{"id":40971,"date":"2020-06-11T20:42:00","date_gmt":"2020-06-12T01:42:00","guid":{"rendered":"http:\/\/prefblog.com\/?p=40971"},"modified":"2020-06-11T20:42:00","modified_gmt":"2020-06-12T01:42:00","slug":"june-11-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40971","title":{"rendered":"June 11, 2020"},"content":{"rendered":"
\"mushroomcloud_200611\"<\/a>
Click for Big<\/i><\/div>\n
\"coronavirus_200611\"<\/a>
Click for Big<\/i><\/div>\n

TXPR closed at 523.86<\/a>, down 2.37% on the day. Volume today was 2.88-million, second-highest of the past thirty days, behind only June 5<\/a>.<\/p>\n

CPD closed at 10.45<\/a>, down 2.06% on the day. Volume was 403,246, highest of the past 30 trading days and well ahead of second-place June 9<\/a>.<\/p>\n

ZPR closed at 8.16<\/a>, down 2.16% on the day. Volume of 3,559,908 was by far the highest of the past 30 trading days, over three times the volume of second-place June 5<\/a>.<\/p>\n

Five-year Canada yields were down 2bp at 0.37%<\/a> today.<\/p>\n

Tim Shufelt comments in the Globe<\/a>:<\/p>\n

Global stock markets buckled on Thursday amid fears of a resurgence of COVID-19 infections in the United States, which could put the budding economic recovery in peril.<\/p>\n

It was the worst day for North American stocks since the depths of the market crash in March, with the S&P\/TSX Composite Index losing 4.1 per cent on the day, while the S&P 500 index dropped 5.9 per cent.<\/p>\n

The dip followed a sobering reminder from the U.S. Federal Reserve on Wednesday about the monumental economic challenges that lie ahead, particularly as several U.S. states brace for the pandemic\u2019s potential second wave.
…<\/b>
The latest outlooks for the global economy are also distinctly negative. This week, the OECD said it expects a 6-per-cent drop in global GDP in 2020, and an 8-per-cent decline in the Canadian economy, exceeding in severity economists\u2019 consensus for the recession on both counts.<\/p>\n

