.PR.H |
FixedReset Ins Non |
8.60 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.50
Evaluated at bid price : 12.50
Bid-YTW : 7.76 % |
EIT.PR.A |
SplitShare |
8.64 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 22.00
Bid-YTW : 8.51 % |
BIP.PR.A |
FixedReset Disc |
8.75 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 8.10 % |
GWO.PR.S |
Deemed-Retractible |
8.92 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.83
Evaluated at bid price : 17.83
Bid-YTW : 7.42 % |
PVS.PR.G |
SplitShare |
8.96 % |
YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 22.50
Bid-YTW : 7.09 % |
TD.PF.L |
FixedReset Disc |
9.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 6.67 % |
PWF.PR.G |
Perpetual-Premium |
9.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 7.42 % |
BIP.PR.B |
FixedReset Prem |
9.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.45
Evaluated at bid price : 18.45
Bid-YTW : 7.51 % |
IFC.PR.A |
FixedReset Ins Non |
9.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 9.75
Evaluated at bid price : 9.75
Bid-YTW : 6.54 % |
EMA.PR.F |
FixedReset Disc |
9.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.89
Evaluated at bid price : 12.89
Bid-YTW : 7.02 % |
GWO.PR.T |
Deemed-Retractible |
9.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 7.40 % |
BIP.PR.F |
FixedReset Disc |
9.38 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.34 % |
SLF.PR.G |
FixedReset Ins Non |
9.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 7.92
Evaluated at bid price : 7.92
Bid-YTW : 6.48 % |
BMO.PR.Y |
FixedReset Disc |
9.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 6.72 % |
EMA.PR.C |
FixedReset Disc |
9.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.42
Evaluated at bid price : 13.42
Bid-YTW : 6.83 % |
BNS.PR.I |
FixedReset Disc |
9.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.25
Evaluated at bid price : 14.25
Bid-YTW : 6.26 % |
RY.PR.H |
FixedReset Disc |
9.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.62
Evaluated at bid price : 12.62
Bid-YTW : 6.22 % |
BIP.PR.D |
FixedReset Disc |
9.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 7.15 % |
GWO.PR.R |
Deemed-Retractible |
10.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.40
Evaluated at bid price : 17.40
Bid-YTW : 6.95 % |
IFC.PR.C |
FixedReset Ins Non |
10.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.76
Evaluated at bid price : 11.76
Bid-YTW : 7.05 % |
BAM.PR.C |
Floater |
10.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 7.51
Evaluated at bid price : 7.51
Bid-YTW : 8.09 % |
POW.PR.C |
Perpetual-Premium |
10.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 7.53 % |
GWO.PR.P |
Deemed-Retractible |
10.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.53
Evaluated at bid price : 18.53
Bid-YTW : 7.34 % |
TRP.PR.B |
FixedReset Disc |
10.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 8.28
Evaluated at bid price : 8.28
Bid-YTW : 5.80 % |
BIK.PR.A |
FixedReset Prem |
10.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.55
Evaluated at bid price : 18.55
Bid-YTW : 7.95 % |
GWO.PR.H |
Deemed-Retractible |
10.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.75
Evaluated at bid price : 17.75
Bid-YTW : 6.88 % |
IFC.PR.G |
FixedReset Ins Non |
10.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 13.00
Evaluated at bid price : 13.00
Bid-YTW : 6.87 % |
TRP.PR.D |
FixedReset Disc |
11.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 6.55 % |
MFC.PR.Q |
FixedReset Ins Non |
11.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.25
Evaluated at bid price : 12.25
Bid-YTW : 7.24 % |
BAM.PR.B |
Floater |
11.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 7.53
Evaluated at bid price : 7.53
Bid-YTW : 8.07 % |
SLF.PR.J |
FloatingReset |
11.73 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 8.00
Evaluated at bid price : 8.00
Bid-YTW : 6.02 % |
MFC.PR.J |
FixedReset Ins Non |
12.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.39
Evaluated at bid price : 12.39
Bid-YTW : 7.22 % |
BAM.PR.K |
Floater |
12.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 7.52
Evaluated at bid price : 7.52
Bid-YTW : 8.08 % |
BMO.PR.W |
FixedReset Disc |
12.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.35
Evaluated at bid price : 12.35
Bid-YTW : 6.45 % |
BMO.PR.C |
FixedReset Disc |
