{"id":40715,"date":"2020-04-09T23:22:56","date_gmt":"2020-04-10T04:22:56","guid":{"rendered":"http:\/\/prefblog.com\/?p=40715"},"modified":"2020-04-09T23:22:56","modified_gmt":"2020-04-10T04:22:56","slug":"april-9-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40715","title":{"rendered":"April 9, 2020"},"content":{"rendered":"
\n\"unicorn_200409\"<\/a><\/p>\n

\"cash_200408\"<\/a>\n<\/p><\/blockquote>\n<\/div>\n

Who needs jobs when we’ve got Central Banks<\/a>?:<\/p>\n

Global equity benchmarks moved higher on Thursday following signs of some success by governments and central banks which have taken additional steps to bolster their economies during the COVID-19 pandemic, while oil prices pulled back from an earlier surge.<\/p>\n

Canada\u2019s main stock index rose on Thursday as the U.S. Federal Reserve\u2019s massive program to shore up the world\u2019s largest economy overshadowed record domestic job losses in March.
…<\/b>
However, bolstering investor sentiment was a broad, $2.3 trillion effort by the U.S. Federal Reserve to bolster local governments and small and mid-sized businesses in its latest move to keep the U.S. economy intact.<\/p>\n

The Toronto Stock Exchange\u2019s S&P\/TSX composite index was unofficially up 240.92 points, or 1.73%, at 14,166.63.<\/p>\n

Eight of the 11 major TSX sectors were higher, with materials leading gains with a 6.9% rise.<\/p>\n

The sector, which mostly comprises of precious metal miners, was helped by a surge in prices, which jumped to their highest in a month on Thursday.<\/p>\n

Energy stocks reversed course in afternoon trading and slid 2%.<\/p>\n

Oil prices slumped on Thursday, giving back an earlier 10% surge as investors doubted the emerging supply-cut agreement between members of OPEC and its allies would adequately address the global fuel demand collapse caused by the coronavirus pandemic.<\/p><\/blockquote>\n

So, yes, the Fed took more action today<\/a>:<\/p>\n

The Federal Reserve on Thursday announced an expansive effort to help companies and state and local governments gain access to funding, ramping up its already extensive efforts to protect the economy and financial markets from the impact of a severe downturn.<\/p>\n

The central bank said it could pump $2.3 trillion into the economy through the new and expanded programs. It rolled out the relief package just as the government announced that 6.6 million more Americans were newly jobless, laying bare the severe damage to the economy from the coronavirus pandemic.
…<\/b>
The Fed\u2019s new program makes use of funds recently authorized by Congress to buy municipal bonds and expand corporate bond-buying programs to include some lower-rated and riskier debt. Doing so will keep credit flowing through the economy, including to companies and state and local governments that might otherwise struggle to get access to it.<\/p><\/blockquote>\n

Mohamed El-Erian passes on a chart:<\/p>\n

Here’s another astounding graph — also unthinkable just a few weeks ago — with another sharp and unprecedented spike in a very short period of time:<\/p>\n

The Fed’s balance sheet has expanded to above $6 trillion … and it’s going much higher.<\/p><\/blockquote>\n

\"fedassets_200409\"<\/a>
Click for Big<\/i><\/div>\n

And the UK has taken a big step towards monetizing its debt<\/a>:<\/p>\n

The Treasury has announced it is to extend its overdraft facility at the Bank of England in a fresh sign of the mounting financial pressure on the government caused by the Covid-19-enforced lockdown of the economy.<\/p>\n

Amid growing speculation that the quarantining will be extended next week, the Treasury said it needed extra firepower to support its cashflow and to ensure financial markets ran smoothly.<\/p>\n

The Treasury has a long-established overdraft facility at the Bank through the \u201cways and means\u201d facility. It currently stands at \u00a3400m but at times of crisis the chancellor can draw on it as a source of cash, and during the 2008 recession it rose to \u00a319.8bn.<\/p><\/blockquote>\n

