{"id":40465,"date":"2020-03-11T19:08:49","date_gmt":"2020-03-12T00:08:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=40465"},"modified":"2020-03-11T19:08:49","modified_gmt":"2020-03-12T00:08:49","slug":"march-11-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40465","title":{"rendered":"March 11, 2020"},"content":{"rendered":"
\n\n\n\n
\"coronavirus_200311\"<\/a><\/td>\n<\/tr>\n
\"mushroomcloud_200311\"<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

The New York Times comments<\/a>:<\/p>\n

Stocks plunged on Wednesday, with the Dow Jones industrial average falling into a bear market, in a drop that reflected investors\u2019 fear that Washington won\u2019t be able to muster a response to the economic crisis triggered by the spreading coronavirus.
…<\/b>
With oil falling again, energy stocks like Apache Corporation and Occidental Petroleum led the slide in the S&P 500. Apache fell about 24 percent, while Occidental fell 18 percent.<\/p>\n

Boeing tumbled 18 percent, the biggest drop among components of the Dow Jones industrial average. A person with knowledge of the matter said the carrier planned to drawdown a $13.8 billion credit line to shore up its cash position in the face of uncertainty over the coronavirus outbreak. Boeing also reported that it had lost more orders for its grounded 737 Max.
…<\/b>
Starting Thursday and continuing through April 13, the Fed will offer at least $175 billion in daily overnight repo operations \u2014 up from $150 billion \u2014 and at least $45 billion in two-week repo operations twice a week, according to the statement.<\/p>\n

The Fed will also offer three one-month repo operations of at least $50 billion.<\/p>\n

\u201cThese operations are intended to ensure that the supply of reserves remains ample and to mitigate the risk of money market pressures,\u201d the New York Fed said in a statement.<\/p>\n

It was the second time this week that the Fed ramped up its offering of repurchase agreements and came as investors are increasingly concerned about proper functioning of the financial system. Some economists are expecting the Fed to do more in the coming week, like mobilizing swap agreements that help foreign central banks keep dollar funding flowing in their economies or announcing an extension to the Fed\u2019s Treasury bill purchase program.<\/p><\/blockquote>\n

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

The Dow fell 1,464.63 points or 5.9 per cent, erasing Tuesday\u2019s promising rebound and leaving the blue-chip index down 20.3 per cent since from its high point on February 12 — passing the 20 per cent threshold that typically defines a bear market.<\/p>\n

Canada\u2019s S&P\/TSX Composite Index fell 4.6 per cent on Wednesday, and is also down 20.5 per cent from its highs.
…<\/b>
This marks the third bear market for the TSX over the past decade: The index fell 24.4 per cent between 2014 and 2016, and 22 per cent in 2011.
…<\/b>
The Canadian energy sector fell 4.8 per cent on Wednesday, bringing the overall decline since February to more than 30 per cent. The sector is now lower than it was at the depths of the 2008 financial crisis.<\/p><\/blockquote>\n

TXPR closed at 517.37<\/a>, down 2.96% on the day. Volume today was 4.71-million, third-highest of the past 30 trading days days, behind March 10<\/a> and March 9<\/a>.<\/p>\n

It is noteworthy that the Total Return version of TXPR closed at 1,304.43 today. I will note that the value of this index on September 30, 2010<\/a> was 1320.92, so total return has been negative over the past NINE YEARS AND FIVE MONTHS and a little bit. That’s before fees and expenses. 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 10.25<\/a>, down 3.48% on the day. Volume of 432,157 was the second-highest of the past thirty days, behind only March 9<\/a>.<\/p>\n

ZPR closed at 8.00<\/a>, down 1.60% on the day. Volume of 1,286,274 was third-highest of the past 30 trading days days, behind March 10<\/a> and March 9<\/a>.<\/p>\n

Five-year Canada yields were down 8bp to 0.56%<\/a> today. The lowest value I have in my database of weekly observations is 0.48%, reached on February 10, 2016<\/a>.<\/p>\n

And my own preferred share reporting shows massive volume, huge moves and so many candidates for the “Bad Quote Hall of Shame” that I’m not going to check any of them.<\/p>\n

