{"id":42929,"date":"2022-01-25T22:24:23","date_gmt":"2022-01-26T03:24:23","guid":{"rendered":"http:\/\/prefblog.com\/?p=42929"},"modified":"2022-01-25T22:24:23","modified_gmt":"2022-01-26T03:24:23","slug":"january-24-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42929","title":{"rendered":"January 24, 2022"},"content":{"rendered":"

Sorry this is late! A server problem knocked out the website on Saturday morning and took my eMail with it, which was exciting.<\/p>\n

So I’m back to where I was on Friday, trying to figure out why commenting doesn’t work. Something to do with the damn SSL certificates, I think. But we’ll see.<\/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>\n3.02 %<\/td>\n3.49 %<\/td>\n41,270<\/td>\n20.06<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,891.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7240 %<\/td>\n5,435.6<\/td>\n<\/tr>\n
Floater<\/td>\n2.93 %<\/td>\n2.95 %<\/td>\n54,642<\/td>\n19.86<\/td>\n3<\/td>\n-0.7240 %<\/td>\n3,132.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1760 %<\/td>\n3,652.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.40 %<\/td>\n30,399<\/td>\n3.56<\/td>\n6<\/td>\n-0.1760 %<\/td>\n4,361.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1760 %<\/td>\n3,402.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.17 %<\/td>\n-5.88 %<\/td>\n52,295<\/td>\n0.09<\/td>\n24<\/td>\n-0.1470 %<\/td>\n3,247.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72 %<\/td>\n4.82 %<\/td>\n53,091<\/td>\n15.75<\/td>\n7<\/td>\n0.4452 %<\/td>\n3,856.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.96 %<\/td>\n4.10 %<\/td>\n118,712<\/td>\n16.58<\/td>\n46<\/td>\n-0.9164 %<\/td>\n2,870.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n4.59 %<\/td>\n84,415<\/td>\n15.76<\/td>\n17<\/td>\n-0.3261 %<\/td>\n3,647.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.89 %<\/td>\n3.22 %<\/td>\n41,001<\/td>\n19.18<\/td>\n2<\/td>\n-1.8827 %<\/td>\n2,918.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.75 %<\/td>\n3.48 %<\/td>\n104,301<\/td>\n1.83<\/td>\n25<\/td>\n-0.4082 %<\/td>\n2,717.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.9164 %<\/td>\n2,934.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.11 %<\/td>\n3.96 %<\/td>\n68,845<\/td>\n16.73<\/td>\n17<\/td>\n-0.9058 %<\/td>\n2,956.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 2.94 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.66
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.62
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Premium<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.96
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.17
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 18.53
\nEvaluated at bid price : 18.53
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.17
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.59
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.59
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.78
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.95
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.02
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.72
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.25
\nEvaluated at bid price : 24.36
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.52
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.20
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.70
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.03
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.91
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.64
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -7.61 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.91
\nEvaluated at bid price : 25.16
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.90
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.63
\nEvaluated at bid price : 24.89
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.59
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.83
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.46
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.39
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.62
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n3.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.87
\nBid-YTW : 3.98 %<\/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
SLF.PR.J<\/td>\nFloatingReset<\/td>\n54,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n52,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.52
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n47,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n34,280<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 1.60 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Premium<\/td>\n28,422<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 24.92
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n22,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
There were 17 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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.05 – 18.68
\nSpot Rate : 0.6300
\nAverage : 0.4302<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 23.62 – 24.15
\nSpot Rate : 0.5300
\nAverage : 0.3373<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.62
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.75 – 23.50
\nSpot Rate : 0.7500
\nAverage : 0.5663<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

RY.PR.S<\/td>\nFixedReset Prem<\/td>\nQuote: 25.08 – 25.53
\nSpot Rate : 0.4500
\nAverage : 0.2746<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 23.59
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.66 – 24.19
\nSpot Rate : 0.5300
\nAverage : 0.3600<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-24
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.66
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n

ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.30 – 25.62
\nSpot Rate : 0.3200
\nAverage : 0.2073<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -7.61 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is late! A server problem knocked out the website on Saturday morning and took my eMail with it, which was exciting. So I’m back to where I was on Friday, trying to figure …<\/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-42929","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42929","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=42929"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42929\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42929"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42929"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42929"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}