Canada had some horrific jobs numbers<\/a>:<\/p>\n

More than one million people in Canada lost their jobs in March and the unemployment rate climbed to 7.8 per cent, reflecting the first wave of layoffs resulting from the COVID-19 pandemic.<\/p>\n

The March job losses easily surpassed a record one-month decline set in January of 2009 \u2013 when employment dropped by roughly 125,000 \u2013 according to Labour Force Survey data from Statistics Canada that dates back to 1976. March also saw the largest one-month increase of the country\u2019s jobless rate, which had been 5.6 per cent in February.
…<\/b>
Since Statscan\u2019s survey week, layoffs have intensified as governments have implemented tighter restrictions on business operations and social interactions to curb the virus\u2019s growth. Since March 16, more than 5 million Canadians have applied for emergency financial assistance with the federal government, a sign of unprecedented labour disruption.<\/p>\n

As such, the April labour report (released early next month) is widely expected to show even worse job-loss figures.<\/p><\/blockquote>\n

There seems to be some progress towards an oil deal<\/a>:<\/p>\n

OPEC and it allies held talks on Thursday on record oil output curbs of 15 million to 20 million barrels per day (bpd), or 15 per cent to 20 per cent of global supplies, to support prices hammered by the coronavirus crisis, OPEC and Russian sources said.<\/p>\n

They said the cuts included contributions of up to 5 million bpd from producers outside their group known as OPEC+ and could be made gradually, potentially overcoming resistance from the United States, whose involvement is seen as vital to win broad backing for an agreement.
…<\/b>
Three OPEC+ sources said the group wanted non-members such as the United States, Canada, Norway and Brazil to contribute 5 million bpd to the overall cut, with OPEC+ would add at least another 10 million to 12 million bpd.<\/p><\/blockquote>\n

I do not support Canada joining the global oil cartel, however exciting it might be to rub shoulders with Big Men such as Putin and MBS. In extremis, I think, we should be imposing tariffs. The thought sticks in my craw, but there is little alternative that I can see; OPEC is simply another cartel and the current flood of oil should be viewed as simply another example of predatory pricing; OPEC would love to drive US shale oil and Canadian tar sands producers out of the game; once the western industry has been destroyed they will be free to jack prices up as far as they like.<\/p>\n

There’s no global competition board to complain to; tariffs are the only solution. But please, keep them as low as possible. The objective should be to keep the Canadian oil industry on life-support, not to create a new class of welfare recipients.<\/p>\n

And here’s some more on bank dividends<\/a>:<\/p>\n

During a bank CEO conference in early January, Canada\u2019s banking regulator pledged to be more transparent about its work.<\/p>\n

Assistant superintendent Jamey Hubbs said the Office of the Superintendent of Financial Institutions wants to build trust with Canadians. While he cautioned that OSFI has no plans to share top-secret information, he conceded that the regulator must do a better job of keeping regular folks informed.
…<\/b>
Consequently, as regulators around the world free up hundreds of billions of dollars in capital reserves, and in some cases restrict banks from paying dividends, OSFI owes it to Canadians to be frank about how our banks compare with their international peers. That means providing clear answers about whether our banks are capitalized differently than those abroad, and whether it\u2019s realistic to believe that dividends will remain sacrosanct throughout this crisis without a complete explanation about why regulators are sure lenders won\u2019t need that money down the road.
…<\/b>
Some banks have more latitude on how they meet capital requirements. The Big Six, for instance, use what\u2019s known in industry parlance as the \u201cadvanced internal ratings-based approach\u201d to calculate credit risk, which means they determine \u201call variables” for calculating risk weights. Risk-weighted assets are used to determine how much capital banks must set aside.<\/p>\n

\u201cThe accuracy of measures of risk-weighted assets is a key concern especially for large banks in high-income OECD countries,\u201d the World Bank Group stated in a 2019 policy research working paper<\/a>.
…<\/b>
It\u2019s incumbent on OSFI and banks to explain whether their black-swan stress-testing scenarios are based on assumptions that mirror the conditions of this crisis.<\/p>\n

