Equities had another lousy day:
A brief semblance of stability in stock markets melted away on Friday, ending a disastrous week for North American equities, as the signs of economic carnage wrought by the fight against the coronavirus pandemic started to come into view.
The S&P/TSX Composite Index ended the trading day down 2.6 per cent, while the S&P 500 index dropped by 4.3 per cent, capping off the worst week for Canadian and U.S. stocks since 2008, each having lost 14 to 15 per cent.
…
Canadian energy stocks initially led a market rally on Friday morning after reports that the federal government is preparing a $15-billion support package for the sector, which has been decimated by the twin spectres of the COVID-19 crisis and plunging crude oil prices.But the global oil market resumed its descent on Friday afternoon, as West Texas Intermediate dropped by 11 per cent on the day to settle at US$22.53 per barrel.
Crude futures have now declined by 64 per cent since their January peak.
…
The collapse of crude prices has devastated the energy component of the Toronto Stock Exchange, which has declined by 70 per cent just since the start of the year. Going back to the sector’s last major peak in 2014, the S&P/TSX Capped Energy Index has lost more than 85 per cent of its market value.
…
Friday was the one-month mark since the Canadian stock market last registered a record high on Feb. 20. In the chaotic month that followed, the domestic benchmark index dropped by 34 per cent, wiping out more than $1-trillion in market capitalization.
…
The containment measures required to flatten the curve on coronavirus infections ensure that a severe economic slowdown is taking hold. U.S. GDP growth is expected to fall by 8 per cent in the second quarter, while in Canada the decline will be closer to 11 per cent, Mr. [Jean-François] Perrault [chief economist at Scotiabank] said.
You might as well get sick if there are no jobs:
Prime Minister Justin Trudeau says the federal government has received 500,000 applications for employment insurance, compared to just 27,000 for the same week last year.
In fact, maybe you should get sick now and beat the rush:
A new study by some of Ontario’s leading medical researchers paints an alarming picture of the strain on the health-care system as the number of COVID-19 cases continues to rise, suggesting the province will run out of intensive-care beds and ventilators in just 37 days, even if it manages to cut current infection rates in half.
…
The study authors acknowledge their modelling is based on a number of key assumptions:They begin with a starting point of 250 cases, which Ontario hit Thursday.
They assume that 19 per cent of cases will require hospitalization.
They assume that 26 per cent of hospitalized patients will require an ICU bed.
They assume an average ICU stay will be eight days long.
With those assumptions in mind, they predict the following outcomes:If Ontario can free up 25 per cent of ICU beds for COVID-19 patients, resources will be depleted in 37 days.
If 75 per cent of ICU beds can be allocated to COVID-19 patients, resources can last 52 days.
If, on top of 75 percent of ICU beds, Ontario can make available some 2,000 more beds and 600 additional ventilators, resources can last 60 days.
- The effect COVID-19 is having on air travel is much worse than we expected earlier this year, with many countries around the world, including Canada, temporarily restricting non-essential cross-border travel.
- We believe the steep drop in air traffic at Air Canada stemming from the COVID-19 outbreak will contribute to credit metrics that are meaningfully weaker than we previously expected, including a decline in adjusted EBITDA of about two-thirds and adjusted funds from operations (FFO)-to-debt of about 10% in 2020.
- As a result, S&P Global Ratings lowered most of its ratings on Air Canada by one notch, including its issuer credit rating on the company to ‘BB’ from ‘BB+’ and placed all the ratings on CreditWatch with negative implications.
- As of now, we expect traffic to begin to recover in late 2020, but also recognize there is a high degree of uncertainty in the timing of a recovery that, if pushed out later than we expect, is likely to result in another downgrade.
- We expect to resolve the CreditWatch when the effects of the outbreak on Air Canada’s financial position and timing of a recovery become more apparent.
TXPR closed at 425.75, up 3.78% on the day. Volume today was 6.05-million, second-highest of the past 30 trading days, behind only March 18.
