December 20, 2018

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Wild drone story in the news today:

Britain sent troops to its second-biggest airport after an unprecedented attempt to cripple Christmas travel with large drones forced all flights to be cancelled on Thursday.

Flights were halted at 2103 GMT on Wednesday after two drones were spotted near the airfield, triggering the biggest disruption at Gatwick since a volcanic ash cloud in 2010.

Police said more than 20 units were hunting the operators near Gatwick airport, 50 kilometres south of London.

Transport Secretary Chris Grayling said it was clearly a deliberate act. “This is a commercial-sized drone,” he said. “Every time Gatwick tries to reopen the runway, the drones reappear.”

Richard Parker, head of air traffic management technology firm Altitude Angel, said this was the first time a major airport had been hit by such a sustained and deliberate incursion into its airspace.

“It’s sophisticated, not from a technology side, but it’s organized. People have charged lots of batteries, and are deliberately trying to avoid being caught, probably by driving around to different locations,” he told Reuters.

“It really is unprecedented.”

Gatwick’s Chief Operating Officer Chris Woodroofe described one of the drones as a heavy industrial model.

“The police advice is that it would be dangerous to seek to shoot the drone down because of what may happen to the stray bullets,” he told BBC radio.

This is probably kids having a laugh, but it’s also the sort of low-grade annoyance that an irate foreign power might try. Particularly an irate foreign power that has no problem actually killing people in the UK.

I think global authorities have screwed up. What they really need at Gatwick, right now, are drone fighters. Semi-autonomous drone killers, perhaps equipped with nets.

TXPR closed at 608.54, down 0.92% from Wednesday‘s close, after touching a new 52-week low of 607.63, undercutting the previous 52-week low of 609.77 set on December 6. Volume was very high at 4.85-million shares, beaten over the past thirty days only by December 12 at 4.96-million. There was a huge number of issues trading more than 10,000 shares, suggesting that there is a lot of retail action.

CPD closed at 12.13, down 2.10% from Wednesday’s close and just barely above the 52-week low of 12.11 touched on December 6. Volume of 325,763 was high, but not even in the top 5 of the past thirty days.

ZPR closed at 9.89, down 1.30% since Wednesday, and within shouting distance of the 52-week low of 9.80 reached on December 6. Volume of 433,206 placed it fifth-highest of the past thirty days.