Bay Street analysts say many levers can be pulled before dividends are cut, but they\u2019re in the business of selling stock. Maintaining public confidence in Canada\u2019s financial system requires clear answers from regulators, not a request for the unquestioning belief of the masses.<\/p><\/blockquote>\n

Clear answers? From OSFI? In my experience, they regard any question as a direct insult.<\/p>\n

And now it’s time for PrefLetter<\/a>.<\/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>\n5.8387 %<\/td>\n1,471.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n5.8387 %<\/td>\n2,699.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.23 %<\/td>\n5.40 %<\/td>\n43,108<\/td>\n14.85<\/td>\n4<\/td>\n5.8387 %<\/td>\n1,555.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.6514 %<\/td>\n3,269.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.08 %<\/td>\n6.09 %<\/td>\n87,395<\/td>\n3.96<\/td>\n7<\/td>\n1.6514 %<\/td>\n3,904.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.6514 %<\/td>\n3,046.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.6271 %<\/td>\n2,749.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.10 %<\/td>\n6.34 %<\/td>\n92,850<\/td>\n13.48<\/td>\n35<\/td>\n1.6271 %<\/td>\n2,948.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.68 %<\/td>\n5.77 %<\/td>\n204,851<\/td>\n13.98<\/td>\n83<\/td>\n2.7130 %<\/td>\n1,696.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.79 %<\/td>\n6.12 %<\/td>\n101,901<\/td>\n13.50<\/td>\n27<\/td>\n2.0050 %<\/td>\n2,919.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.18 %<\/td>\n4.45 %<\/td>\n32,023<\/td>\n14.34<\/td>\n4<\/td>\n2.0130 %<\/td>\n1,716.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.7130 %<\/td>\n2,346.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n4.23 %<\/td>\n114,650<\/td>\n1.77<\/td>\n3<\/td>\n1.0460 %<\/td>\n2,714.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n7.06 %<\/td>\n6.11 %<\/td>\n117,681<\/td>\n13.37<\/td>\n22<\/td>\n4.2493 %<\/td>\n1,668.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-17.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-6.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-4.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 9.10
\nEvaluated at bid price : 9.10
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-4.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 12.55
\nEvaluated at bid price : 12.55
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.85
\nEvaluated at bid price : 8.85
\nBid-YTW : 11.78 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 9.03
\nEvaluated at bid price : 9.03
\nBid-YTW : 11.58 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.47
\nEvaluated at bid price : 14.47
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
PVS.PR.D<\/td>\nSplitShare<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.26
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.26
\nEvaluated at bid price : 8.26
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.73
\nEvaluated at bid price : 13.73
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.86
\nEvaluated at bid price : 24.27
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nDeemed-Retractible<\/td>\n1.20 %<\/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 : 5.87 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.69
\nEvaluated at bid price : 19.69
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.69
\nEvaluated at bid price : 22.93
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.01
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nDeemed-Retractible<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
TD.PF.F<\/td>\nPerpetual-Discount<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.52
\nEvaluated at bid price : 14.52
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 11.22
\nEvaluated at bid price : 11.22
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.12
\nEvaluated at bid price : 23.64
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Discount<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.40
\nEvaluated at bid price : 23.91
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.68
\nEvaluated at bid price : 21.99
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 16.92
\nEvaluated at bid price : 16.92
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.16
\nEvaluated at bid price : 13.16
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.48
\nEvaluated at bid price : 19.48
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.92
\nEvaluated at bid price : 18.92
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Disc<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.57
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
PVS.PR.F<\/td>\nSplitShare<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.10
\nEvaluated at bid price : 14.10
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.71
\nEvaluated at bid price : 13.71
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.72
\nEvaluated at bid price : 20.72
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.61
\nEvaluated at bid price : 8.61
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.46
\nEvaluated at bid price : 19.46
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BMO.PR.Z<\/td>\nPerpetual-Discount<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.51
\nEvaluated at bid price : 13.51
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.94
\nEvaluated at bid price : 13.94
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 12.45
\nEvaluated at bid price : 12.45
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset Disc<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.89
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Disc<\/td>\n3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 9.52
\nEvaluated at bid price : 9.52
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n3.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.48
\nEvaluated at bid price : 14.48
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 15.71
\nEvaluated at bid price : 15.71
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.15
\nEvaluated at bid price : 14.15
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 11.93
\nEvaluated at bid price : 11.93
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n3.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.93
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Disc<\/td>\n3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.98
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n3.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Disc<\/td>\n3.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.89
