May 1, 2020

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Tiff Macklem is the new governor of the BoC:

Finance Minister Bill Morneau has appointed Tiff Macklem, the former senior deputy governor of the Bank of Canada, to take over the top job at the central bank as it navigates the uncertainty of a pandemic-driven recession.

Macklem is currently the dean of the Rotman School of Management in Toronto, but had spent decades with the Bank of Canada before starting that appointment.

Macklem began his career at the bank in 1984. He was widely expected to win the contest for bank governor in 2013, but was beaten out by Stephen Poloz, who was then CEO of Export Development Canada.

Poloz’s term ends June 2.

TXPR closed at 520.86, down 0.63% on the day. Volume today was 1.70-million, lowest of the past thirty days, behind second-place April 24.

CPD closed at 10.38, down 0.10% on the day. Volume was 151,520, high but not extraordinary in the context of the past 30 trading days.

ZPR closed at 8.10, down 0.37% on the day. Volume of 197,498 was low in the context of the past 30 trading days.

Five-year Canada yields were unchanged at 0.38% today.

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 -2.6276 % 1,434.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -2.6276 % 2,632.9
Floater 5.38 % 5.60 % 37,708 14.49 4 -2.6276 % 1,517.4
OpRet 0.00 % 0.00 % 0 0.00 0 -0.4528 % 3,305.1
SplitShare 5.02 % 5.94 % 65,898 3.91 7 -0.4528 % 3,946.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.4528 % 3,079.6
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.4266 % 2,893.0
Perpetual-Discount 5.80 % 6.00 % 88,943 13.91 35 -0.4266 % 3,103.1
FixedReset Disc 6.42 % 5.36 % 208,692 14.64 83 -0.6034 % 1,772.4
Deemed-Retractible 5.60 % 5.94 % 96,743 13.81 27 -1.1669 % 3,023.8
FloatingReset 5.07 % 5.08 % 62,580 15.35 3 -2.4263 % 1,732.0
FixedReset Prem 0.00 % 0.00 % 0 0.00 0 -0.6034 % 2,451.2
FixedReset Bank Non 1.98 % 3.16 % 183,771 1.71 2 0.0822 % 2,777.6
FixedReset Ins Non 6.67 % 5.51 % 130,554 14.08 22 -0.0122 % 1,782.7
Performance Highlights
Issue Index Change Notes
TRP.PR.B FixedReset Disc -8.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 7.40
Evaluated at bid price : 7.40
Bid-YTW : 5.92 %
NA.PR.A FixedReset Disc -7.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.60
Evaluated at bid price : 22.00
Bid-YTW : 5.83 %
TRP.PR.C FixedReset Disc -7.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 8.13
Evaluated at bid price : 8.13
Bid-YTW : 6.20 %
CU.PR.C FixedReset Disc -6.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.76
Evaluated at bid price : 14.76
Bid-YTW : 5.03 %
IAF.PR.B Deemed-Retractible -5.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.28
Evaluated at bid price : 19.28
Bid-YTW : 6.05 %
TRP.PR.H FloatingReset -4.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 7.51
Evaluated at bid price : 7.51
Bid-YTW : 5.08 %
HSE.PR.E FixedReset Disc -4.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 10.80
Evaluated at bid price : 10.80
Bid-YTW : 10.06 %
BAM.PR.K Floater -3.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 7.62
Evaluated at bid price : 7.62
Bid-YTW : 5.69 %
BAM.PR.C Floater -3.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 7.62
Evaluated at bid price : 7.62
Bid-YTW : 5.69 %
MFC.PR.B Deemed-Retractible -3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 5.92 %
HSE.PR.A FixedReset Disc -2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 6.31
Evaluated at bid price : 6.31
Bid-YTW : 8.86 %
W.PR.M FixedReset Disc -2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 23.14
Evaluated at bid price : 23.58
Bid-YTW : 5.54 %
BAM.PR.X FixedReset Disc -2.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 10.18
Evaluated at bid price : 10.18
Bid-YTW : 5.75 %
W.PR.K FixedReset Disc -2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 22.97
Evaluated at bid price : 23.63
Bid-YTW : 5.57 %
ELF.PR.G Perpetual-Discount -2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.00 %
BAM.PR.B Floater -2.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 7.75
Evaluated at bid price : 7.75
Bid-YTW : 5.60 %
SLF.PR.H FixedReset Ins Non -2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 12.32
Evaluated at bid price : 12.32
Bid-YTW : 5.42 %
SLF.PR.J FloatingReset -2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 9.05
Evaluated at bid price : 9.05
Bid-YTW : 4.57 %
CM.PR.P FixedReset Disc -2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.15
Evaluated at bid price : 14.15
Bid-YTW : 5.39 %
BNS.PR.H FixedReset Disc -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 22.37
Evaluated at bid price : 22.72
Bid-YTW : 5.14 %
CM.PR.Y FixedReset Disc -2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 5.39 %
BAM.PR.Z FixedReset Disc -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 6.12 %