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 1.9676 % 2,346.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 1.9676 % 4,304.7
Floater 4.99 % 5.33 % 45,360 14.96 4 1.9676 % 2,480.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0827 % 3,128.9
SplitShare 4.71 % 5.37 % 98,228 4.58 7 0.0827 % 3,736.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0827 % 2,915.5
Perpetual-Premium 5.64 % 6.10 % 150,611 13.67 2 -0.6180 % 2,834.3
Perpetual-Discount 5.84 % 6.03 % 73,664 13.75 33 -0.7335 % 2,826.5
FixedReset Disc 5.32 % 5.87 % 230,980 14.07 66 -0.9659 % 2,111.6
Deemed-Retractible 5.61 % 8.02 % 99,820 5.11 27 -0.4522 % 2,822.7
FloatingReset 4.26 % 5.36 % 42,309 2.95 7 -1.3431 % 2,366.2
FixedReset Prem 5.17 % 4.50 % 288,729 2.27 14 -0.2952 % 2,506.0
FixedReset Bank Non 3.00 % 4.18 % 146,500 2.91 6 -0.4907 % 2,544.9
FixedReset Ins Non 5.21 % 9.12 % 156,358 5.17 22 -1.7543 % 2,149.2
Performance Highlights
Issue Index Change Notes
TRP.PR.G FixedReset Disc -5.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.36
Evaluated at bid price : 18.36
Bid-YTW : 6.68 %
TRP.PR.F FloatingReset -5.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 14.78
Evaluated at bid price : 14.78
Bid-YTW : 6.04 %
IAG.PR.G FixedReset Ins Non -3.89 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.99
Bid-YTW : 8.50 %
BNS.PR.I FixedReset Disc -3.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.49
Evaluated at bid price : 21.49
Bid-YTW : 5.45 %
BMO.PR.D FixedReset Disc -3.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.38
Evaluated at bid price : 21.70
Bid-YTW : 5.85 %
NA.PR.E FixedReset Disc -3.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.86
Evaluated at bid price : 18.86
Bid-YTW : 6.21 %
TRP.PR.B FixedReset Disc -3.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 12.13
Evaluated at bid price : 12.13
Bid-YTW : 6.66 %
IFC.PR.C FixedReset Ins Non -3.27 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 17.18
Bid-YTW : 11.25 %
TRP.PR.A FixedReset Disc -3.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 14.63
Evaluated at bid price : 14.63
Bid-YTW : 6.74 %
PWF.PR.T FixedReset Disc -3.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.84
Evaluated at bid price : 18.84
Bid-YTW : 5.95 %
HSE.PR.G FixedReset Disc -3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 7.64 %
SLF.PR.H FixedReset Ins Non -3.23 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 17.70
Bid-YTW : 10.06 %
BAM.PF.F FixedReset Disc -3.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 6.48 %
BAM.PF.G FixedReset Disc -3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 19.01
Evaluated at bid price : 19.01
Bid-YTW : 6.41 %
HSE.PR.E FixedReset Disc -2.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 7.69 %
CM.PR.S FixedReset Disc -2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 5.85 %
SLF.PR.G FixedReset Ins Non -2.82 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.50
Bid-YTW : 13.43 %
IFC.PR.A FixedReset Ins Non -2.69 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 16.25
Bid-YTW : 11.70 %
PWF.PR.R Perpetual-Discount -2.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 22.13
Evaluated at bid price : 22.42
Bid-YTW : 6.23 %
MFC.PR.G FixedReset Ins Non -2.68 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.25
Bid-YTW : 9.48 %
BAM.PR.X FixedReset Disc -2.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 14.94
Evaluated at bid price : 14.94
Bid-YTW : 6.06 %
IAG.PR.I FixedReset Ins Non -2.63 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.45
Bid-YTW : 7.77 %
PWF.PR.P FixedReset Disc -2.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 14.69
Evaluated at bid price : 14.69
Bid-YTW : 5.99 %
RY.PR.S FixedReset Disc -2.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.42 %
MFC.PR.M FixedReset Ins Non -2.31 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.20
Bid-YTW : 10.51 %
BNS.PR.D FloatingReset -2.29 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.50
Bid-YTW : 4.88 %
BNS.PR.Z FixedReset Bank Non -2.27 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.83
Bid-YTW : 5.66 %
TD.PF.I FixedReset Disc -2.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.42
Evaluated at bid price : 21.75
Bid-YTW : 5.73 %
CM.PR.P FixedReset Disc -2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.06
Evaluated at bid price : 18.06
Bid-YTW : 5.96 %
IFC.PR.G FixedReset Ins Non -2.21 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.87
Bid-YTW : 9.33 %
PWF.PR.H Perpetual-Discount -2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 23.65
Evaluated at bid price : 23.92
Bid-YTW : 6.10 %
PWF.PR.L Perpetual-Discount -2.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.28
Evaluated at bid price : 21.28
Bid-YTW : 6.10 %
TRP.PR.C FixedReset Disc -2.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 12.86
Evaluated at bid price : 12.86
Bid-YTW : 6.71 %
MFC.PR.J FixedReset Ins Non -2.12 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.90
Bid-YTW : 9.12 %
TD.PF.D FixedReset Disc -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 20.36
Evaluated at bid price : 20.36
Bid-YTW : 5.87 %
MFC.PR.H FixedReset Ins Non -2.05 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.01
Bid-YTW : 8.63 %
MFC.PR.R FixedReset Ins Non -2.00 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.01
Bid-YTW : 6.14 %
MFC.PR.K FixedReset Ins Non -1.99 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.21
Bid-YTW : 9.37 %
HSE.PR.C FixedReset Disc -1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 16.67
Evaluated at bid price : 16.67
Bid-YTW : 7.73 %
TD.PF.K FixedReset Disc -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 5.68 %
GWO.PR.S Deemed-Retractible -1.89 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.37
Bid-YTW : 7.44 %
TD.PF.J FixedReset Disc -1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.77 %
NA.PR.G FixedReset Disc -1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 20.87
Evaluated at bid price : 20.87
Bid-YTW : 5.89 %
TRP.PR.E FixedReset Disc -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 17.20
Evaluated at bid price : 17.20
Bid-YTW : 6.49 %
IFC.PR.F Deemed-Retractible -1.67 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.78
Bid-YTW : 8.02 %
IFC.PR.E Deemed-Retractible -1.62 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.84