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n4.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 15.29
\nEvaluated at bid price : 15.29
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.77
\nEvaluated at bid price : 13.77
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 12.95
\nEvaluated at bid price : 12.95
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n4.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n4.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n4.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 9.05
\nEvaluated at bid price : 9.05
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n4.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset Ins Non<\/td>\n4.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
EIT.PR.B<\/td>\nSplitShare<\/td>\n5.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n5.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 19.28
\nEvaluated at bid price : 19.28
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n5.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.77
\nEvaluated at bid price : 13.77
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n5.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.84
\nEvaluated at bid price : 8.84
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n5.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.34
\nEvaluated at bid price : 13.34
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n5.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Disc<\/td>\n5.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n5.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n5.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.26
\nEvaluated at bid price : 13.26
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n5.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n5.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 7.93
\nEvaluated at bid price : 7.93
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n5.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 7.99
\nEvaluated at bid price : 7.99
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n5.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.89
\nEvaluated at bid price : 8.89
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n5.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.00
\nEvaluated at bid price : 8.00
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n6.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n6.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.60
\nEvaluated at bid price : 8.60
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n6.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.83
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n6.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n6.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 15.26
\nEvaluated at bid price : 15.26
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n6.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n6.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset Disc<\/td>\n7.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Disc<\/td>\n7.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.05
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n7.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 9.06
\nEvaluated at bid price : 9.06
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Disc<\/td>\n7.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n8.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n9.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n10.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.52
\nEvaluated at bid price : 13.52
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n10.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.59
\nEvaluated at bid price : 8.59
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n11.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 11.67
\nEvaluated at bid price : 11.67
\nBid-YTW : 5.96 %<\/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
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n126,560<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 5.64
\nEvaluated at bid price : 5.64
\nBid-YTW : 10.43 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n92,592<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 9.80
\nEvaluated at bid price : 9.80
\nBid-YTW : 11.27 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n92,030<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 8.85
\nEvaluated at bid price : 8.85
\nBid-YTW : 11.78 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Disc<\/td>\n84,673<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.01
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n83,001<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n63,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 22.69
\nEvaluated at bid price : 22.93
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
There were 67 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: 13.60 – 20.00
\nSpot Rate : 6.4000
\nAverage : 3.4653<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 13.30 – 19.00
\nSpot Rate : 5.7000
\nAverage : 3.0448<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.00 – 18.50
\nSpot Rate : 5.5000
\nAverage : 2.9850<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 12.95 – 15.88
\nSpot Rate : 2.9300
\nAverage : 1.6402<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 12.95
\nEvaluated at bid price : 12.95
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 11.98 – 15.00
\nSpot Rate : 3.0200
\nAverage : 1.9063<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 15.71 – 18.18
\nSpot Rate : 2.4700
\nAverage : 1.4534<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-04-09
\nMaturity Price : 15.71
\nEvaluated at bid price : 15.71
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Who needs jobs when we’ve got Central Banks?: Global equity benchmarks moved higher on Thursday following signs of some success by governments and central banks which have taken additional steps to bolster their economies during …<\/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-40715","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40715","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=40715"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40715\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40715"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40715"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40715"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}