Today’s rally means the total return version of this index is down only 10.05% from last Friday, so that’s a pretty good week, eh?
CPD closed at 8.57, up 4.26% on the day. Volume of 244,986 was above the average of the past 30 trading days.
ZPR closed at 6.55, up 2.66% on the day. Volume of 1,763,758 was second-highest of the past 30 trading days, behind only March 9.
Five-year Canada yields were down 10bp to 0.75% today.
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.
| 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 | 2.2876 % | 1,263.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.2876 % | 2,317.8 |
| Floater | 8.57 % | 8.51 % | 75,662 | 10.90 | 4 | 2.2876 % | 1,335.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 6.3535 % | 2,997.1 |
| SplitShare | 5.54 % | 8.47 % | 75,201 | 3.95 | 7 | 6.3535 % | 3,579.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 6.3535 % | 2,792.7 |
| Perpetual-Premium | 7.26 % | 7.52 % | 103,316 | 11.82 | 12 | 2.8993 % | 2,347.2 |
| Perpetual-Discount | 6.75 % | 6.97 % | 89,195 | 12.58 | 24 | 2.9667 % | 2,596.3 |
| FixedReset Disc | 8.53 % | 7.46 % | 212,401 | 11.72 | 64 | 5.6076 % | 1,413.4 |
| Deemed-Retractible | 6.68 % | 7.44 % | 96,466 | 12.07 | 27 | 1.3675 % | 2,530.1 |
| FloatingReset | 6.38 % | 6.51 % | 64,653 | 13.11 | 3 | 4.7969 % | 1,519.3 |
| FixedReset Prem | 6.84 % | 6.87 % | 189,830 | 12.64 | 22 | 4.6239 % | 1,983.2 |
| FixedReset Bank Non | 2.02 % | 6.83 % | 123,625 | 1.80 | 3 | 13.2464 % | 2,627.7 |
| FixedReset Ins Non | 8.50 % | 7.79 % | 119,766 | 11.29 | 22 | 6.2333 % | 1,388.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Deemed-Retractible | -5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 6.90 % |
| SLF.PR.C | Deemed-Retractible | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 15.49 Evaluated at bid price : 15.49 Bid-YTW : 7.23 % |
| EMA.PR.H | FixedReset Prem | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.85 % |
| RY.PR.O | Perpetual-Discount | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.20 % |
| MFC.PR.C | Deemed-Retractible | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 15.78 Evaluated at bid price : 15.78 Bid-YTW : 7.19 % |
| GWO.PR.G | Deemed-Retractible | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.68 % |
| SLF.PR.E | Deemed-Retractible | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 7.26 % |
| EIT.PR.B | SplitShare | -1.12 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 7.81 % |
| EIT.PR.A | SplitShare | 1.08 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 22.55 Bid-YTW : 7.77 % |
| CU.PR.H | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.73 % |
| POW.PR.G | Perpetual-Premium | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.12 Evaluated at bid price : 18.12 Bid-YTW : 7.92 % |
| PWF.PR.I | Perpetual-Premium | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 7.18 % |
| BAM.PR.C | Floater | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.02 Evaluated at bid price : 7.02 Bid-YTW : 8.65 % |
| POW.PR.A | Perpetual-Premium | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 7.91 % |
| RY.PR.H | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 7.10 % |
| PWF.PR.G | Perpetual-Premium | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 7.41 % |
| RY.PR.E | Deemed-Retractible | 1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 8.89 % |
| RY.PR.A | Deemed-Retractible | 1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 8.70 % |
| RY.PR.G | Deemed-Retractible | 1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.14 Bid-YTW : 9.16 % |
| BAM.PR.X | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 8.42 Evaluated at bid price : 8.42 Bid-YTW : 7.78 % |
| TD.PF.H | FixedReset Prem | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.03 % |
| TRP.PR.F | FloatingReset | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 8.60 Evaluated at bid price : 8.60 Bid-YTW : 6.83 % |
| SLF.PR.H | FixedReset Ins Non | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 9.73 Evaluated at bid price : 9.73 Bid-YTW : 7.60 % |
| BNS.PR.G | FixedReset Prem | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 6.70 % |
| RY.PR.C | Deemed-Retractible | 2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.45 Bid-YTW : 8.50 % |
