June 10, 2019

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TXPR closed at 601.79, up 0.88% on the day. Volume was 2.30-million, high but not extraordinary in the context of the past thirty days.

CPD closed at 12.04, up 0.84% on the day. Volume of 106,003 was high but not unusual in the context of the past thirty days.

ZPR closed at 9.68, up 1.15% on the day. Volume of 393,604 was the highest of the past thirty days, well ahead of the 261,690 posted on June 4.

Five-year Canada yields were up 7bp to 1.41% today.

A good day globally was attributed to the accord between Mexico and the US:

Equities around the world rose on Monday while U.S. Treasury prices fell as risk assets were in demand after the United States shelved plans to impose tariffs on Mexico, easing worries the global economy would face another trade war.

The U.S. dollar gained against a basket of major currencies while the Mexican peso was on track for its biggest one-day percentage gain against the dollar since July 2018.

The U.S.-Mexico trade and migration deal also boosted emerging market stocks and sent U.S. government bond yields higher as investors favored riskier assets.

“There’s a nice follow through on last week’s optimism that global growth is likely to continue with trade tensions with Mexico backing off. There’s clearly a growth bias to the tilt of today’s market,” said Carol Schleif, deputy chief investment officer at Abbot Downing in Minneapolis.

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 -1.1775 % 1,949.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 -1.1775 % 3,577.1
Floater 6.03 % 6.50 % 69,582 13.06 3 -1.1775 % 2,061.5
OpRet 0.00 % 0.00 % 0 0.00 0 0.1483 % 3,308.8
SplitShare 4.71 % 4.79 % 77,512 4.24 7 0.1483 % 3,951.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1483 % 3,083.0
Perpetual-Premium 5.62 % -10.19 % 78,064 0.08 7 0.4518 % 2,940.7
Perpetual-Discount 5.51 % 5.62 % 69,146 14.41 26 0.2341 % 3,054.7
FixedReset Disc 5.50 % 5.39 % 174,174 14.66 70 1.5157 % 2,072.7
Deemed-Retractible 5.32 % 5.98 % 87,587 8.04 27 0.2159 % 3,052.9
FloatingReset 4.12 % 4.99 % 55,439 2.53 4 -0.1731 % 2,321.7
FixedReset Prem 5.13 % 4.05 % 210,903 1.86 16 0.4813 % 2,572.7
FixedReset Bank Non 1.99 % 4.29 % 159,743 2.55 3 0.5758 % 2,635.4
FixedReset Ins Non 5.28 % 7.21 % 96,810 8.16 22 1.6157 % 2,156.9
Performance Highlights
Issue Index Change Notes
BAM.PR.B Floater -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 10.81
Evaluated at bid price : 10.81
Bid-YTW : 6.53 %
BAM.PR.K Floater -1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 10.85
Evaluated at bid price : 10.85
Bid-YTW : 6.50 %
GWO.PR.P Deemed-Retractible -1.23 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.00
Bid-YTW : 5.91 %
BAM.PR.M Perpetual-Discount 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.01 %
TRP.PR.G FixedReset Disc 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.98
Evaluated at bid price : 17.98
Bid-YTW : 6.05 %
SLF.PR.B Deemed-Retractible 1.02 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.83
Bid-YTW : 6.47 %
PWF.PR.R Perpetual-Premium 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 24.36
Evaluated at bid price : 24.75
Bid-YTW : 5.62 %
IAF.PR.B Deemed-Retractible 1.04 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.47
Bid-YTW : 6.46 %
IFC.PR.F Deemed-Retractible 1.05 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.10
Bid-YTW : 5.93 %
TD.PF.G FixedReset Prem 1.09 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.98
Bid-YTW : 3.68 %
BMO.PR.W FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 5.51 %
PWF.PR.L Perpetual-Discount 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.66 %
BAM.PF.J FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 22.60
Evaluated at bid price : 23.39
Bid-YTW : 5.13 %
TRP.PR.C FixedReset Disc 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 12.44
Evaluated at bid price : 12.44
Bid-YTW : 5.86 %
BMO.PR.S FixedReset Disc 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.47
Evaluated at bid price : 17.47
Bid-YTW : 5.39 %
TD.PF.K FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 5.25 %
MFC.PR.N FixedReset Ins Non 1.22 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 16.66
Bid-YTW : 8.57 %
MFC.PR.F FixedReset Ins Non 1.22 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 13.31
Bid-YTW : 9.87 %
BIP.PR.C FixedReset Disc 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 23.34
