{"id":43307,"date":"2022-04-21T19:53:48","date_gmt":"2022-04-22T00:53:48","guid":{"rendered":"https:\/\/prefblog.com\/?p=43307"},"modified":"2022-04-21T19:53:48","modified_gmt":"2022-04-22T00:53:48","slug":"april-21-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43307","title":{"rendered":"April 21, 2022"},"content":{"rendered":"

The five year Canada yield shot up to 2.84%<\/a> today, up about 9bp. The three-month bill is at 1.212%, which looks an awful lot to me as if the market is bracing for another 50bp hike in the policy rate at the June 1 setting.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref\u2122 Preferred Indices
\nThese values reflect the December 2008 revision of the HIMIPref\u2122 Indices<\/strong>
\nValues are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
\nCurrent
\nYield
\n(at bid)<\/td>\n		Median
\nYTW<\/td>\n		Median
\nAverage
\nTrading
\nValue<\/td>\n		Median
\nMod Dur
\n(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n3.84 %<\/td>\n4.62 %<\/td>\n25,298<\/td>\n18.45<\/td>\n1<\/td>\n-8.1081 %<\/td>\n2,421.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1220 %<\/td>\n5,049.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.03 %<\/td>\n4.10 %<\/td>\n34,650<\/td>\n17.22<\/td>\n4<\/td>\n-1.1220 %<\/td>\n2,910.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0928 %<\/td>\n3,624.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.49 %<\/td>\n42,352<\/td>\n3.48<\/td>\n6<\/td>\n0.0928 %<\/td>\n4,328.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0928 %<\/td>\n3,377.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n5.68 %<\/td>\n70,380<\/td>\n14.31<\/td>\n16<\/td>\n-0.8168 %<\/td>\n3,042.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.59 %<\/td>\n5.65 %<\/td>\n63,611<\/td>\n14.39<\/td>\n17<\/td>\n-0.5498 %<\/td>\n3,317.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.42 %<\/td>\n5.88 %<\/td>\n122,681<\/td>\n14.37<\/td>\n49<\/td>\n0.5514 %<\/td>\n2,596.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.54 %<\/td>\n5.60 %<\/td>\n87,427<\/td>\n14.47<\/td>\n20<\/td>\n-0.9206 %<\/td>\n3,240.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.32 %<\/td>\n4.63 %<\/td>\n58,240<\/td>\n16.18<\/td>\n2<\/td>\n1.3918 %<\/td>\n2,719.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.87 %<\/td>\n4.40 %<\/td>\n145,240<\/td>\n2.15<\/td>\n19<\/td>\n0.0503 %<\/td>\n2,647.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5514 %<\/td>\n2,654.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.45 %<\/td>\n5.93 %<\/td>\n84,215<\/td>\n14.05<\/td>\n15<\/td>\n1.5751 %<\/td>\n2,696.7<\/td>\n<\/tr>\n<\/tbody>\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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n-8.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-4.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Premium<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.59
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Premium<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.26
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 23.29
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 24.18
\nEvaluated at bid price : 24.44
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.05
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 13.65
\nEvaluated at bid price : 13.65
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 14.10
\nEvaluated at bid price : 14.10
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.76
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 24.04
\nEvaluated at bid price : 24.60
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n30.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.43
\nEvaluated at bid price : 22.89
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n71.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
\nTraded<\/td>\n		Notes<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n332,515<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n174,203<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 3.15 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n66,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n58,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n53,820<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n31,510<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
There were 22 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\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
BAM.PR.E<\/td>\nRatchet<\/td>\nQuote: 17.00 – 19.00
\nSpot Rate : 2.0000
\nAverage : 1.3507<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 22.98 – 24.76
\nSpot Rate : 1.7800
\nAverage : 1.1382<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 22.69
\nEvaluated at bid price : 22.98
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 22.21 – 23.70
\nSpot Rate : 1.4900
\nAverage : 0.9171<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.21
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.25 – 22.25
\nSpot Rate : 1.0000
\nAverage : 0.6279<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.35 – 21.40
\nSpot Rate : 1.0500
\nAverage : 0.6783<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 18.55 – 20.05
\nSpot Rate : 1.5000
\nAverage : 1.1779<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-21
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

The five year Canada yield shot up to 2.84% today, up about 9bp. The three-month bill is at 1.212%, which looks an awful lot to me as if the market is bracing for another 50bp …<\/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-43307","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43307","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=43307"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43307\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43307"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43307"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43307"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}