GWO.PR.I Deemed-Retractible -1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 18.83
Evaluated at bid price : 18.83
Bid-YTW : 6.06 %
HSE.PR.G FixedReset Disc -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 10.41
Evaluated at bid price : 10.41
Bid-YTW : 9.73 %
SLF.PR.D Deemed-Retractible -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.53
Evaluated at bid price : 19.53
Bid-YTW : 5.77 %
TRP.PR.D FixedReset Disc -1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 13.25
Evaluated at bid price : 13.25
Bid-YTW : 5.86 %
IFC.PR.E Deemed-Retractible -1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.76
Evaluated at bid price : 22.09
Bid-YTW : 5.94 %
IAF.PR.G FixedReset Ins Non -1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.12
Evaluated at bid price : 15.12
Bid-YTW : 5.63 %
POW.PR.G Perpetual-Discount -1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 22.91
Evaluated at bid price : 23.20
Bid-YTW : 6.08 %
BAM.PR.T FixedReset Disc -1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 11.95
Evaluated at bid price : 11.95
Bid-YTW : 6.03 %
POW.PR.D Perpetual-Discount -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 6.00 %
SLF.PR.G FixedReset Ins Non -1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 9.20
Evaluated at bid price : 9.20
Bid-YTW : 5.12 %
CCS.PR.C Deemed-Retractible -1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.03
Evaluated at bid price : 21.03
Bid-YTW : 6.02 %
TD.PF.C FixedReset Disc -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.96
Evaluated at bid price : 14.96
Bid-YTW : 5.08 %
BMO.PR.W FixedReset Disc -1.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.55
Evaluated at bid price : 14.55
Bid-YTW : 5.11 %
MFC.PR.H FixedReset Ins Non -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 16.05
Evaluated at bid price : 16.05
Bid-YTW : 5.80 %
NA.PR.W FixedReset Disc -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.19
Evaluated at bid price : 14.19
Bid-YTW : 5.32 %
SLF.PR.C Deemed-Retractible -1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 5.79 %
POW.PR.B Perpetual-Discount -1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.81
Evaluated at bid price : 22.05
Bid-YTW : 6.12 %
SLF.PR.A Deemed-Retractible -1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 20.78
Evaluated at bid price : 20.78
Bid-YTW : 5.79 %
MFC.PR.C Deemed-Retractible -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.70
Evaluated at bid price : 19.70
Bid-YTW : 5.80 %
SLF.PR.B Deemed-Retractible -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.12
Evaluated at bid price : 21.12
Bid-YTW : 5.76 %
SLF.PR.E Deemed-Retractible -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.76 %
BAM.PF.H FixedReset Disc -1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 22.83
Evaluated at bid price : 23.50
Bid-YTW : 5.34 %
CM.PR.Q FixedReset Disc -1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.30
Evaluated at bid price : 14.30
Bid-YTW : 5.72 %
BMO.PR.E FixedReset Disc -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 5.03 %
TRP.PR.A FixedReset Disc -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 11.70
Evaluated at bid price : 11.70
Bid-YTW : 5.80 %
PWF.PR.S Perpetual-Discount -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.93
Evaluated at bid price : 19.93
Bid-YTW : 6.07 %
PWF.PR.A Floater -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 8.88
Evaluated at bid price : 8.88
Bid-YTW : 4.83 %
GWO.PR.M Deemed-Retractible -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 23.70
Evaluated at bid price : 23.97
Bid-YTW : 6.12 %
ELF.PR.H Perpetual-Discount -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 22.35
Evaluated at bid price : 22.75
Bid-YTW : 6.09 %
PWF.PR.G Perpetual-Discount -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 23.95
Evaluated at bid price : 24.20
Bid-YTW : 6.13 %
GWO.PR.L Deemed-Retractible -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 23.48
Evaluated at bid price : 23.75
Bid-YTW : 6.01 %
BMO.PR.S FixedReset Disc -1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.81
Evaluated at bid price : 14.81
Bid-YTW : 5.11 %
PWF.PR.F Perpetual-Discount -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 6.05 %
GWO.PR.H Deemed-Retractible -1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 6.05 %
BAM.PR.R FixedReset Disc -1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 11.51
Evaluated at bid price : 11.51
Bid-YTW : 6.10 %
GWO.PR.Q Deemed-Retractible -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 6.08 %
TD.PF.D FixedReset Disc -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.27
Evaluated at bid price : 15.27
Bid-YTW : 5.35 %
BAM.PF.B FixedReset Disc -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.44
Evaluated at bid price : 14.44