Evaluated at bid price : 24.56
Bid-YTW : 6.01 %
IFC.PR.A FixedReset Ins Non 1.33 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.21
Bid-YTW : 9.24 %
CM.PR.Y FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 22.89
Evaluated at bid price : 24.30
Bid-YTW : 5.16 %
BIP.PR.E FixedReset Disc 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 20.48
Evaluated at bid price : 20.48
Bid-YTW : 6.13 %
RY.PR.M FixedReset Disc 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 5.37 %
BAM.PR.T FixedReset Disc 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 14.83
Evaluated at bid price : 14.83
Bid-YTW : 6.31 %
CM.PR.O FixedReset Disc 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 16.75
Evaluated at bid price : 16.75
Bid-YTW : 5.64 %
GWO.PR.N FixedReset Ins Non 1.57 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 13.60
Bid-YTW : 9.50 %
SLF.PR.G FixedReset Ins Non 1.64 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 13.62
Bid-YTW : 9.72 %
BAM.PF.I FixedReset Disc 1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 23.23
Evaluated at bid price : 24.51
Bid-YTW : 5.30 %
RY.PR.Z FixedReset Disc 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.70
Evaluated at bid price : 17.70
Bid-YTW : 5.15 %
MFC.PR.R FixedReset Ins Non 1.72 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.24
Bid-YTW : 5.52 %
PWF.PR.P FixedReset Disc 1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 12.92
Evaluated at bid price : 12.92
Bid-YTW : 5.73 %
MFC.PR.B Deemed-Retractible 1.74 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.58
Bid-YTW : 6.47 %
TD.PF.B FixedReset Disc 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.30
Evaluated at bid price : 17.30
Bid-YTW : 5.38 %
TRP.PR.E FixedReset Disc 1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 16.07
Evaluated at bid price : 16.07
Bid-YTW : 5.94 %
CM.PR.R FixedReset Disc 1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 21.37
Evaluated at bid price : 21.69
Bid-YTW : 5.48 %
BMO.PR.D FixedReset Disc 1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 21.39
Evaluated at bid price : 21.72
Bid-YTW : 5.25 %
CM.PR.Q FixedReset Disc 1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 18.64
Evaluated at bid price : 18.64
Bid-YTW : 5.64 %
BAM.PF.F FixedReset Disc 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.32
Evaluated at bid price : 17.32
Bid-YTW : 6.29 %
BAM.PF.G FixedReset Disc 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.32
Evaluated at bid price : 17.32
Bid-YTW : 6.28 %
IAF.PR.I FixedReset Ins Non 1.89 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.99
Bid-YTW : 6.56 %
MFC.PR.Q FixedReset Ins Non 1.93 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.53
Bid-YTW : 7.30 %
BAM.PR.R FixedReset Disc 1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 14.68
Evaluated at bid price : 14.68
Bid-YTW : 6.27 %
MFC.PR.K FixedReset Ins Non 1.95 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.80
Bid-YTW : 7.43 %
RY.PR.H FixedReset Disc 1.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.54
Evaluated at bid price : 17.54
Bid-YTW : 5.27 %
TD.PF.I FixedReset Disc 1.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 21.28
Evaluated at bid price : 21.57
Bid-YTW : 5.19 %
BMO.PR.T FixedReset Disc 1.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 16.94
Evaluated at bid price : 16.94
Bid-YTW : 5.42 %
SLF.PR.I FixedReset Ins Non 2.02 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.18
Bid-YTW : 7.20 %
BMO.PR.Y FixedReset Disc 2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 19.14
Evaluated at bid price : 19.14
Bid-YTW : 5.39 %
BAM.PR.Z FixedReset Disc 2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 18.62
Evaluated at bid price : 18.62
Bid-YTW : 6.09 %
MFC.PR.L FixedReset Ins Non 2.05 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 16.94
Bid-YTW : 8.18 %
IFC.PR.C FixedReset Ins Non 2.14 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.64
Bid-YTW : 7.51 %
CM.PR.P FixedReset Disc 2.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 16.58
Evaluated at bid price : 16.58
Bid-YTW : 5.58 %
BIP.PR.D FixedReset Disc 2.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 21.34
Evaluated at bid price : 21.65
Bid-YTW : 5.95 %
BIP.PR.F FixedReset Disc 2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 21.06
Evaluated at bid price : 21.06
Bid-YTW : 6.08 %
BAM.PF.A FixedReset Disc 2.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 5.91 %
