{"id":40332,"date":"2020-02-27T19:48:59","date_gmt":"2020-02-28T00:48:59","guid":{"rendered":"http:\/\/prefblog.com\/?p=40332"},"modified":"2020-02-27T19:48:59","modified_gmt":"2020-02-28T00:48:59","slug":"february-27-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40332","title":{"rendered":"February 27, 2020"},"content":{"rendered":"
\"explosion_200227\"<\/a>
Click for Big<\/i><\/div>\n

So today a coronavirus jumped out from behind a bush and attacked<\/a>:<\/p>\n

Global markets tumbled for a sixth consecutive day on Thursday, dragging down the S&P 500 more than 10 percent in just a week, reflecting rising fears over the coronavirus that is spreading quickly around the world.<\/p>\n

The S&P 500 fell 4.4 percent on Thursday, the worst single day slide for the market since August 2011. The index is on pace for its worst weekly performance since the 2008 financial crisis. Stocks in Europe and Asia were also hard hit on Thursday.
…<\/b>
The collapse in investor confidence spread far beyond stocks. Crude oil fell more than 4 percent, as investors weighed the chance of growing economic paralysis related to travel restrictions, factory shutdowns and other measures to stop the outbreak.<\/p>\n

Bond markets broadcast deep pessimism about the economy, as money flooded into Treasury markets, pushing prices sharply higher, and yields \u2014 which move in the opposite direction \u2014 to once-unthinkable depths. That drop, in part, reflects investors\u2019 expectations that the Federal Reserve may have to cut interest rates to bolster the economy.<\/p><\/blockquote>\n

Meanwhile in Toronto<\/a>:<\/p>\n

The Toronto Stock Exchange, TSX-Venture Exchange and TSX Alpha will remain closed for the rest of the day following a \u201ctechnical halt\u201d that began mid afternoon, according to a TMX Group spokeswoman.
…<\/b>
The company said the market, which was halted shortly before 2 p.m., will remain in a \u201cpre-open\u201d state until further notice in order to allow traders to manage orders.<\/p><\/blockquote>\n

Those who might be concerned about the implications of this are urged to remember that the Competition Bureau and the OSC have devoted many hours to preventing a foreign takeover of the TMX, relieving anxiety that anybody might lose their job over this.<\/p>\n

TXPR closed at 600.45<\/a>, down 0.96% on the day. Volume was 1.79-million, about average in the context of the past thirty days.<\/p>\n

CPD closed at 11.95<\/a>, down 1.20% on the day. Volume of 183,615 was the highest of the past 30 days, ahead of second place February 26<\/a>.<\/p>\n

ZPR closed at 9.52<\/a>, down 1.45% on the day. Volume of 487,610 was third-highest of the past 30 days, behind only February 24<\/a> and January 27<\/a>.<\/p>\n

Five-year Canada yields were down 9bp to 1.13%<\/a> today.<\/p>\n\n\n\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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.2085 %<\/td>\n1,959.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.2085 %<\/td>\n3,595.0<\/td>\n<\/tr>\n
Floater<\/td>\n6.24 %<\/td>\n6.45 %<\/td>\n48,807<\/td>\n13.17<\/td>\n4<\/td>\n-2.2085 %<\/td>\n2,071.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4966 %<\/td>\n3,462.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.32 %<\/td>\n45,232<\/td>\n3.67<\/td>\n6<\/td>\n-0.4966 %<\/td>\n4,135.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4966 %<\/td>\n3,226.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n3.89 %<\/td>\n64,664<\/td>\n0.09<\/td>\n12<\/td>\n-0.2236 %<\/td>\n3,059.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.25 %<\/td>\n5.32 %<\/td>\n65,788<\/td>\n14.91<\/td>\n24<\/td>\n-1.0111 %<\/td>\n3,329.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.75 %<\/td>\n5.48 %<\/td>\n181,494<\/td>\n14.62<\/td>\n64<\/td>\n-1.6834 %<\/td>\n2,087.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.32 %<\/td>\n82,445<\/td>\n14.83<\/td>\n27<\/td>\n-0.7623 %<\/td>\n3,246.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.37 %<\/td>\n6.36 %<\/td>\n64,168<\/td>\n13.36<\/td>\n3<\/td>\n-1.2953 %<\/td>\n2,394.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.10 %<\/td>\n3.80 %<\/td>\n130,939<\/td>\n1.40<\/td>\n22<\/td>\n-0.3961 %<\/td>\n2,652.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.46 %<\/td>\n94,030<\/td>\n1.88<\/td>\n3<\/td>\n0.0543 %<\/td>\n2,752.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.56 %<\/td>\n5.41 %<\/td>\n99,607<\/td>\n14.65<\/td>\n22<\/td>\n-1.2780 %<\/td>\n2,126.7<\/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\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
BAM.PR.K<\/td>\nFloater<\/td>\n-6.90 %<\/td>\nA nonsensical quote provided at high cost by Nonsense Central<\/a>, as the issue traded 2400 shares today<\/a> in a range of 11.02-18 before being quoted at 10.26-15. The closing price was 11.02, reached at 11:01am.<\/p>\n

