{"id":43325,"date":"2022-04-26T20:32:09","date_gmt":"2022-04-27T01:32:09","guid":{"rendered":"https:\/\/prefblog.com\/?p=43325"},"modified":"2022-04-26T20:32:09","modified_gmt":"2022-04-27T01:32:09","slug":"april-26-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43325","title":{"rendered":"April 26, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 616.88<\/a>, hitting a new 52-week low on the day, down 1.02% on the day. Volume today was 2.54-million, above the median of the past 21 trading days.<\/p>\n

CPD closed at 12.23<\/a>, hitting a new 52-week low on the day, down 1.29% on the day. Volume was 117,270, third-highest of the past 21 trading days, behind April 7<\/a> and April 8<\/a>.<\/p>\n

ZPR closed at 10.27<\/a>, hitting a new 52-week low on the day, down 1.91% on the day. Volume of 378,350 was well above the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were down 12bp to 2.60%<\/a> today.<\/p>\n

It wasn’t much fun anywhere<\/a>:<\/p>\n

The tech-heavy Nasdaq index has now fallen 22% from its record high close last November, meeting the definition of a bear market which begins with a decline of 20% from recent highs.
\n…<\/b>
\nTesla contributed more than any other stock to the S&P 500 and Nasdaq\u2019s steep declines. Tesla slumped 12% after investors worried that chief executive Elon Musk might sell some of his stake in the electric car maker to help pay for his $44 billion deal to buy Twitter, announced on Monday.
\n…<\/b>
\nIn Canada S&P\/TSX composite index ended down 321.08 points, or 1.5%, at 20,690.81.
\n…<\/b>
\nThe Toronto market\u2019s technology sector fell 3.7%, while heavily-weighted financials ended 1.8% lower.<\/p>\n

The industrials group was down 1.7%, weighed by a 7.3% decline for shares of Air Canada after the airline reported a larger-than-expected quarterly loss and said it is adding capacity to meet a rebound in spring traffic.<\/p>\n

Energy was a bright spot, gaining 0.8% as oil prices rallied. U.S. crude oil futures settled 3.2% higher at $101.70 a barrel.<\/p><\/blockquote>\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>\n3.68 %<\/td>\n4.36 %<\/td>\n25,559<\/td>\n18.70<\/td>\n1<\/td>\n-2.1739 %<\/td>\n2,564.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7846 %<\/td>\n4,830.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.22 %<\/td>\n4.30 %<\/td>\n34,033<\/td>\n16.81<\/td>\n4<\/td>\n-0.7846 %<\/td>\n2,783.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6259 %<\/td>\n3,542.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n5.11 %<\/td>\n48,641<\/td>\n3.45<\/td>\n6<\/td>\n-0.6259 %<\/td>\n4,230.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6259 %<\/td>\n3,300.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.83 %<\/td>\n5.97 %<\/td>\n74,009<\/td>\n13.94<\/td>\n16<\/td>\n0.1719 %<\/td>\n2,929.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.85 %<\/td>\n5.93 %<\/td>\n67,110<\/td>\n13.96<\/td>\n17<\/td>\n0.2600 %<\/td>\n3,170.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.66 %<\/td>\n5.98 %<\/td>\n132,886<\/td>\n14.19<\/td>\n49<\/td>\n-2.4485 %<\/td>\n2,465.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.75 %<\/td>\n5.93 %<\/td>\n99,068<\/td>\n14.01<\/td>\n20<\/td>\n0.3032 %<\/td>\n3,119.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.62 %<\/td>\n4.98 %<\/td>\n67,133<\/td>\n15.53<\/td>\n2<\/td>\n-1.2154 %<\/td>\n2,638.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.92 %<\/td>\n5.20 %<\/td>\n144,708<\/td>\n2.13<\/td>\n19<\/td>\n-0.3477 %<\/td>\n2,621.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.4485 %<\/td>\n2,520.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.65 %<\/td>\n5.94 %<\/td>\n84,534<\/td>\n14.04<\/td>\n15<\/td>\n-1.3589 %<\/td>\n2,581.2<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-6.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-5.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-5.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-5.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-4.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-4.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-3.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 17.11
\nEvaluated at bid price : 17.11
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.33
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-3.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 18.62
\nEvaluated at bid price : 18.62
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-3.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 14.41
\nEvaluated at bid price : 14.41
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.77
\nEvaluated at bid price : 20.77
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.38
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.34
\nEvaluated at bid price : 20.34
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.16
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n-2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.04
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 23.50
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 17.88
\nEvaluated at bid price : 17.88
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 13.03
\nEvaluated at bid price : 13.03
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.07
\nEvaluated at bid price : 20.07
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 16.51
\nEvaluated at bid price : 16.51
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.41
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 13.09
\nEvaluated at bid price : 13.09
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 13.14
\nEvaluated at bid price : 13.14
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 23.52
\nEvaluated at bid price : 24.08
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.62
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.61
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.64
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 24.15
\nEvaluated at bid price : 24.40
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Premium<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.65
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 14.41
\nEvaluated at bid price : 14.41
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n5.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 14.17
\nEvaluated at bid price : 14.17
\nBid-YTW : 6.20 %<\/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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n301,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n35,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Premium<\/td>\n34,706<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n31,854<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n29,354<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n27,338<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
There were 34 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.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.10 – 24.00
\nSpot Rate : 1.9000
\nAverage : 1.1891<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 21.90 – 24.00
\nSpot Rate : 2.1000
\nAverage : 1.4065<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.80 – 23.74
\nSpot Rate : 1.9400
\nAverage : 1.3342<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 22.00
\nSpot Rate : 1.5000
\nAverage : 0.9074<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 22.33 – 23.80
\nSpot Rate : 1.4700
\nAverage : 0.9124<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.33
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.35 – 23.23
\nSpot Rate : 1.8800
\nAverage : 1.3878<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-04-26
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 616.88, hitting a new 52-week low on the day, down 1.02% on the day. Volume today was 2.54-million, above the median of the past 21 trading days. CPD closed at 12.23, 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-43325","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43325","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=43325"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43325\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43325"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43325"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43325"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}