PerpetualDiscounts now yield 5.59%, equivalent to 7.27% interest at the standard equivalency factor of 1.3x. Long corporates<\/a> now yield 2.84% (!), so the pre-tax interest-equivalent spread (in this context, the \u201cSeniority Spread\u201d) has widened dramatically to 445bp from the 390bp reported March 4<\/a>. Today’s figure is essentially equal to the widest spread I have ever recorded, on November 26, 2008<\/a> when trouble with the BCE buyout<\/a> caused a short-lived spike in PerpetualDiscount bid yields.<\/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-5.7702 %<\/td>\n1,640.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-5.7702 %<\/td>\n3,009.6<\/td>\n<\/tr>\n
Floater<\/td>\n6.51 %<\/td>\n6.62 %<\/td>\n55,442<\/td>\n12.90<\/td>\n4<\/td>\n-5.7702 %<\/td>\n1,734.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5153 %<\/td>\n3,430.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.80 %<\/td>\n56,948<\/td>\n4.07<\/td>\n7<\/td>\n-0.5153 %<\/td>\n4,096.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5153 %<\/td>\n3,196.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.90 %<\/td>\n6.06 %<\/td>\n85,196<\/td>\n13.74<\/td>\n12<\/td>\n-3.1879 %<\/td>\n2,887.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.61 %<\/td>\n5.59 %<\/td>\n73,230<\/td>\n14.49<\/td>\n24<\/td>\n-3.4841 %<\/td>\n3,113.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.98 %<\/td>\n5.79 %<\/td>\n197,794<\/td>\n13.74<\/td>\n64<\/td>\n-3.2412 %<\/td>\n1,719.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.52 %<\/td>\n5.77 %<\/td>\n83,627<\/td>\n14.13<\/td>\n27<\/td>\n-3.2158 %<\/td>\n3,059.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.63 %<\/td>\n5.62 %<\/td>\n69,210<\/td>\n14.43<\/td>\n3<\/td>\n-3.4262 %<\/td>\n1,889.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.64 %<\/td>\n5.64 %<\/td>\n158,028<\/td>\n14.34<\/td>\n22<\/td>\n-2.5001 %<\/td>\n2,397.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n2.00 %<\/td>\n5.59 %<\/td>\n107,726<\/td>\n1.83<\/td>\n3<\/td>\n-1.7432 %<\/td>\n2,652.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.92 %<\/td>\n5.99 %<\/td>\n113,036<\/td>\n13.68<\/td>\n22<\/td>\n-3.8470 %<\/td>\n1,714.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-10.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-9.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 9.64
\nEvaluated at bid price : 9.64
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-7.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-7.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 10.20
\nEvaluated at bid price : 10.20
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-7.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n-7.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n-7.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.78
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n-7.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.67
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-6.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.18
\nEvaluated at bid price : 14.18
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n-6.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.00
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-6.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.45
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\n-6.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.71
\nEvaluated at bid price : 22.96
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-6.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 9.85
\nEvaluated at bid price : 9.85
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-6.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 8.74
\nEvaluated at bid price : 8.74
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-5.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.01
\nEvaluated at bid price : 14.01
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-5.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-5.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 6.60
\nEvaluated at bid price : 6.60
\nBid-YTW : 9.01 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-5.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.59
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n-5.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.43
\nEvaluated at bid price : 19.43
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-5.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-5.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-5.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.36
\nEvaluated at bid price : 14.36
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n-5.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\n-5.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-5.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-5.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 9.02
\nEvaluated at bid price : 9.02
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-5.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.47
\nEvaluated at bid price : 12.47
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-5.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.41
\nEvaluated at bid price : 14.41
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-4.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-4.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 7.85
\nEvaluated at bid price : 7.85
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-4.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n-4.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-4.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.18
\nEvaluated at bid price : 14.18
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-4.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-4.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-4.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-4.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-4.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 9.31
\nEvaluated at bid price : 9.31
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-4.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 11.18
\nEvaluated at bid price : 11.18
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n-4.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.62
\nEvaluated at bid price : 22.87
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n-4.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-4.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 10.27
\nEvaluated at bid price : 10.27
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-4.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-4.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-4.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.33
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-4.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.76
\nEvaluated at bid price : 15.76
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-4.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-4.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.89
\nEvaluated at bid price : 14.89
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-4.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.13
\nEvaluated at bid price : 13.13
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-4.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.41
\nEvaluated at bid price : 15.41
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-4.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n-4.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 8.41
\nEvaluated at bid price : 8.41
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-4.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\n-4.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.60
\nEvaluated at bid price : 23.87
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-4.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.71
\nEvaluated at bid price : 13.71
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-4.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-4.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.39
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 11.52
\nEvaluated at bid price : 11.52
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n-3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.08
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.81
\nEvaluated at bid price : 13.81