| RY.PR.F | Deemed-Retractible | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.22 Bid-YTW : 8.90 % |
| RY.PR.W | Perpetual-Discount | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 5.91 % |
| GWO.PR.P | Deemed-Retractible | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 7.55 % |
| PWF.PR.E | Perpetual-Premium | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.69 % |
| ELF.PR.H | Perpetual-Premium | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.12 % |
| EML.PR.A | FixedReset Ins Non | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 8.20 % |
| RY.PR.P | Perpetual-Premium | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.18 % |
| CU.PR.C | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 6.95 % |
| IAF.PR.B | Deemed-Retractible | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.38 Evaluated at bid price : 16.38 Bid-YTW : 7.06 % |
| CU.PR.I | FixedReset Prem | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.67 % |
| BAM.PR.N | Perpetual-Discount | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.29 Evaluated at bid price : 16.29 Bid-YTW : 7.34 % |
| BMO.PR.E | FixedReset Disc | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 7.01 % |
| BIP.PR.A | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.76 Evaluated at bid price : 10.76 Bid-YTW : 10.18 % |
| BAM.PR.B | Floater | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.14 Evaluated at bid price : 7.14 Bid-YTW : 8.51 % |
| TRP.PR.C | FixedReset Disc | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.72 Evaluated at bid price : 7.72 Bid-YTW : 7.66 % |
| BMO.PR.Z | Perpetual-Discount | 2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 6.31 % |
| SLF.PR.G | FixedReset Ins Non | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.78 Evaluated at bid price : 7.78 Bid-YTW : 7.08 % |
| MFC.PR.O | FixedReset Ins Non | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 8.00 % |
| BMO.PR.C | FixedReset Disc | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 15.07 Evaluated at bid price : 15.07 Bid-YTW : 7.01 % |
| BNS.PR.H | FixedReset Prem | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 6.90 % |
| IFC.PR.C | FixedReset Ins Non | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.09 Evaluated at bid price : 11.09 Bid-YTW : 7.78 % |
| IAF.PR.I | FixedReset Ins Non | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.09 Evaluated at bid price : 12.09 Bid-YTW : 7.92 % |
| PWF.PR.S | Perpetual-Discount | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 7.51 % |
| ELF.PR.G | Perpetual-Discount | 3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.16 Evaluated at bid price : 17.16 Bid-YTW : 7.08 % |
| CU.PR.F | Perpetual-Discount | 3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.33 % |
| POW.PR.C | Perpetual-Premium | 3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.52 % |
| BMO.PR.B | FixedReset Prem | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 6.93 % |
| TD.PF.G | FixedReset Prem | 3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.87 % |
| NA.PR.C | FixedReset Disc | 3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 8.15 % |
| PWF.PR.F | Perpetual-Discount | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 7.63 % |
| HSE.PR.C | FixedReset Disc | 3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.00 Evaluated at bid price : 7.00 Bid-YTW : 15.56 % |
| PWF.PR.H | Perpetual-Premium | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.66 % |
| BMO.PR.T | FixedReset Disc | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.95 Evaluated at bid price : 10.95 Bid-YTW : 7.42 % |
| BAM.PF.D | Perpetual-Discount | 3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.21 % |
| NA.PR.G | FixedReset Disc | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 7.85 % |
| BMO.PR.W | FixedReset Disc | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.21 Evaluated at bid price : 11.21 Bid-YTW : 7.40 % |
| GWO.PR.F | Deemed-Retractible | 3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 7.43 % |
| RY.PR.Q | FixedReset Prem | 3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 6.66 % |
| BMO.PR.F | FixedReset Disc | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.37 Evaluated at bid price : 16.37 Bid-YTW : 6.99 % |
