{"id":32513,"date":"2016-02-26T05:34:49","date_gmt":"2016-02-26T10:34:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=32513"},"modified":"2016-02-26T05:34:49","modified_gmt":"2016-02-26T10:34:49","slug":"february-25-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32513","title":{"rendered":"February 25, 2016"},"content":{"rendered":"

Just the bare bones today, I’m afraid!<\/p>\n

Liquidity in the FX market<\/a><\/p>\n

Rules for lightweight drones<\/a><\/p>\n

Towards a formal theory of bank interconnectedness<\/a><\/p>\n

The bond market hates energy<\/a><\/p>\n

Financial analysis jobs being automated<\/a>.<\/p>\n

HSBC confirmed<\/a><\/p>\n

DC.PR.E post updated<\/a> with Dundee’s estimate of the warrant value.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n5.59 %<\/td>\n6.78 %<\/td>\n14,283<\/td>\n15.77<\/td>\n1<\/td>\n1.3542 %<\/td>\n1,401.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n7.85 %<\/td>\n6.87 %<\/td>\n22,828<\/td>\n15.31<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,532.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.95 %<\/td>\n5.21 %<\/td>\n77,306<\/td>\n15.07<\/td>\n4<\/td>\n-0.8052 %<\/td>\n1,549.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2703 %<\/td>\n2,743.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.86 %<\/td>\n5.72 %<\/td>\n74,780<\/td>\n2.68<\/td>\n6<\/td>\n0.2703 %<\/td>\n3,210.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2703 %<\/td>\n2,504.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.86 %<\/td>\n5.85 %<\/td>\n81,656<\/td>\n13.92<\/td>\n6<\/td>\n-0.2795 %<\/td>\n2,517.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.83 %<\/td>\n5.85 %<\/td>\n97,422<\/td>\n14.07<\/td>\n33<\/td>\n-0.2051 %<\/td>\n2,482.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.86 %<\/td>\n5.29 %<\/td>\n204,483<\/td>\n13.90<\/td>\n85<\/td>\n-0.6471 %<\/td>\n1,734.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.37 %<\/td>\n6.11 %<\/td>\n121,339<\/td>\n5.15<\/td>\n34<\/td>\n0.2333 %<\/td>\n2,518.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.18 %<\/td>\n5.40 %<\/td>\n49,140<\/td>\n5.48<\/td>\n16<\/td>\n0.1795 %<\/td>\n1,924.8<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-4.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 12.25
\nEvaluated at bid price : 12.25
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n-4.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.20
\nBid-YTW : 10.59 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-3.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.82
\nBid-YTW : 10.39 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.70
\nBid-YTW : 9.79 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n-3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.97
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.28
\nBid-YTW : 10.77 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-2.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n-2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.30
\nBid-YTW : 10.20 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 11.22
\nEvaluated at bid price : 11.22
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.70
\nBid-YTW : 9.78 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 14.92
\nEvaluated at bid price : 14.92
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 14.66
\nEvaluated at bid price : 14.66
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 9.19
\nEvaluated at bid price : 9.19
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 15.81
\nEvaluated at bid price : 15.81
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 18.09
\nEvaluated at bid price : 18.09
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.30
\nBid-YTW : 9.54 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.27
\nBid-YTW : 8.15 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.27
\nEvaluated at bid price : 16.27
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.22
\nBid-YTW : 11.27 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.66
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.99 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 24.36
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.81
\nBid-YTW : 9.61 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.55
\nBid-YTW : 9.21 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 14.54
\nEvaluated at bid price : 14.54
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 15.04
\nEvaluated at bid price : 15.04
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 16.37
\nEvaluated at bid price : 16.37
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 23.17
\nEvaluated at bid price : 25.08
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.01
\nBid-YTW : 10.74 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.76
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.72
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
TD.PR.Y<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.06
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nDeemed-Retractible<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.91
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.72
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 17.11
\nEvaluated at bid price : 17.11
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.67
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.96
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.10
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 8.20
\nEvaluated at bid price : 8.20
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.75
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n
NA.PR.Q<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 12.78
\nEvaluated at bid price : 12.78
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 13.43
\nEvaluated at bid price : 13.43
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
RY.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.96
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.51
\nBid-YTW : 11.14 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.84
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.75
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 10.17
\nEvaluated at bid price : 10.17
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n4.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n860,432<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 23.17
\nEvaluated at bid price : 25.08
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n753,902<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.86
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n359,845<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 23.18
\nEvaluated at bid price : 25.09
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n194,018<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n109,370<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BNS.PR.O<\/td>\nDeemed-Retractible<\/td>\n101,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n100,160<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 23.15
\nEvaluated at bid price : 25.01
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
There were 35 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\nQuote: 9.50 – 10.42
\nSpot Rate : 0.9200
\nAverage : 0.5842<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 19.97 – 21.08
\nSpot Rate : 1.1100
\nAverage : 0.8337<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.97
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 14.20 – 15.00
\nSpot Rate : 0.8000
\nAverage : 0.5335<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.20
\nBid-YTW : 10.59 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.66 – 15.50
\nSpot Rate : 0.8400
\nAverage : 0.6108<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 14.66
\nEvaluated at bid price : 14.66
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n

TD.PR.T<\/td>\nFloatingReset<\/td>\nQuote: 20.97 – 21.78
\nSpot Rate : 0.8100
\nAverage : 0.5812<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.97
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 12.25 – 12.88
\nSpot Rate : 0.6300
\nAverage : 0.4309<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-02-25
\nMaturity Price : 12.25
\nEvaluated at bid price : 12.25
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Just the bare bones today, I’m afraid! Liquidity in the FX market Rules for lightweight drones Towards a formal theory of bank interconnectedness The bond market hates energy Financial analysis jobs being automated. HSBC confirmed …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-32513","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32513","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=32513"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32513\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32513"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32513"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32513"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}