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TXPR closed at 584.11, up 1.25% on the day. Volume was 4.04-million, second-highest of the past 30 days, surpassed only by yesterday.
CPD closed at 11.65, up 1.13% on the day. Volume of 120,051 was above average but nothing special in the context of the past 30 days.
ZPR closed at 9.29, up 1.53% on the day. Volume of 320,323 was well above average but not extraordinary in the context of the past 30 days.
Five-year Canada yields were unchanged at 1.19% today.
| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| 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 | 2.0538 % | 1,803.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.0538 % | 3,308.4 |
| Floater | 6.62 % | 6.71 % | 69,249 | 12.81 | 4 | 2.0538 % | 1,906.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1697 % | 3,377.1 |
| SplitShare | 4.67 % | 4.53 % | 61,733 | 4.07 | 7 | 0.1697 % | 4,032.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1697 % | 3,146.6 |
| Perpetual-Premium | 5.64 % | 4.21 % | 64,037 | 0.09 | 9 | 0.0132 % | 2,971.5 |
| Perpetual-Discount | 5.50 % | 5.62 % | 63,858 | 14.46 | 25 | 0.4589 % | 3,099.3 |
| FixedReset Disc | 5.80 % | 5.54 % | 162,310 | 14.48 | 66 | 1.8803 % | 2,004.1 |
| Deemed-Retractible | 5.33 % | 6.14 % | 75,671 | 7.91 | 27 | 0.4659 % | 3,088.3 |
| FloatingReset | 4.67 % | 7.13 % | 68,260 | 8.01 | 3 | 0.3001 % | 2,282.3 |
| FixedReset Prem | 5.20 % | 4.86 % | 179,245 | 1.85 | 21 | 0.2408 % | 2,565.5 |
| FixedReset Bank Non | 1.98 % | 4.11 % | 89,488 | 2.34 | 3 | -0.2083 % | 2,657.3 |
| FixedReset Ins Non | 5.57 % | 8.10 % | 102,596 | 7.98 | 21 | 1.5535 % | 2,066.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.G | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 7.07 % |
| TD.PF.I | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 20.54 Evaluated at bid price : 20.54 Bid-YTW : 5.29 % |
| SLF.PR.C | Deemed-Retractible | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 7.04 % |
| BMO.PR.Z | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 24.18 Evaluated at bid price : 24.66 Bid-YTW : 5.08 % |
| TD.PF.M | FixedReset Prem | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 22.87 Evaluated at bid price : 24.20 Bid-YTW : 5.08 % |
| TRP.PR.B | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 10.38 Evaluated at bid price : 10.38 Bid-YTW : 6.05 % |
| BIP.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.19 Evaluated at bid price : 17.19 Bid-YTW : 6.98 % |
| RY.PR.J | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.55 % |
| CM.PR.Y | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 22.83 Evaluated at bid price : 24.10 Bid-YTW : 5.17 % |
| CU.PR.F | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.34 % |
| MFC.PR.B | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.03 Bid-YTW : 6.81 % |
| TRP.PR.A | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 12.46 Evaluated at bid price : 12.46 Bid-YTW : 6.36 % |
| BAM.PR.Z | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.28 % |
| BMO.PR.C | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 21.19 Evaluated at bid price : 21.19 Bid-YTW : 5.42 % |
| TRP.PR.K | FixedReset Prem | 1.42 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 4.99 % |
| PWF.PR.L | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.70 % |
| BAM.PR.C | Floater | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 10.29 Evaluated at bid price : 10.29 Bid-YTW : 6.85 % |
| MFC.PR.C | Deemed-Retractible | 1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.55 Bid-YTW : 6.93 % |
| MFC.PR.Q | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.30 Bid-YTW : 8.05 % |
| TD.PF.K | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.28 % |
| CM.PR.Q | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 5.81 % |
| NA.PR.C | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 5.75 % |
| NA.PR.E | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.47 % |
| IFC.PR.G | FixedReset Ins Non | 1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.65 Bid-YTW : 8.10 % |
| TRP.PR.C | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 11.09 Evaluated at bid price : 11.09 Bid-YTW : 6.25 % |
| BMO.PR.E | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.26 % |
| BNS.PR.I | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.16 % |
| IFC.PR.A | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.26 Bid-YTW : 10.01 % |
| CM.PR.O | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.32 Evaluated at bid price : 16.32 Bid-YTW : 5.59 % |
| TRP.PR.F | FloatingReset | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 7.13 % |
| BAM.PR.B | Floater | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 6.71 % |
| BIP.PR.E | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 5.90 % |
| EMA.PR.F | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 15.83 Evaluated at bid price : 15.83 Bid-YTW : 6.18 % |
| GWO.PR.T | Deemed-Retractible | 2.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 6.09 % |
| MFC.PR.M | FixedReset Ins Non | 2.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.47 Bid-YTW : 9.44 % |
| TD.PF.C | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 5.46 % |
| TRP.PR.E | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 6.16 % |
| RY.PR.H | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 5.18 % |