| TD.PF.M | FixedReset Disc | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.00 % |
| PVS.PR.G | SplitShare | 3.96 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 8.47 % |
| CU.PR.D | Perpetual-Discount | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.36 % |
| MFC.PR.R | FixedReset Ins Non | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 8.23 % |
| PWF.PR.K | Perpetual-Discount | 4.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.54 % |
| PWF.PR.L | Perpetual-Discount | 4.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 7.68 % |
| GWO.PR.Q | Deemed-Retractible | 4.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 7.44 % |
| BNS.PR.I | FixedReset Disc | 4.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 6.55 % |
| PWF.PR.R | Perpetual-Premium | 4.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.37 Evaluated at bid price : 18.37 Bid-YTW : 7.64 % |
| CM.PR.Y | FixedReset Disc | 4.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 7.23 % |
| TD.PF.D | FixedReset Disc | 4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.13 Evaluated at bid price : 13.13 Bid-YTW : 6.93 % |
| BAM.PR.K | Floater | 4.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.17 Evaluated at bid price : 7.17 Bid-YTW : 8.47 % |
| BAM.PR.T | FixedReset Disc | 4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 9.59 Evaluated at bid price : 9.59 Bid-YTW : 8.26 % |
| POW.PR.D | Perpetual-Discount | 4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 7.44 % |
| CM.PR.R | FixedReset Disc | 4.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.69 Evaluated at bid price : 13.69 Bid-YTW : 7.85 % |
| BMO.PR.S | FixedReset Disc | 4.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.29 Evaluated at bid price : 11.29 Bid-YTW : 7.47 % |
| RY.PR.S | FixedReset Disc | 4.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 6.31 % |
| CU.PR.G | Perpetual-Discount | 4.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 6.32 % |
| IFC.PR.I | Perpetual-Premium | 4.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.21 % |
| NA.PR.E | FixedReset Disc | 4.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 7.69 % |
| TRP.PR.A | FixedReset Disc | 4.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 9.68 Evaluated at bid price : 9.68 Bid-YTW : 7.67 % |
| IAF.PR.G | FixedReset Ins Non | 4.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 7.79 % |
| BIP.PR.B | FixedReset Prem | 4.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 8.10 % |
| NA.PR.W | FixedReset Disc | 4.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.73 Evaluated at bid price : 10.73 Bid-YTW : 7.84 % |
| RY.PR.Z | FixedReset Disc | 5.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.52 Evaluated at bid price : 11.52 Bid-YTW : 7.01 % |
| EMA.PR.C | FixedReset Disc | 5.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 7.52 % |
| PWF.PR.Q | FloatingReset | 5.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.89 Evaluated at bid price : 7.89 Bid-YTW : 6.51 % |
| BAM.PR.M | Perpetual-Discount | 5.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 7.16 % |
| NA.PR.S | FixedReset Disc | 5.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.85 Evaluated at bid price : 10.85 Bid-YTW : 8.06 % |
| BIP.PR.C | FixedReset Prem | 5.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 8.16 % |
| BAM.PF.C | Perpetual-Discount | 5.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.16 % |
| EMA.PR.F | FixedReset Disc | 5.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 7.46 % |
| POW.PR.B | Perpetual-Discount | 5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 7.59 % |
| PWF.PR.Z | Perpetual-Discount | 5.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 7.57 % |
| W.PR.K | FixedReset Prem | 5.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.60 % |
| MFC.PR.G | FixedReset Ins Non | 5.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 8.32 % |
| IFC.PR.A | FixedReset Ins Non | 5.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 7.06 % |
| PWF.PR.O | Perpetual-Premium | 5.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.73 % |
| EMA.PR.E | Perpetual-Discount | 5.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.08 % |