MFC.PR.J FixedReset Ins Non 2.44 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.73
Bid-YTW : 7.21 %
NA.PR.E FixedReset Disc 2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 5.40 %
TD.PF.E FixedReset Disc 2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 5.31 %
NA.PR.G FixedReset Disc 2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 5.17 %
NA.PR.W FixedReset Disc 2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 16.39
Evaluated at bid price : 16.39
Bid-YTW : 5.65 %
TD.PF.D FixedReset Disc 2.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 19.94
Evaluated at bid price : 19.94
Bid-YTW : 5.27 %
BAM.PF.E FixedReset Disc 2.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 16.20
Evaluated at bid price : 16.20
Bid-YTW : 6.28 %
MFC.PR.H FixedReset Ins Non 2.56 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.40
Bid-YTW : 6.96 %
SLF.PR.H FixedReset Ins Non 2.59 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.85
Bid-YTW : 8.73 %
TD.PF.C FixedReset Disc 2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.21
Evaluated at bid price : 17.21
Bid-YTW : 5.39 %
CU.PR.C FixedReset Disc 2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.11
Evaluated at bid price : 17.11
Bid-YTW : 5.50 %
TRP.PR.B FixedReset Disc 2.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 11.40
Evaluated at bid price : 11.40
Bid-YTW : 5.83 %
RY.PR.J FixedReset Disc 2.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 5.32 %
BAM.PR.X FixedReset Disc 3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 13.02
Evaluated at bid price : 13.02
Bid-YTW : 6.09 %
TD.PF.A FixedReset Disc 3.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.26
Evaluated at bid price : 17.26
Bid-YTW : 5.36 %
MFC.PR.G FixedReset Ins Non 3.15 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.34
Bid-YTW : 7.30 %
BMO.PR.C FixedReset Disc 3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 22.44
Evaluated at bid price : 23.00
Bid-YTW : 5.11 %
NA.PR.C FixedReset Disc 3.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 21.30
Evaluated at bid price : 21.59
Bid-YTW : 5.55 %
NA.PR.S FixedReset Disc 3.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.43
Evaluated at bid price : 17.43
Bid-YTW : 5.61 %
MFC.PR.I FixedReset Ins Non 3.61 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.81
Bid-YTW : 7.13 %
Volume Highlights
Issue Index Shares
Traded
Notes
SLF.PR.J FloatingReset 102,500 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 13.45
Bid-YTW : 10.34 %
CM.PR.Y FixedReset Disc 101,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 22.89
Evaluated at bid price : 24.30
Bid-YTW : 5.16 %
TD.PF.M FixedReset Disc 48,506 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 22.95
Evaluated at bid price : 24.45
Bid-YTW : 5.06 %
CM.PR.S FixedReset Disc 44,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 18.89
Evaluated at bid price : 18.89
Bid-YTW : 5.37 %
TD.PF.J FixedReset Disc 43,233 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 20.18
Evaluated at bid price : 20.18
Bid-YTW : 5.32 %
BMO.PR.S FixedReset Disc 35,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 17.47
Evaluated at bid price : 17.47
Bid-YTW : 5.39 %
There were 36 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
W.PR.K FixedReset Prem Quote: 25.35 – 26.06
Spot Rate : 0.7100
Average : 0.4530

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-01-15
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 4.88 %

BMO.PR.B FixedReset Prem Quote: 25.45 – 26.01
Spot Rate : 0.5600
Average : 0.3415

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-02-25
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 4.24 %

TRP.PR.F FloatingReset Quote: 13.42 – 13.99
Spot Rate : 0.5700
Average : 0.3619

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-06-10
Maturity Price : 13.42
Evaluated at bid price : 13.42
Bid-YTW : 6.70 %

GWO.PR.P Deemed-Retractible Quote: 24.00 – 24.46
Spot Rate : 0.4600
Average : 0.3187

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.00
Bid-YTW : 5.91 %

SLF.PR.H FixedReset Ins Non Quote: 15.85 – 16.50
Spot Rate : 0.6500
Average : 0.5090

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.85
Bid-YTW : 8.73 %

BNS.PR.F FloatingReset Quote: 23.88 – 24.25
Spot Rate : 0.3700
Average : 0.2404

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.88
Bid-YTW : 4.99 %

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