{"id":40975,"date":"2020-06-12T22:24:17","date_gmt":"2020-06-13T03:24:17","guid":{"rendered":"http:\/\/prefblog.com\/?p=40975"},"modified":"2020-06-12T22:24:17","modified_gmt":"2020-06-13T03:24:17","slug":"june-12-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40975","title":{"rendered":"June 12, 2020"},"content":{"rendered":"
\"rainbow_200612\"<\/a>
Click for Big<\/i><\/div>\n

TXPR closed at 528.14<\/a>, up 0.82% on the day. Volume today was 1.57-million, third-lowest of the past thirty days, ahead of only May 19<\/a> and May 21<\/a>.<\/p>\n

CPD closed at 10.59<\/a>, up 1.34% on the day. Volume was 157,697, above the median of the past 30 trading days.<\/p>\n

ZPR closed at 8.22<\/a>, up 0.74% on the day. Volume of 318,788 was above the median of the past 30 trading days.<\/p>\n

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

DBRS downgraded Cenovus<\/a>:<\/p>\n

DBRS Limited (DBRS Morningstar) downgraded Cenovus Energy Inc.\u2019s (Cenovus or the Company) Issuer Rating and Senior Unsecured Debt rating to BBB (low) from BBB and removed the ratings from Under Review with Negative Implications, where they were placed on March 26, 2020. Both trends are Negative. On March 26, 2020, DBRS Morningstar placed Cenovus\u2019s ratings Under Review with Negative Implications in response to the extreme price declines and heightened volatility in crude oil markets largely caused by the rapid spread of the Coronavirus Disease (COVID-19) and the concurrent crude oil-price war between OPEC (led by Saudi Arabia) and Russia. Subsequently, DBRS Morningstar revised its commodity price assumptions to factor in (1) the impact of the coronavirus pandemic on crude oil demand as lockdowns ease, (2) the significant buildup in global oil inventories, and (3) the impact of production cuts recently implemented by OPEC +. The downgrade follows DBRS Morningstar\u2019s expectation that the Company\u2019s key credit metrics will remain below the threshold for a BBB rating over the next three years under the revised commodity price assumptions (see DBRS Morningstar\u2019s May 15, 2020, commentary titled \u201cAs Coronavirus Lockdowns Ease, DBRS Morningstar Resets Outlook for Oil and Natural Gas Prices\u201d). The Negative trend reflects the dependence of the key credit metrics on higher commodity prices, especially in 2022 to support the current rating.<\/p><\/blockquote>\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>\n1.6321 %<\/td>\n1,449.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.6321 %<\/td>\n2,659.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.41 %<\/td>\n5.62 %<\/td>\n42,494<\/td>\n14.50<\/td>\n4<\/td>\n1.6321 %<\/td>\n1,532.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0434 %<\/td>\n3,445.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.88 %<\/td>\n4.93 %<\/td>\n64,770<\/td>\n3.86<\/td>\n7<\/td>\n1.0434 %<\/td>\n4,114.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0434 %<\/td>\n3,210.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5635 %<\/td>\n2,998.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.63 %<\/td>\n5.79 %<\/td>\n81,023<\/td>\n14.22<\/td>\n35<\/td>\n0.5635 %<\/td>\n3,215.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.31 %<\/td>\n5.21 %<\/td>\n172,535<\/td>\n14.71<\/td>\n83<\/td>\n1.2042 %<\/td>\n1,810.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.37 %<\/td>\n5.58 %<\/td>\n90,630<\/td>\n14.32<\/td>\n27<\/td>\n1.2900 %<\/td>\n3,189.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.92 %<\/td>\n4.90 %<\/td>\n48,150<\/td>\n15.71<\/td>\n3<\/td>\n1.7107 %<\/td>\n1,769.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2042 %<\/td>\n2,503.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.99 %<\/td>\n3.59 %<\/td>\n138,729<\/td>\n1.60<\/td>\n2<\/td>\n0.0411 %<\/td>\n2,771.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.55 %<\/td>\n5.22 %<\/td>\n123,972<\/td>\n14.84<\/td>\n22<\/td>\n0.9692 %<\/td>\n1,825.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-9.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.01
\nEvaluated at bid price : 14.01
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 17.29
\nEvaluated at bid price : 17.29
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 12.39
\nEvaluated at bid price : 12.39
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 23.05
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 10.84
\nEvaluated at bid price : 10.84
\nBid-YTW : 9.11 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.45
\nEvaluated at bid price : 14.45
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.73
\nEvaluated at bid price : 14.73
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.15
\nEvaluated at bid price : 14.15
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 11.41
\nEvaluated at bid price : 11.41
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.33
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 13.42
\nEvaluated at bid price : 13.42
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.45
\nEvaluated at bid price : 14.45
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.52
\nEvaluated at bid price : 16.52
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.34
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.94
\nEvaluated at bid price : 14.94
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.70
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 9.76
\nEvaluated at bid price : 9.76
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 7.50
\nEvaluated at bid price : 7.50
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 8.95
\nEvaluated at bid price : 8.95
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 7.53
\nEvaluated at bid price : 7.53
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.94
\nEvaluated at bid price : 16.94
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 7.63
\nEvaluated at bid price : 7.63
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 9.70
\nEvaluated at bid price : 9.70
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 8.75
\nEvaluated at bid price : 8.75
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n3.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.14
\nEvaluated at bid price : 21.14
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.29
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.48
\nEvaluated at bid price : 14.48
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 8.83 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n3.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 11.10
\nEvaluated at bid price : 11.10
\nBid-YTW : 8.82 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.04
\nEvaluated at bid price : 21.04
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n4.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n4.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n4.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 12.05
\nEvaluated at bid price : 12.05
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.09
\nEvaluated at bid price : 16.09
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n5.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.89
\nEvaluated at bid price : 16.89
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n5.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.77
\nEvaluated at bid price : 15.77
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n6.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n6.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 12.08
\nEvaluated at bid price : 12.08
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n7.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n13.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 9.27
\nEvaluated at bid price : 9.27
\nBid-YTW : 5.44 %<\/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.B<\/td>\nDeemed-Retractible<\/td>\n224,990<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n102,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n47,768<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n41,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 15.12
\nEvaluated at bid price : 15.12
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n36,490<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.04
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n27,002<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
There were 20 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
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.01 – 15.89
\nSpot Rate : 1.8800
\nAverage : 1.1974<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.01
\nEvaluated at bid price : 14.01
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.40 – 24.80
\nSpot Rate : 2.4000
\nAverage : 1.7571<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 9.31 – 11.00
\nSpot Rate : 1.6900
\nAverage : 1.0894<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 9.31
\nEvaluated at bid price : 9.31
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 14.25 – 15.50
\nSpot Rate : 1.2500
\nAverage : 0.8478<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 17.75 – 18.64
\nSpot Rate : 0.8900
\nAverage : 0.5498<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 16.40 – 17.18
\nSpot Rate : 0.7800
\nAverage : 0.4881<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-12
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Click for Big TXPR closed at 528.14, up 0.82% on the day. Volume today was 1.57-million, third-lowest of the past thirty days, ahead of only May 19 and May 21. CPD closed at 10.59, up …<\/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-40975","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40975","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=40975"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40975\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40975"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40975"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40975"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}