| TD.PF.E | FixedReset Disc | 5.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 6.82 % |
| BIK.PR.A | FixedReset Prem | 5.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.18 % |
| BAM.PR.Z | FixedReset Disc | 5.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 7.84 % |
| IFC.PR.E | Deemed-Retractible | 5.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 7.01 % |
| BIP.PR.D | FixedReset Disc | 6.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 7.46 % |
| TD.PF.A | FixedReset Disc | 6.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.38 Evaluated at bid price : 11.38 Bid-YTW : 7.21 % |
| GWO.PR.M | Deemed-Retractible | 6.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 7.57 % |
| IFC.PR.F | Deemed-Retractible | 6.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 7.07 % |
| W.PR.M | FixedReset Prem | 6.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.61 % |
| TD.PF.J | FixedReset Disc | 6.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 6.88 % |
| RY.PR.R | FixedReset Prem | 6.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 21.77 Evaluated at bid price : 22.25 Bid-YTW : 6.32 % |
| IFC.PR.G | FixedReset Ins Non | 6.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 7.10 % |
| TRP.PR.E | FixedReset Disc | 6.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 8.13 % |
| CM.PR.P | FixedReset Disc | 6.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 7.52 % |
| CM.PR.S | FixedReset Disc | 6.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.26 Evaluated at bid price : 12.26 Bid-YTW : 7.30 % |
| NA.PR.X | FixedReset Prem | 6.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.52 % |
| CM.PR.O | FixedReset Disc | 6.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.99 Evaluated at bid price : 10.99 Bid-YTW : 7.66 % |
| HSE.PR.A | FixedReset Disc | 6.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 4.60 Evaluated at bid price : 4.60 Bid-YTW : 13.76 % |
| BNS.PR.E | FixedReset Prem | 6.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.53 % |
| PVS.PR.D | SplitShare | 6.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 8.88 % |
| CM.PR.T | FixedReset Disc | 6.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 7.12 % |
| TD.PF.C | FixedReset Disc | 6.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.91 Evaluated at bid price : 11.91 Bid-YTW : 7.10 % |
| RY.PR.J | FixedReset Disc | 6.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 6.49 % |
| BIP.PR.E | FixedReset Disc | 6.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 7.70 % |
| RY.PR.M | FixedReset Disc | 6.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 6.74 % |
| BAM.PF.B | FixedReset Disc | 6.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.96 Evaluated at bid price : 11.96 Bid-YTW : 7.78 % |
| TD.PF.L | FixedReset Disc | 7.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 7.00 % |
| NA.PR.A | FixedReset Prem | 7.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 7.49 % |
| MFC.PR.H | FixedReset Ins Non | 7.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.09 Evaluated at bid price : 12.09 Bid-YTW : 8.29 % |
| TRP.PR.B | FixedReset Disc | 7.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.59 Evaluated at bid price : 7.59 Bid-YTW : 6.83 % |
| TD.PF.B | FixedReset Disc | 7.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.76 Evaluated at bid price : 11.76 Bid-YTW : 7.01 % |
| TRP.PR.D | FixedReset Disc | 7.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 8.04 % |
| SLF.PR.J | FloatingReset | 7.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.76 Evaluated at bid price : 7.76 Bid-YTW : 5.91 % |
| MFC.PR.I | FixedReset Ins Non | 7.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.69 Evaluated at bid price : 11.69 Bid-YTW : 8.14 % |
| PWF.PR.P | FixedReset Disc | 7.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 8.64 Evaluated at bid price : 8.64 Bid-YTW : 7.01 % |
| CCS.PR.C | Deemed-Retractible | 7.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.89 % |
| PVS.PR.E | SplitShare | 8.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 9.15 % |
| BAM.PF.G | FixedReset Disc | 8.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.57 Evaluated at bid price : 11.57 Bid-YTW : 7.88 % |
