{"id":40449,"date":"2020-03-09T18:57:12","date_gmt":"2020-03-09T23:57:12","guid":{"rendered":"http:\/\/prefblog.com\/?p=40449"},"modified":"2020-03-09T18:57:12","modified_gmt":"2020-03-09T23:57:12","slug":"march-9-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40449","title":{"rendered":"March 9, 2020"},"content":{"rendered":"
\n\n\n\n\n\n
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\"mushroomcloud_200309_2\"<\/a><\/td>\n\"oilrigexplosion\"<\/a><\/td>\n<\/tr>\n
\"coronavirus_200309_2\"<\/a><\/td>\n\"mushroomcloud_200309_2\"<\/a><\/td>\n<\/tr>\n
\"mushroomcloud_200309_1\"<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

So, the New York Times sums up the day<\/a>:<\/p>\n

Stocks in the United States on Monday suffered their worst single-day decline in more than a decade, as the coronavirus and an oil price war fueled concerns about the state of the global economy.<\/p>\n

The S&P 500 fell 7.6 percent on Monday, falling so swiftly in early trading that trading was briefly halted early in the day \u2014 a rare occurrence meant to prevent stocks from crashing. The Dow Jones industrial average fell 2,000 points, or 7.8 percent.<\/p>\n

The S&P index ended the day 19 percent below the peak it reached last month. A decline of 20 percent from that high would be seen as marking the end of the bull market that began exactly 11 years ago.<\/p>\n

The drop was the worst for stocks in the United States since December 2008, when the country was still reeling from the collapse of Lehman Brothers and the housing crisis that dragged the economy into a recession.<\/p><\/blockquote>\n

The Globe & Mail adds<\/a>:<\/p>\n

Canada\u2019s main stock index fell on Monday by the most since Black Monday in 1987 and the loonie hit a near-three-year low as a plunge in oil prices rattled investors, with pressure rising on the Bank of Canada to cut interest rates further.<\/p>\n

The Toronto Stock Exchange Composite Index, which has a 15 per cent weighting in energy stocks, closed down 10.3 per cent, its biggest drop since the October 1987 stock market crash, as Saudi Arabia and Russia signaled they would compete on price rather cut output further.<\/p>\n

The price of oil, one of Canada\u2019s major exports, fell as much as 34 per cent to its lowest level since February 2016, at $27.34 a barrel.
…<\/b>
The energy sector on the Toronto Stock Exchange tumbled by 27.2 per cent, with Cenovus Energy Inc down more than 50 per cent, while the Canadian dollar slumped to its weakest intraday level since May 2017 at 1.3760 to the U.S. dollar.
…<\/b>
Money markets expect a further 50 basis points of easing from the Bank of Canada by June, which would leave its benchmark rate at just 0.75 per cent.<\/p>\n

Bond investors are counting on further easing, with the 10-year yield hitting a record low of 0.233 per cent. It was last down 19.1 basis points at 0.537 per cent.
…<\/b>
Equity markets in Frankfurt and Paris tumbled about 8.5 per cent and London tanked 11 per cent. Italy\u2019s main index slumped 14.3 per cent after the government over the weekend ordered a lockdown of large parts of the north of the country, including the financial capital, Milan.<\/p>\n

The pan-regional STOXX 600 fell into bear market territory from an all-time high in February. Oil stocks bore the brunt of losses, with energy giants BP 19.5 per cent lower and Royal Dutch Shell off 18.2 per cent.<\/p>\n

The energy sector in Europe was at lowest since 1997.
…<\/b>
The 10-year Bund yield – the euro zone\u2019s leading safe asset – fell to a record low of -0.906 per cent, while inflation expectations for the euro zone sank below 1 per cent for the first time.<\/p><\/blockquote>\n

There is desperation in Italy<\/a>:<\/p>\n

The Italian government on Monday night extended restrictions on personal movement and public events to the entire country, in a desperate effort to stem the coronavirus outbreak \u2014 an extraordinary set of measures in a modern democracy that values individual freedoms.<\/p>\n

Prime Minister Giuseppe Conte announced in a prime-time news conference that public gatherings were banned and people would be allowed to travel only for work or for emergencies.<\/p><\/blockquote>\n

I can’t remember anything like this … well, I remember the crash of ’87 pretty well, but I was only a clerk then and spent the day snickering at the procession of worried-looking managers trooping into the vice-president’s office … the closest I can come to in my professional career was October 10, 2008<\/a>, when PerpetualDiscounts (which comprised about 2\/3 of the market at that time) were down 5.10%. I had to prepare an extra edition of PrefLetter<\/a> because of that! And there was November 26, 2008<\/a> when trouble with the BCE buyout<\/a> sent TXPR down 5.94%.<\/p>\n

Remember the good old days, when we thought those were major moves? Remember March 6, 2020<\/a>, when I was impressed that oil was down 10%? Hell, that’s a rounding error.<\/p>\n