| BAM.PF.F | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.34 % |
| MFC.PR.J | FixedReset Ins Non | 2.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.85 Bid-YTW : 7.69 % |
| TD.PF.A | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 5.39 % |
| TD.PF.E | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.54 % |
| BMO.PR.S | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 5.30 % |
| NA.PR.W | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 15.09 Evaluated at bid price : 15.09 Bid-YTW : 5.85 % |
| NA.PR.G | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.54 % |
| MFC.PR.G | FixedReset Ins Non | 2.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.78 Bid-YTW : 8.27 % |
| SLF.PR.I | FixedReset Ins Non | 2.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.11 Bid-YTW : 7.83 % |
| IAF.PR.I | FixedReset Ins Non | 2.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.75 Bid-YTW : 7.90 % |
| PWF.PR.T | FixedReset Disc | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 5.51 % |
| RY.PR.M | FixedReset Disc | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 5.48 % |
| MFC.PR.F | FixedReset Ins Non | 2.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.17 Bid-YTW : 10.92 % |
| CM.PR.R | FixedReset Disc | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.65 % |
| TRP.PR.G | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 6.18 % |
| BAM.PF.E | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 6.46 % |
| SLF.PR.H | FixedReset Ins Non | 2.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.73 Bid-YTW : 8.77 % |
| RY.PR.Z | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.14 Evaluated at bid price : 17.14 Bid-YTW : 5.17 % |
| PWF.PR.P | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 12.19 Evaluated at bid price : 12.19 Bid-YTW : 5.80 % |
| MFC.PR.K | FixedReset Ins Non | 2.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.30 Bid-YTW : 8.41 % |
| IFC.PR.C | FixedReset Ins Non | 2.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.50 Bid-YTW : 8.22 % |
| BAM.PR.T | FixedReset Disc | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 14.17 Evaluated at bid price : 14.17 Bid-YTW : 6.36 % |
| EMA.PR.C | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 5.89 % |
| TD.PF.B | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.29 % |
| TD.PF.D | FixedReset Disc | 3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.48 % |
| TD.PF.J | FixedReset Disc | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.18 % |
| BAM.PF.A | FixedReset Disc | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 6.07 % |
| BAM.PF.G | FixedReset Disc | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 6.36 % |
| BAM.PR.X | FixedReset Disc | 3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 12.42 Evaluated at bid price : 12.42 Bid-YTW : 6.12 % |
| CU.PR.C | FixedReset Disc | 3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.04 Evaluated at bid price : 17.04 Bid-YTW : 5.32 % |
| NA.PR.S | FixedReset Disc | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 5.57 % |
| CM.PR.S | FixedReset Disc | 3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 5.46 % |
| CM.PR.P | FixedReset Disc | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 15.47 Evaluated at bid price : 15.47 Bid-YTW : 5.71 % |
| TRP.PR.D | FixedReset Disc | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 15.99 Evaluated at bid price : 15.99 Bid-YTW : 5.86 % |
| PWF.PR.A | Floater | 3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 10.55 Evaluated at bid price : 10.55 Bid-YTW : 6.62 % |
| SLF.PR.G | FixedReset Ins Non | 4.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.05 Bid-YTW : 10.16 % |
| BMO.PR.T | FixedReset Disc | 4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 5.26 % |
| BAM.PR.R | FixedReset Disc | 5.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 6.26 % |
| BMO.PR.W | FixedReset Disc | 5.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 5.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset Prem | 100,527 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 3.73 % |
| TD.PF.G | FixedReset Prem | 97,925 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 4.15 % |
| RY.PR.Q | FixedReset Prem | 94,045 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.36 % |
| TRP.PR.D | FixedReset Disc | 91,007 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-30 Maturity Price : 15.99 Evaluated at bid price : 15.99 Bid-YTW : 5.86 % |
| MFC.PR.O | FixedReset Ins Non | 89,727 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.84 % |
| NA.PR.X | FixedReset Prem | 86,081 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.38 % |
| There were 54 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset Disc | Quote: 17.17 – 18.13 Spot Rate : 0.9600 Average : 0.5917 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 12.19 – 13.06 Spot Rate : 0.8700 Average : 0.5745 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 16.42 – 17.00 Spot Rate : 0.5800 Average : 0.3337 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 18.05 – 18.64 Spot Rate : 0.5900 Average : 0.3629 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 10.40 – 11.01 Spot Rate : 0.6100 Average : 0.4734 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 10.55 – 11.01 Spot Rate : 0.4600 Average : 0.3267 YTW SCENARIO |