Bid-YTW : 5.97 %
MFC.PR.R FixedReset Ins Non -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.05
Evaluated at bid price : 19.05
Bid-YTW : 5.79 %
PVS.PR.G SplitShare -1.07 % YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.10
Bid-YTW : 5.82 %
CM.PR.S FixedReset Disc -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.06
Evaluated at bid price : 15.06
Bid-YTW : 5.30 %
POW.PR.A Perpetual-Discount -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 23.25
Evaluated at bid price : 23.55
Bid-YTW : 5.99 %
TRP.PR.E FixedReset Disc -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 13.26
Evaluated at bid price : 13.26
Bid-YTW : 5.80 %
EIT.PR.A SplitShare -1.04 % YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 23.80
Bid-YTW : 6.44 %
GWO.PR.R Deemed-Retractible -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 20.32
Evaluated at bid price : 20.32
Bid-YTW : 5.98 %
TD.PF.K FixedReset Disc 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 17.35
Evaluated at bid price : 17.35
Bid-YTW : 4.91 %
BIK.PR.A FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 22.10
Evaluated at bid price : 22.60
Bid-YTW : 6.54 %
CM.PR.R FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 17.30
Evaluated at bid price : 17.30
Bid-YTW : 5.70 %
NA.PR.G FixedReset Disc 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 5.43 %
GWO.PR.N FixedReset Ins Non 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 9.28
Evaluated at bid price : 9.28
Bid-YTW : 4.80 %
BMO.PR.Y FixedReset Disc 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.10
Evaluated at bid price : 15.10
Bid-YTW : 5.24 %
IFC.PR.A FixedReset Ins Non 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 11.20
Evaluated at bid price : 11.20
Bid-YTW : 5.34 %
BAM.PF.E FixedReset Disc 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 12.50
Evaluated at bid price : 12.50
Bid-YTW : 6.46 %
CIU.PR.A Perpetual-Discount 1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 20.83
Evaluated at bid price : 20.83
Bid-YTW : 5.62 %
NA.PR.C FixedReset Disc 1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 5.69 %
MFC.PR.I FixedReset Ins Non 2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.34
Evaluated at bid price : 15.34
Bid-YTW : 5.73 %
MFC.PR.M FixedReset Ins Non 3.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.15
Evaluated at bid price : 14.15
Bid-YTW : 5.52 %
TRP.PR.G FixedReset Disc 4.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.15
Evaluated at bid price : 14.15
Bid-YTW : 6.17 %
RY.PR.J FixedReset Disc 5.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.83
Evaluated at bid price : 15.83
Bid-YTW : 5.05 %
TD.PF.E FixedReset Disc 6.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 5.50 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.K FixedReset Ins Non 71,988 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.35
Evaluated at bid price : 14.35
Bid-YTW : 5.33 %
IAF.PR.I FixedReset Ins Non 49,624 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 5.50 %
CM.PR.R FixedReset Disc 40,221 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 17.30
Evaluated at bid price : 17.30
Bid-YTW : 5.70 %
IFC.PR.A FixedReset Ins Non 33,769 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 11.20
Evaluated at bid price : 11.20
Bid-YTW : 5.34 %
TD.PF.L FixedReset Disc 29,450 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.01 %
IFC.PR.I Perpetual-Discount 27,934 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 22.59
Evaluated at bid price : 22.93
Bid-YTW : 6.00 %
There were 29 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
NA.PR.A FixedReset Disc Quote: 22.00 – 24.20
Spot Rate : 2.2000
Average : 1.3731

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.60
Evaluated at bid price : 22.00
Bid-YTW : 5.83 %

TD.PF.D FixedReset Disc Quote: 15.27 – 18.80
Spot Rate : 3.5300
Average : 2.9221

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 15.27
Evaluated at bid price : 15.27
Bid-YTW : 5.35 %

IAF.PR.B Deemed-Retractible Quote: 19.28 – 20.70
Spot Rate : 1.4200
Average : 0.9536

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 19.28
Evaluated at bid price : 19.28
Bid-YTW : 6.05 %

TRP.PR.A FixedReset Disc Quote: 11.70 – 13.12
Spot Rate : 1.4200
Average : 0.9737

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 11.70
Evaluated at bid price : 11.70
Bid-YTW : 5.80 %

RY.PR.M FixedReset Disc Quote: 14.71 – 16.85
Spot Rate : 2.1400
Average : 1.7363

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 14.71
Evaluated at bid price : 14.71
Bid-YTW : 5.25 %

BIP.PR.B FixedReset Disc Quote: 22.15 – 23.25
Spot Rate : 1.1000
Average : 0.8236

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-01
Maturity Price : 21.72
Evaluated at bid price : 22.15
Bid-YTW : 6.27 %

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