TXPR closed at 531.89<\/a>, down 7.48% on the day. Volume today was 5.36-million, highest of the past 30 trading days days and swamping second-place March 6<\/a>.<\/p>\n

It is noteworthy that the Total Return version of TXPR closed at 1,341.03 today. I will note that the value of this index on October 29, 2010<\/a> was 1341.41, so total return has been negative over the past NINE YEARS AND FOUR MONTHS and a little bit. Remember those charts I published in the post MAPF Performance : August 2019<\/a> illustrating the downturn to date, comparing it to the Credit Crunch and remarking that there had been zero total return for seven years and four months? Well, those charts are now out of date.<\/p>\n

CPD closed at 10.52<\/a>, down 8.12% on the day. Volume of 458,157 was the highest of the past thirty days, trouncing second-place March 2<\/a>.<\/p>\n

ZPR closed at 7.95<\/a>, down 11.76% on the day. Volume of 2,368,901 was by far the highest of the past thirty days, almost three times as big as second-place February 24<\/a>. The woes of this ETF attracted some notice<\/a> on Financial Wisdom Forum today.<\/p>\n

Five-year Canada yields were down 14bp to 0.54%<\/a> today. The lowest value I have in my database of weekly observations is 0.48%, reached on February 10, 2016<\/a>.<\/p>\n