In keeping with heightened growth fears, economically sensitive stocks were dealt a heavy blow on Thursday. The S&P\/TSX Capped Energy Index dropped by 9.8 per cent, effectively wiping out the gains realized through a solid run in early June.
…<\/b>
On Wednesday, the U.S. hit two million confirmed COVID-19 cases, according to Johns Hopkins University. In nearly half of U.S. states, many of which were among the earliest to reopen their economies, infections are on the rise, according to an Associated Press analysis.<\/p><\/blockquote>\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-3.4157 %<\/td>\n1,425.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-3.4157 %<\/td>\n2,616.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.42 %<\/td>\n5.74 %<\/td>\n42,982<\/td>\n14.17<\/td>\n4<\/td>\n-3.4157 %<\/td>\n1,507.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6756 %<\/td>\n3,410.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n5.13 %<\/td>\n65,301<\/td>\n3.87<\/td>\n7<\/td>\n-1.6756 %<\/td>\n4,072.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6756 %<\/td>\n3,177.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.5327 %<\/td>\n2,981.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.64 %<\/td>\n5.82 %<\/td>\n81,610<\/td>\n14.07<\/td>\n35<\/td>\n-1.5327 %<\/td>\n3,197.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.37 %<\/td>\n5.41 %<\/td>\n171,070<\/td>\n14.49<\/td>\n83<\/td>\n-2.7230 %<\/td>\n1,788.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.43 %<\/td>\n5.72 %<\/td>\n91,946<\/td>\n14.22<\/td>\n27<\/td>\n-1.7488 %<\/td>\n3,148.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.01 %<\/td>\n4.93 %<\/td>\n50,193<\/td>\n15.66<\/td>\n3<\/td>\n-2.7967 %<\/td>\n1,739.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.7230 %<\/td>\n2,473.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.99 %<\/td>\n3.71 %<\/td>\n139,703<\/td>\n1.60<\/td>\n2<\/td>\n-0.1438 %<\/td>\n2,770.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.60 %<\/td>\n5.48 %<\/td>\n120,504<\/td>\n14.44<\/td>\n22<\/td>\n-2.4012 %<\/td>\n1,808.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-14.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 8.15
\nEvaluated at bid price : 8.15
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-7.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-7.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.61
\nEvaluated at bid price : 14.61
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-7.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 11.72
\nEvaluated at bid price : 11.72
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-6.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-6.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.94
\nEvaluated at bid price : 14.94
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-6.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-6.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-6.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-6.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.27
\nEvaluated at bid price : 14.27
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-5.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 11.52
\nEvaluated at bid price : 11.52
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n-5.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-5.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 10.70
\nEvaluated at bid price : 10.70
\nBid-YTW : 9.43 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-5.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 10.70
\nEvaluated at bid price : 10.70
\nBid-YTW : 9.43 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-5.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-5.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.72
\nEvaluated at bid price : 15.72
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-5.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-4.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.91
\nEvaluated at bid price : 14.91
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-4.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 9.32 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-4.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 8.51
\nEvaluated at bid price : 8.51
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n-4.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-4.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 6.45
\nEvaluated at bid price : 6.45
\nBid-YTW : 8.70 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-4.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n-4.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-4.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 9.57
\nEvaluated at bid price : 9.57
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n-4.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-4.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.52
\nEvaluated at bid price : 16.52
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 7.61
\nEvaluated at bid price : 7.61
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-4.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-4.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 7.48
\nEvaluated at bid price : 7.48
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-4.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 7.53
\nEvaluated at bid price : 7.53
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-4.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.02
\nEvaluated at bid price : 14.02
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-3.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.78
\nEvaluated at bid price : 14.78
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n-3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n-3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.61
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n-3.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.52
\nEvaluated at bid price : 14.52
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.11
\nEvaluated at bid price : 14.11
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.06
\nEvaluated at bid price : 16.06
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 8.75
\nEvaluated at bid price : 8.75
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.15
\nEvaluated at bid price : 14.15
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.26
\nEvaluated at bid price : 14.26
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.26
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.74
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n-3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.46
\nEvaluated at bid price : 15.46
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.54
\nEvaluated at bid price : 14.54
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.26
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.56
\nEvaluated at bid price : 14.56
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 9.60
\nEvaluated at bid price : 9.60
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.36
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.92
\nEvaluated at bid price : 22.16
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.05
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 12.25
\nEvaluated at bid price : 12.25
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.12
\nEvaluated at bid price : 15.12
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.47
\nEvaluated at bid price : 20.47
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.73
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.11
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 12.78
\nEvaluated at bid price : 12.78
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.57
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
EIT.PR.B<\/td>\nSplitShare<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.56
\nEvaluated at bid price : 15.56
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 11.41
\nEvaluated at bid price : 11.41
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n-2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.70
\nEvaluated at bid price : 22.99
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.13
\nEvaluated at bid price : 21.13
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.31
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.22
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 19.49
\nEvaluated at bid price : 19.49
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 17.69
\nEvaluated at bid price : 17.69
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.34
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.82
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.06
\nEvaluated at bid price : 15.06
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.86
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 11.45
\nEvaluated at bid price : 11.45
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.04
\nEvaluated at bid price : 15.04
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.17
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.11
\nEvaluated at bid price : 14.11
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.37
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.46
\nEvaluated at bid price : 14.46
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.32
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 9.05
\nEvaluated at bid price : 9.05
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.18
\nEvaluated at bid price : 23.46
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.81
\nEvaluated at bid price : 16.81
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.41
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.71
\nEvaluated at bid price : 21.96
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.67
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.18
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.84
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.17
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.29
\nEvaluated at bid price : 15.29
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 7.50
\nEvaluated at bid price : 7.50
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.06
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.78
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BMO.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.51
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 9.32
\nEvaluated at bid price : 9.32
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 9.07
\nEvaluated at bid price : 9.07
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.88 %<\/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
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n85,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Disc<\/td>\n66,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n46,781<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n40,716<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.06
\nEvaluated at bid price : 15.06
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n40,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n39,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
There were 57 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 8.51 – 13.90
\nSpot Rate : 5.3900
\nAverage : 2.9444<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 8.51
\nEvaluated at bid price : 8.51
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.35 – 19.17
\nSpot Rate : 3.8200
\nAverage : 2.2497<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 8.15 – 10.50
\nSpot Rate : 2.3500
\nAverage : 1.5267<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 8.15
\nEvaluated at bid price : 8.15
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 12.90 – 14.41
\nSpot Rate : 1.5100
\nAverage : 0.9020<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 23.50 – 25.05
\nSpot Rate : 1.5500
\nAverage : 0.9830<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n

TD.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 17.69 – 19.00
\nSpot Rate : 1.3100
\nAverage : 0.8546<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-11
\nMaturity Price : 17.69
\nEvaluated at bid price : 17.69
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Click for Big Click for Big TXPR closed at 523.86, down 2.37% on the day. Volume today was 2.88-million, second-highest of the past thirty days, behind only June 5. CPD closed at 10.45, down 2.06% …<\/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-40971","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40971","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=40971"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40971\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40971"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40971"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40971"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}