Bid-YTW : 7.86 %
TRP.PR.H FloatingReset -1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 12.30
Evaluated at bid price : 12.30
Bid-YTW : 5.95 %
POW.PR.G Perpetual-Discount -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 23.17
Evaluated at bid price : 23.68
Bid-YTW : 6.01 %
BAM.PR.M Perpetual-Discount -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 6.39 %
BIP.PR.A FixedReset Disc -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 7.18 %
GWO.PR.P Deemed-Retractible -1.48 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.66
Bid-YTW : 7.34 %
BNS.PR.F FloatingReset -1.47 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.43
Bid-YTW : 5.36 %
RY.PR.J FixedReset Disc -1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 5.89 %
RY.PR.M FixedReset Disc -1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 19.91
Evaluated at bid price : 19.91
Bid-YTW : 5.76 %
CM.PR.O FixedReset Disc -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 6.03 %
BAM.PF.B FixedReset Disc -1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.85
Evaluated at bid price : 18.85
Bid-YTW : 6.23 %
PWF.PR.G Perpetual-Discount -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 6.16 %
CU.PR.D Perpetual-Discount -1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 5.77 %
MFC.PR.Q FixedReset Ins Non -1.23 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.00
Bid-YTW : 9.06 %
BAM.PR.R FixedReset Disc -1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 16.40
Evaluated at bid price : 16.40
Bid-YTW : 6.33 %
BMO.PR.E FixedReset Disc -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.46
Evaluated at bid price : 21.75
Bid-YTW : 5.59 %
PWF.PR.E Perpetual-Discount -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 6.12 %
TRP.PR.J FixedReset Prem -1.13 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : 4.94 %
MFC.PR.L FixedReset Ins Non -1.13 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 17.55
Bid-YTW : 11.08 %
SLF.PR.J FloatingReset -1.10 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.45
Bid-YTW : 13.37 %
CU.PR.C FixedReset Disc -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 17.41
Evaluated at bid price : 17.41
Bid-YTW : 6.13 %
EMA.PR.F FixedReset Disc -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.45
Evaluated at bid price : 18.45
Bid-YTW : 6.37 %
GWO.PR.G Deemed-Retractible -1.06 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.47
Bid-YTW : 8.20 %
POW.PR.D Perpetual-Discount -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 6.10 %
PWF.PR.O Perpetual-Discount -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 6.10 %
EML.PR.A FixedReset Ins Non -1.02 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-17
Maturity Price : 25.00
Evaluated at bid price : 25.15
Bid-YTW : 5.31 %
TD.PF.A FixedReset Disc 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 5.79 %
CM.PR.R FixedReset Disc 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 22.22
Evaluated at bid price : 22.75
Bid-YTW : 5.76 %
CCS.PR.C Deemed-Retractible 1.12 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.70
Bid-YTW : 7.77 %
TRP.PR.D FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 16.82
Evaluated at bid price : 16.82
Bid-YTW : 6.68 %
EIT.PR.A SplitShare 1.29 % YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 24.41
Bid-YTW : 5.37 %
PWF.PR.K Perpetual-Discount 2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 6.17 %
PWF.PR.Q FloatingReset 2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.48 %
BIP.PR.F FixedReset Disc 2.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 21.65
Evaluated at bid price : 22.02
Bid-YTW : 5.80 %
NA.PR.S FixedReset Disc 2.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.16
Evaluated at bid price : 18.16
Bid-YTW : 6.19 %
BAM.PR.T FixedReset Disc 3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 16.45
Evaluated at bid price : 16.45
Bid-YTW : 6.37 %
BIP.PR.E FixedReset Disc 5.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 22.20
Evaluated at bid price : 22.80
Bid-YTW : 5.51 %
BAM.PR.K Floater 7.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 12.90
Evaluated at bid price : 12.90
Bid-YTW : 5.37 %
Volume Highlights
Issue Index Shares
Traded
Notes
BMO.PR.C FixedReset Disc 129,899 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 22.43
Evaluated at bid price : 23.06
Bid-YTW : 5.66 %
BNS.PR.H FixedReset Prem 105,095 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.51
Bid-YTW : 4.41 %
BMO.PR.S FixedReset Disc 89,772 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.76
Evaluated at bid price : 18.76
Bid-YTW : 5.88 %
CM.PR.R FixedReset Disc 86,991 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 22.22
Evaluated at bid price : 22.75
Bid-YTW : 5.76 %
NA.PR.A FixedReset Prem 65,363 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-15
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 5.00 %
BMO.PR.T FixedReset Disc 65,159 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 18.46
Evaluated at bid price : 18.46
Bid-YTW : 5.85 %
There were 110 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
EIT.PR.B SplitShare Quote: 23.81 – 24.83
Spot Rate : 1.0200
Average : 0.8226

YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 23.81
Bid-YTW : 5.77 %

GWO.PR.S Deemed-Retractible Quote: 22.37 – 22.93
Spot Rate : 0.5600
Average : 0.3926

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.37
Bid-YTW : 7.44 %

GWO.PR.G Deemed-Retractible Quote: 21.47 – 21.90
Spot Rate : 0.4300
Average : 0.2868

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.47
Bid-YTW : 8.20 %

BAM.PR.R FixedReset Disc Quote: 16.40 – 16.88
Spot Rate : 0.4800
Average : 0.3599

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 16.40
Evaluated at bid price : 16.40
Bid-YTW : 6.33 %

BAM.PF.H FixedReset Prem Quote: 25.50 – 25.85
Spot Rate : 0.3500
Average : 0.2326

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2020-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 3.91 %

POW.PR.G Perpetual-Discount Quote: 23.68 – 24.00
Spot Rate : 0.3200
Average : 0.2066

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-20
Maturity Price : 23.17
Evaluated at bid price : 23.68
Bid-YTW : 6.01 %

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