{"id":43310,"date":"2022-04-22T20:13:23","date_gmt":"2022-04-23T01:13:23","guid":{"rendered":"https:\/\/prefblog.com\/?p=43310"},"modified":"2022-04-22T20:13:23","modified_gmt":"2022-04-23T01:13:23","slug":"43310","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43310","title":{"rendered":"April 22, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 633.74<\/a>, hitting a new 52-week low on the day, down 1.12% on the day. Volume today was 1.87-million, around the median of the past 21 trading days.<\/p>\n

CPD closed at 12.60<\/a>, hitting a new 52-week low on the day, down 1.10% on the day. Volume was 103,470, at the high end of the past 21 trading days.<\/p>\n

ZPR closed at 10.60<\/a>, hitting a new 52-week low on the day, down 0.28% on the day. Volume of 396,070 was third-highest of the past 21 trading days, behind April 7<\/a> (another horrible day) and March 31<\/a>.<\/p>\n

Five-year Canada yields were down 2bp to 2.82%<\/a> today.<\/p>\n

But it was a horrible day everywhere<\/a>:<\/p>\n

Wall Street tumbled more than 2.5% on Friday, ensuring the three main benchmarks ended in negative territory for the week, as surprise earnings news and increased certainty around aggressive near-term interest rate rises took its toll on investors. The TSX, fully swept up in the action, was down more than 2% – its worst day of 2022.<\/p>\n

It was the third straight week of losses for both the S&P 500 and the Nasdaq, while the Dow Jones posted its fourth weekly decline in a row.<\/p>\n

For the Dow, its 2.82% drop on Friday was its biggest one-day fall since October 2020.<\/p>\n

The S&P\/TSX Composite Index ended down 464.03 points, or 2.1%, at 21,186.38, its biggest decline since last November and its lowest closing level since March 1. For the week, the index was down 3.1%.
\n…<\/b>
\nCanadian economic data showed the largest monthly gain in producer prices since the series began in January 1956.<\/p><\/blockquote>\n

Still, I consider it only a matter of time before the world wakes up and looks at the yields available. I mean, Holy Smokes, 6.97% on TRP.PR.C, based on a bid of 13.75 and GOC-5 at a constant 2.88%. Five TRP issues lead the rankings of non-insurance FixedReset (Discount) yields, with issues from BAM, FTS, PWF, GWO, IFC, MFC and CU all yielding comfortably over 6% at their bid price with the same assumption regarding five-year yields. 6% as a dividend! Add SLF to the list with an asterisk, the quote on SLF.PR.G is lousy, but at the closing price it yields well over 6%. It’s ridiculous!<\/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>\n3.50 %<\/td>\n4.11 %<\/td>\n25,234<\/td>\n19.05<\/td>\n1<\/td>\n10.2941 %<\/td>\n2,671.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6390 %<\/td>\n4,967.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.10 %<\/td>\n4.15 %<\/td>\n34,112<\/td>\n17.12<\/td>\n4<\/td>\n-1.6390 %<\/td>\n2,862.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4038 %<\/td>\n3,609.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.76 %<\/td>\n41,706<\/td>\n3.47<\/td>\n6<\/td>\n-0.4038 %<\/td>\n4,310.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4038 %<\/td>\n3,363.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.78 %<\/td>\n5.85 %<\/td>\n74,187<\/td>\n14.11<\/td>\n16<\/td>\n-2.9171 %<\/td>\n2,953.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.73 %<\/td>\n5.83 %<\/td>\n64,210<\/td>\n14.14<\/td>\n17<\/td>\n-2.5111 %<\/td>\n3,234.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.47 %<\/td>\n5.92 %<\/td>\n123,550<\/td>\n14.23<\/td>\n49<\/td>\n-1.1026 %<\/td>\n2,567.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.70 %<\/td>\n5.81 %<\/td>\n91,898<\/td>\n14.15<\/td>\n20<\/td>\n-2.9398 %<\/td>\n3,145.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.39 %<\/td>\n4.71 %<\/td>\n60,765<\/td>\n16.04<\/td>\n2<\/td>\n-1.5816 %<\/td>\n2,676.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.90 %<\/td>\n4.75 %<\/td>\n144,092<\/td>\n2.14<\/td>\n19<\/td>\n-0.4732 %<\/td>\n2,634.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1026 %<\/td>\n2,624.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.50 %<\/td>\n5.97 %<\/td>\n83,353<\/td>\n14.05<\/td>\n15<\/td>\n-1.0155 %<\/td>\n2,669.4<\/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\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\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
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\n-15.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-10.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-10.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-6.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.83
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-4.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-4.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-4.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-4.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-4.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n-3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.23
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-3.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Premium<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.52
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.42
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.19
\nEvaluated at bid price : 23.77
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Premium<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.05
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.58
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Premium<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.48
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.76
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.22
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 13.51
\nEvaluated at bid price : 13.51
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Premium<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 16.88
\nEvaluated at bid price : 16.88
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.04
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 13.09
\nEvaluated at bid price : 13.09
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.04
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 15.83
\nEvaluated at bid price : 15.83
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 23.50
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n10.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.11 %<\/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
BMO.PR.D<\/td>\nFixedReset Prem<\/td>\n38,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n32,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n30,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.04
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n30,375<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.57
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n30,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n27,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
There were 31 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
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 21.00 – 24.65
\nSpot Rate : 3.6500
\nAverage : 2.0333<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 22.32
\nSpot Rate : 2.3200
\nAverage : 1.4822<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.00 – 16.00
\nSpot Rate : 2.0000
\nAverage : 1.2553<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 21.90 – 23.60
\nSpot Rate : 1.7000
\nAverage : 1.0805<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 21.87 – 23.90
\nSpot Rate : 2.0300
\nAverage : 1.4992<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.87
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.90 – 21.30
\nSpot Rate : 1.4000
\nAverage : 0.9677<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-22
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 633.74, hitting a new 52-week low on the day, down 1.12% on the day. Volume today was 1.87-million, around the median of the past 21 trading days. CPD closed at 12.60, hitting …<\/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-43310","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43310","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=43310"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43310\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43310"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43310"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43310"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}