12.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.39 % |
BMO.PR.T |
FixedReset Disc |
13.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.91
Evaluated at bid price : 11.91
Bid-YTW : 6.56 % |
TRP.PR.C |
FixedReset Disc |
13.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 8.42
Evaluated at bid price : 8.42
Bid-YTW : 6.59 % |
BAM.PF.B |
FixedReset Disc |
13.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.47
Evaluated at bid price : 12.47
Bid-YTW : 7.22 % |
PWF.PR.Q |
FloatingReset |
13.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 8.00
Evaluated at bid price : 8.00
Bid-YTW : 6.71 % |
TRP.PR.A |
FixedReset Disc |
13.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 10.96
Evaluated at bid price : 10.96
Bid-YTW : 6.49 % |
BAM.PF.G |
FixedReset Disc |
14.38 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 11.77
Evaluated at bid price : 11.77
Bid-YTW : 7.43 % |
BMO.PR.S |
FixedReset Disc |
14.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.35
Evaluated at bid price : 12.35
Bid-YTW : 6.57 % |
GWO.PR.G |
Deemed-Retractible |
14.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.45
Evaluated at bid price : 18.45
Bid-YTW : 7.10 % |
TRP.PR.E |
FixedReset Disc |
14.85 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 12.22
Evaluated at bid price : 12.22
Bid-YTW : 6.71 % |
BAM.PR.T |
FixedReset Disc |
14.90 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 10.41
Evaluated at bid price : 10.41
Bid-YTW : 7.29 % |
SLF.PR.A |
Deemed-Retractible |
15.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 6.46 % |
PVS.PR.H |
SplitShare |
15.33 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 22.50
Bid-YTW : 6.60 % |
SLF.PR.C |
Deemed-Retractible |
15.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.04
Evaluated at bid price : 17.04
Bid-YTW : 6.57 % |
BMO.PR.D |
FixedReset Disc |
15.70 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 14.96
Evaluated at bid price : 14.96
Bid-YTW : 6.60 % |
SLF.PR.E |
Deemed-Retractible |
15.98 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.35
Evaluated at bid price : 17.35
Bid-YTW : 6.53 % |
PWF.PR.A |
Floater |
16.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 8.25
Evaluated at bid price : 8.25
Bid-YTW : 7.45 % |
SLF.PR.B |
Deemed-Retractible |
16.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.84
Evaluated at bid price : 18.84
Bid-YTW : 6.41 % |
GWO.PR.I |
Deemed-Retractible |
16.41 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 6.82 % |
BAM.PR.R |
FixedReset Disc |
17.86 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 10.23
Evaluated at bid price : 10.23
Bid-YTW : 7.23 % |
BAM.PR.X |
FixedReset Disc |
18.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 9.00
Evaluated at bid price : 9.00
Bid-YTW : 6.92 % |
SLF.PR.D |
Deemed-Retractible |
18.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 6.40 % |
MFC.PR.B |
Deemed-Retractible |
18.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 6.43 % |
TRP.PR.F |
FloatingReset |
19.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 9.90
Evaluated at bid price : 9.90
Bid-YTW : 6.16 % |
MFC.PR.C |
Deemed-Retractible |
20.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 17.20
Evaluated at bid price : 17.20
Bid-YTW : 6.60 % |
HSE.PR.E |
FixedReset Disc |
22.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 9.10
Evaluated at bid price : 9.10
Bid-YTW : 11.68 % |
HSE.PR.A |
FixedReset Disc |
22.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 5.84
Evaluated at bid price : 5.84
Bid-YTW : 10.23 % |
HSE.PR.C |
FixedReset Disc |
25.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 8.50
Evaluated at bid price : 8.50
Bid-YTW : 12.39 % |
HSE.PR.G |
FixedReset Disc |
26.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 8.56
Evaluated at bid price : 8.56
Bid-YTW : 12.28 % |
PWF.PR.P |
FixedReset Disc |
28.81 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-03-25
Maturity Price : 9.30
Evaluated at bid price : 9.30
Bid-YTW : 6.12 % |
HSE Has Negative Outlook At S&P
March 26th, 2020Standard & Poor’s has announced:
Several other ratings actions were taken on Canadian oil companies:
Husky remains with its Issuer Rating of BBB, although the Outlook has now turned negative. The preferreds remain at P-3(high).
Affected issues are HSE.PR.A, HSE.PR.B, HSE.PR.C, HSE.PR.E and HSE.PR.G .
Posted in Issue Comments | 5 Comments »