{"id":43374,"date":"2022-05-05T21:08:07","date_gmt":"2022-05-06T02:08:07","guid":{"rendered":"https:\/\/prefblog.com\/?p=43374"},"modified":"2022-05-05T21:08:07","modified_gmt":"2022-05-06T02:08:07","slug":"may-5-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43374","title":{"rendered":"May 5, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 627.81<\/a>, down 0.74% on the day. Volume today was 1.50-million, third-lowest of the past 21 trading days, ahead of only April 14 and April 18. We are still hanging around price levels experienced on April 25<\/a>.<\/p>\n

CPD closed at 12.48<\/a>, down 0.48% on the day. Volume was 121,280, near the median of the past 21 trading days.<\/p>\n

ZPR closed at 10.45<\/a> down 0.38% on the day. Volume of 302,360 was well above the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were up 10bp to 2.88%<\/a> today.<\/p>\n

It was a wild day for the markets<\/a>:<\/p>\n

Stocks dove on Thursday, erasing gains from their best day since 2020 in a swing that highlights Wall Street\u2019s heightened anxiety over what the Federal Reserve\u2019s campaign to slow inflation will mean for the economy.<\/p>\n

The S&P 500 fell 3.6 percent, after surging 3 percent on Wednesday. The Nasdaq composite slid 5 percent, its biggest drop since June 2020.<\/p>\n

The volatility was on display in other financial markets, too. Yields on government bonds spiked, with the rate on 10-year U.S. Treasury notes, a benchmark for borrowing costs across the economy, climbing above 3 percent and touching its highest level since 2018, reversing a drop on Wednesday.<\/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>\n3.75 %<\/td>\n4.39 %<\/td>\n22,816<\/td>\n18.59<\/td>\n1<\/td>\n1.8519 %<\/td>\n2,585.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1263 %<\/td>\n4,866.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.24 %<\/td>\n4.28 %<\/td>\n49,593<\/td>\n16.83<\/td>\n3<\/td>\n0.1263 %<\/td>\n2,804.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.5705 %<\/td>\n3,502.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.86 %<\/td>\n5.38 %<\/td>\n33,960<\/td>\n3.30<\/td>\n8<\/td>\n-1.5705 %<\/td>\n4,182.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.5705 %<\/td>\n3,263.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.94 %<\/td>\n5.97 %<\/td>\n62,129<\/td>\n13.94<\/td>\n1<\/td>\n-0.0402 %<\/td>\n2,940.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.76 %<\/td>\n5.84 %<\/td>\n64,049<\/td>\n14.11<\/td>\n35<\/td>\n-0.3165 %<\/td>\n3,222.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.56 %<\/td>\n5.89 %<\/td>\n133,661<\/td>\n14.04<\/td>\n59<\/td>\n-0.3705 %<\/td>\n2,542.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.69 %<\/td>\n5.77 %<\/td>\n102,473<\/td>\n14.19<\/td>\n20<\/td>\n-0.2320 %<\/td>\n3,151.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.77 %<\/td>\n5.00 %<\/td>\n67,000<\/td>\n15.47<\/td>\n2<\/td>\n-1.2188 %<\/td>\n2,631.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n4.85 %<\/td>\n140,664<\/td>\n2.10<\/td>\n9<\/td>\n-0.4672 %<\/td>\n2,603.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3705 %<\/td>\n2,599.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.57 %<\/td>\n6.16 %<\/td>\n83,824<\/td>\n13.98<\/td>\n15<\/td>\n-0.2771 %<\/td>\n2,627.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-7.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.61
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-4.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-4.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-3.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-3.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 13.70
\nEvaluated at bid price : 13.70
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 16.98
\nEvaluated at bid price : 16.98
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.69
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 19.53
\nEvaluated at bid price : 19.53
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 24.15
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.31
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n5.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n7.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 6.16 %<\/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
RS.PR.A<\/td>\nSplitShare<\/td>\n82,100<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 9.98
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n50,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n30,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n28,060<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n22,254<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n22,054<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
There were 19 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
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.00 – 24.00
\nSpot Rate : 2.0000
\nAverage : 1.3855<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 21.61
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.15 – 16.00
\nSpot Rate : 1.8500
\nAverage : 1.3120<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 14.15
\nEvaluated at bid price : 14.15
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.65 – 20.99
\nSpot Rate : 1.3400
\nAverage : 0.8074<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 24.10 – 25.70
\nSpot Rate : 1.6000
\nAverage : 1.1098<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.53 – 22.25
\nSpot Rate : 1.7200
\nAverage : 1.2698<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.05 – 20.40
\nSpot Rate : 1.3500
\nAverage : 0.9084<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-05
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 627.81, down 0.74% on the day. Volume today was 1.50-million, third-lowest of the past 21 trading days, ahead of only April 14 and April 18. We are still hanging around price levels …<\/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-43374","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43374","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=43374"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43374\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43374"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43374"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43374"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}