I have not checked whether the lamentable state of the quote is due to inadequate Toronto Stock Exchange reporting<\/a> or inadequate Toronto Stock Exchange supervision of market-makers<\/a>.<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 10.26
\nEvaluated at bid price : 10.26
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-6.07 %<\/td>\nA nonsensical quote provided at high cost by Nonsense Central<\/a>, as the issue traded 4200 shares today<\/a> in a range of 22.64-89 before being quoted at 21.50-23.14. The closing price was 22.64, reached at 1:24pm.<\/p>\n

I have not checked whether the lamentable state of the quote is due to inadequate Toronto Stock Exchange reporting<\/a> or inadequate Toronto Stock Exchange supervision of market-makers<\/a>.<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-5.66 %<\/td>\nA nonsensical quote provided at high cost by Nonsense Central<\/a>, as the issue traded 8571 shares today<\/a> in a range of 17.00-36 before being quoted at 16.51-17. The closing price was 17.00, reached at 1:38pm.<\/p>\n

I have not checked whether the lamentable state of the quote is due to inadequate Toronto Stock Exchange reporting<\/a> or inadequate Toronto Stock Exchange supervision of market-makers<\/a>.<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.51
\nEvaluated at bid price : 16.51
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-4.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 10.54
\nEvaluated at bid price : 10.54
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 11.86
\nEvaluated at bid price : 11.86
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 12.69
\nEvaluated at bid price : 12.69
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.16
\nEvaluated at bid price : 18.16
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.11
\nEvaluated at bid price : 16.11
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 15.66
\nEvaluated at bid price : 15.66
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 12.35
\nEvaluated at bid price : 12.35
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.67
\nEvaluated at bid price : 17.67
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.22
\nEvaluated at bid price : 17.22
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.88
\nEvaluated at bid price : 17.88
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.43
\nEvaluated at bid price : 17.43
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 14.82
\nEvaluated at bid price : 14.82
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.62
\nEvaluated at bid price : 22.87
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.61
\nEvaluated at bid price : 16.61
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.71
\nEvaluated at bid price : 16.71
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 12.46
\nEvaluated at bid price : 12.46
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.71
\nEvaluated at bid price : 16.71
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.07
\nEvaluated at bid price : 18.07
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.27
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.13
\nEvaluated at bid price : 19.13
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.54
\nEvaluated at bid price : 18.54
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.43
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.52
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.42
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.21
\nEvaluated at bid price : 16.21
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.16
\nEvaluated at bid price : 18.16
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 10.51
\nEvaluated at bid price : 10.51
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.37
\nEvaluated at bid price : 19.37
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.03
\nEvaluated at bid price : 17.03
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.58
\nEvaluated at bid price : 18.58
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.39
\nEvaluated at bid price : 18.39
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 10.92
\nEvaluated at bid price : 10.92
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 15.79
\nEvaluated at bid price : 15.79
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.34
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 23.64
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n<\/table>\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
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n77,101<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.31
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n77,042<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n52,275<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n38,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n35,415<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n25,475<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
There were 26 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
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.50 – 23.14
\nSpot Rate : 1.6400
\nAverage : 0.9035<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 17.91 – 19.24
\nSpot Rate : 1.3300
\nAverage : 0.8561<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 10.26 – 11.15
\nSpot Rate : 0.8900
\nAverage : 0.5560<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 10.26
\nEvaluated at bid price : 10.26
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 17.87
\nSpot Rate : 0.8700
\nAverage : 0.5555<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.75 – 19.75
\nSpot Rate : 1.0000
\nAverage : 0.7274<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.26 – 19.90
\nSpot Rate : 0.6400
\nAverage : 0.4071<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-27
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Click for Big So today a coronavirus jumped out from behind a bush and attacked: Global markets tumbled for a sixth consecutive day on Thursday, dragging down the S&P 500 more than 10 percent in …<\/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-40332","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40332","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=40332"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40332\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40332"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40332"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40332"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}