I’m not going to check for possible lousy quotes today. Any sensible market maker started coughing and complaining about having the flu shortly before the opening and skedaddled home anyway. Besides, I’d be up all night!<\/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-8.8953 %<\/td>\n1,667.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-8.8953 %<\/td>\n3,060.0<\/td>\n<\/tr>\n
Floater<\/td>\n6.41 %<\/td>\n6.63 %<\/td>\n52,983<\/td>\n12.90<\/td>\n4<\/td>\n-8.8953 %<\/td>\n1,763.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6815 %<\/td>\n3,443.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n4.63 %<\/td>\n55,423<\/td>\n4.08<\/td>\n7<\/td>\n-0.6815 %<\/td>\n4,112.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6815 %<\/td>\n3,208.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.72 %<\/td>\n5.83 %<\/td>\n80,161<\/td>\n14.05<\/td>\n12<\/td>\n-2.0730 %<\/td>\n2,976.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.44 %<\/td>\n5.41 %<\/td>\n69,623<\/td>\n14.83<\/td>\n24<\/td>\n-2.7327 %<\/td>\n3,213.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.80 %<\/td>\n5.71 %<\/td>\n196,017<\/td>\n13.98<\/td>\n64<\/td>\n-9.5206 %<\/td>\n1,766.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.31 %<\/td>\n5.45 %<\/td>\n78,180<\/td>\n14.71<\/td>\n27<\/td>\n-1.9976 %<\/td>\n3,177.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.63 %<\/td>\n5.62 %<\/td>\n70,214<\/td>\n14.43<\/td>\n3<\/td>\n-12.8324 %<\/td>\n1,889.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.50 %<\/td>\n5.45 %<\/td>\n144,907<\/td>\n14.64<\/td>\n22<\/td>\n-5.3518 %<\/td>\n2,458.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.34 %<\/td>\n109,053<\/td>\n1.84<\/td>\n3<\/td>\n-2.2949 %<\/td>\n2,687.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.80 %<\/td>\n5.82 %<\/td>\n105,867<\/td>\n13.92<\/td>\n22<\/td>\n-11.7374 %<\/td>\n1,743.8<\/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\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\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.B<\/td>\nFixedReset Disc<\/td>\n-18.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 7.72
\nEvaluated at bid price : 7.72
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-18.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-18.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 8.36
\nEvaluated at bid price : 8.36
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-18.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 7.12
\nEvaluated at bid price : 7.12
\nBid-YTW : 8.33 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-17.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-17.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-16.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n-15.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n-15.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.00
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-15.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-15.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-15.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-15.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 10.01
\nEvaluated at bid price : 10.01
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n-14.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-14.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 10.24
\nEvaluated at bid price : 10.24
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-14.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-14.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 8.90
\nEvaluated at bid price : 8.90
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-14.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 12.88
\nEvaluated at bid price : 12.88
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-14.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.89
\nEvaluated at bid price : 14.89
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-13.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 11.64
\nEvaluated at bid price : 11.64
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-12.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.81
\nEvaluated at bid price : 14.81
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-12.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.22
\nEvaluated at bid price : 14.22
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-12.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.02
\nEvaluated at bid price : 14.02
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-12.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-12.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.78
\nEvaluated at bid price : 14.78
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-11.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 11.40
\nEvaluated at bid price : 11.40
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-11.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-11.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-11.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.81
\nEvaluated at bid price : 15.81
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n-11.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n-11.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-11.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.00
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-11.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-11.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 10.27
\nEvaluated at bid price : 10.27
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-11.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.28
\nEvaluated at bid price : 15.28
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n-11.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-11.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.38
\nEvaluated at bid price : 13.38
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-10.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-10.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.91
\nEvaluated at bid price : 14.91
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-10.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.42
\nEvaluated at bid price : 16.42
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-10.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 12.35
\nEvaluated at bid price : 12.35
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-10.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.43
\nEvaluated at bid price : 14.43
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-10.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.07
\nEvaluated at bid price : 16.07
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-10.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.12
\nEvaluated at bid price : 14.12
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-10.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-9.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.08
\nEvaluated at bid price : 13.08
\nBid-YTW : 7.92 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-9.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.65
\nEvaluated at bid price : 13.65
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n-9.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n-9.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.71
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n-9.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-9.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 9.92
\nEvaluated at bid price : 9.92
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-9.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-9.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 12.66
\nEvaluated at bid price : 12.66
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-9.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-9.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.32
\nEvaluated at bid price : 14.32
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-9.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.26
\nEvaluated at bid price : 14.26
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-9.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-9.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.77
\nEvaluated at bid price : 13.77
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-9.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-9.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 9.09
\nEvaluated at bid price : 9.09
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-9.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-9.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.16
\nEvaluated at bid price : 15.16
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-8.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-8.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.29
\nEvaluated at bid price : 14.29
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-8.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.03
\nEvaluated at bid price : 15.03
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-8.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.52
\nEvaluated at bid price : 16.52
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-8.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-8.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n-8.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-8.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n-7.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset Prem<\/td>\n-7.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.17
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-7.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.23
\nEvaluated at bid price : 16.23
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-7.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-7.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 10.70
\nEvaluated at bid price : 10.70
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-7.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 9.92
\nEvaluated at bid price : 9.92
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n-7.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 17.88
\nEvaluated at bid price : 17.88
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-7.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 9.30
\nEvaluated at bid price : 9.30
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-7.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-7.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.21
\nEvaluated at bid price : 16.21
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-7.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 9.30
\nEvaluated at bid price : 9.30
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-7.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.12
\nEvaluated at bid price : 14.12
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-7.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.54
\nEvaluated at bid price : 16.54
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Prem<\/td>\n-7.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.19
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-6.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.37
\nEvaluated at bid price : 16.37
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-6.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.42
\nEvaluated at bid price : 14.42
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n-6.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-6.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n-6.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-6.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n-6.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.05
\nEvaluated at bid price : 23.36
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-5.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-5.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n-5.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-5.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.36
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n-5.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.50
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n-5.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.52
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-5.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-5.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.88
\nEvaluated at bid price : 14.88
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n-4.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.50
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n-4.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n-4.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.07
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n-4.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-4.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-4.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.24
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.18
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-4.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-4.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-3.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.66
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BMO.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-3.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.76
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-3.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n-3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.34
\nEvaluated at bid price : 20.34
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.38
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-3.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.62
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n-3.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.40
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-3.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.81
\nEvaluated at bid price : 21.81
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n-3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.20
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.86
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.41
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.19
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n-2.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\n-2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.99
\nEvaluated at bid price : 24.26
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.36
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
TD.PF.F<\/td>\nPerpetual-Discount<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.81
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n-2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.78
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.62
\nEvaluated at bid price : 21.87
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.32
\nEvaluated at bid price : 24.66
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n-2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.06
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n-2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 20.69
\nEvaluated at bid price : 20.69
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.76
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.97
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.76
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.01
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset Prem<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-04-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : -1.54 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.83
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.66
\nEvaluated at bid price : 24.92
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.15
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.22
\nEvaluated at bid price : 23.59
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.66
\nEvaluated at bid price : 24.92
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
EMA.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-04-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 1.36 %<\/td>\n<\/tr>\n
PVS.PR.D<\/td>\nSplitShare<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.80 %<\/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
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n112,886<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 24.40
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n101,420<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n100,750<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 17.88
\nEvaluated at bid price : 17.88
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n100,275<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.91
\nEvaluated at bid price : 14.91
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n73,763<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n72,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 14.88
\nEvaluated at bid price : 14.88
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
There were 109 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
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.16 – 16.17
\nSpot Rate : 1.0100
\nAverage : 0.6492<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 15.16
\nEvaluated at bid price : 15.16
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 25.10 – 25.90
\nSpot Rate : 0.8000
\nAverage : 0.4716<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

PWF.PR.Q<\/td>\nFloatingReset<\/td>\nQuote: 10.00 – 10.95
\nSpot Rate : 0.9500
\nAverage : 0.6350<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.00
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.10 – 24.91
\nSpot Rate : 0.8100
\nAverage : 0.4959<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.30 – 24.18
\nSpot Rate : 0.8800
\nAverage : 0.5668<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.21 – 24.90
\nSpot Rate : 0.6900
\nAverage : 0.3961<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-09
\nMaturity Price : 23.86
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

So, the New York Times sums up the day: Stocks in the United States on Monday suffered their worst single-day decline in more than a decade, as the coronavirus and an oil price war fueled …<\/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-40449","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40449","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=40449"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40449\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40449"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40449"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40449"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}