| TRP.PR.G | FixedReset Disc | 8.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 7.68 % |
| MFC.PR.N | FixedReset Ins Non | 8.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.57 Evaluated at bid price : 10.57 Bid-YTW : 7.35 % |
| BIP.PR.F | FixedReset Disc | 8.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 7.83 % |
| MFC.PR.L | FixedReset Ins Non | 8.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.40 Evaluated at bid price : 10.40 Bid-YTW : 7.73 % |
| TD.PF.I | FixedReset Disc | 8.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 6.88 % |
| BAM.PF.F | FixedReset Disc | 8.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 7.89 % |
| PWF.PR.T | FixedReset Disc | 9.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.45 Evaluated at bid price : 11.45 Bid-YTW : 7.68 % |
| MFC.PR.K | FixedReset Ins Non | 9.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 7.60 % |
| BAM.PF.J | FixedReset Prem | 9.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 6.54 % |
| TD.PF.K | FixedReset Disc | 9.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 6.84 % |
| BAM.PF.E | FixedReset Disc | 10.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.73 Evaluated at bid price : 10.73 Bid-YTW : 7.82 % |
| BNS.PR.Y | FixedReset Bank Non | 10.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 1.81 % |
| BAM.PF.A | FixedReset Disc | 10.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 7.57 % |
| MFC.PR.J | FixedReset Ins Non | 10.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 7.76 % |
| BAM.PF.I | FixedReset Prem | 11.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.49 % |
| BAM.PF.H | FixedReset Prem | 11.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 6.50 % |
| GWO.PR.N | FixedReset Ins Non | 11.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 9.75 Evaluated at bid price : 9.75 Bid-YTW : 5.37 % |
| MFC.PR.Q | FixedReset Ins Non | 12.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 7.86 % |
| PVS.PR.F | SplitShare | 14.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 9.43 % |
| PVS.PR.H | SplitShare | 14.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 20.55 Bid-YTW : 8.19 % |
| BMO.PR.Q | FixedReset Bank Non | 14.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.27 Bid-YTW : 8.36 % |
| BNS.PR.Z | FixedReset Bank Non | 14.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.04 Bid-YTW : 6.83 % |
| HSE.PR.G | FixedReset Disc | 15.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.50 Evaluated at bid price : 7.50 Bid-YTW : 14.52 % |
| HSE.PR.E | FixedReset Disc | 15.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 7.75 Evaluated at bid price : 7.75 Bid-YTW : 14.21 % |
| MFC.PR.M | FixedReset Ins Non | 22.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.95 Evaluated at bid price : 10.95 Bid-YTW : 7.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Y | FixedReset Bank Non | 517,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 1.81 % |
| CM.PR.R | FixedReset Disc | 417,535 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.69 Evaluated at bid price : 13.69 Bid-YTW : 7.85 % |
| TRP.PR.E | FixedReset Disc | 222,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 8.13 % |
| PWF.PR.K | Perpetual-Discount | 218,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.54 % |
| TD.PF.K | FixedReset Disc | 128,304 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 6.84 % |
| TD.PF.G | FixedReset Prem | 77,021 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-03-20 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.87 % |
| There were 89 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 10.50 – 15.44 Spot Rate : 4.9400 Average : 3.0952 YTW SCENARIO |
| BAM.PF.I | FixedReset Prem | Quote: 18.60 – 24.65 Spot Rate : 6.0500 Average : 4.5532 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 9.68 – 15.85 Spot Rate : 6.1700 Average : 4.9417 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 16.40 – 18.50 Spot Rate : 2.1000 Average : 1.3057 YTW SCENARIO |
| BMO.PR.C | FixedReset Disc | Quote: 15.07 – 17.00 Spot Rate : 1.9300 Average : 1.1633 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 11.50 – 12.98 Spot Rate : 1.4800 Average : 0.8920 YTW SCENARIO |