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n-3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-3.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n-3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-3.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.61
\nEvaluated at bid price : 23.88
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-3.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.02
\nEvaluated at bid price : 14.02
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-3.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n-3.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.17
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-3.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.78
\nEvaluated at bid price : 13.78
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 16.01
\nEvaluated at bid price : 16.01
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-3.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.86
\nEvaluated at bid price : 12.86
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.67
\nEvaluated at bid price : 15.67
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\n-3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.26
\nEvaluated at bid price : 15.26
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-3.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.87
\nEvaluated at bid price : 12.87
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n-3.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n-3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n-3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 9.10
\nEvaluated at bid price : 9.10
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n-3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 17.38
\nEvaluated at bid price : 17.38
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.14
\nEvaluated at bid price : 12.14
\nBid-YTW : 8.78 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.01
\nEvaluated at bid price : 13.01
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.38
\nEvaluated at bid price : 20.38
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n-3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.39
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n-3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.16
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
TD.PF.F<\/td>\nPerpetual-Discount<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.03
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-3.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.50
\nEvaluated at bid price : 22.84
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.58
\nEvaluated at bid price : 22.87
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.79
\nEvaluated at bid price : 15.79
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.79
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.06
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.02
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.32
\nEvaluated at bid price : 12.32
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n-2.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.86
\nEvaluated at bid price : 13.86
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.27
\nEvaluated at bid price : 15.27
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.72
\nEvaluated at bid price : 14.72
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n-2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.13
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BMO.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.16
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.99
\nEvaluated at bid price : 14.99
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 9.85
\nEvaluated at bid price : 9.85
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 16.24
\nEvaluated at bid price : 16.24
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.52
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.77
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.98
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Prem<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.61
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.47
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.47
\nEvaluated at bid price : 22.73
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.81
\nEvaluated at bid price : 13.81
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 14.71
\nEvaluated at bid price : 14.71
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.82
\nEvaluated at bid price : 13.82
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.24
\nEvaluated at bid price : 15.24
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.31
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 10.42
\nEvaluated at bid price : 10.42
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.61
\nEvaluated at bid price : 12.61
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nDeemed-Retractible<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.71
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.76
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset Bank Non<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 2.66 %<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.59
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 8.30 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.65
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.45
\nEvaluated at bid price : 12.45
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.92
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.29
\nEvaluated at bid price : 19.29
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 10.31
\nEvaluated at bid price : 10.31
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.42
\nEvaluated at bid price : 12.42
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n3.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 12.49
\nEvaluated at bid price : 12.49
\nBid-YTW : 8.33 %<\/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
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n239,996<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.29
\nEvaluated at bid price : 19.29
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n122,278<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.41
\nEvaluated at bid price : 15.41
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n113,648<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 10.20
\nEvaluated at bid price : 10.20
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n87,320<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n72,315<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 17.64
\nEvaluated at bid price : 17.64
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n57,856<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 15.24
\nEvaluated at bid price : 15.24
\nBid-YTW : 5.00 %<\/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
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 19.40 – 24.10
\nSpot Rate : 4.7000
\nAverage : 2.7312<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 6.60 – 9.67
\nSpot Rate : 3.0700
\nAverage : 1.6927<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 6.60
\nEvaluated at bid price : 6.60
\nBid-YTW : 9.01 %<\/td>\n<\/tr>\n

TD.PF.M<\/td>\nFixedReset Disc<\/td>\nQuote: 19.45 – 22.40
\nSpot Rate : 2.9500
\nAverage : 1.6758<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 13.40 – 14.70
\nSpot Rate : 1.3000
\nAverage : 0.8044<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n

TRP.PR.J<\/td>\nFixedReset Prem<\/td>\nQuote: 22.78 – 23.88
\nSpot Rate : 1.1000
\nAverage : 0.6307<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.78
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.59 – 24.70
\nSpot Rate : 1.1100
\nAverage : 0.6847<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-03-11
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.59
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

The New York Times comments: Stocks plunged on Wednesday, with the Dow Jones industrial average falling into a bear market, in a drop that reflected investors\u2019 fear that Washington won\u2019t be able to muster a …<\/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-40465","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40465","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=40465"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40465\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40465"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40465"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40465"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}