{"id":43511,"date":"2022-06-02T19:03:54","date_gmt":"2022-06-03T00:03:54","guid":{"rendered":"https:\/\/prefblog.com\/?p=43511"},"modified":"2022-06-02T19:03:54","modified_gmt":"2022-06-03T00:03:54","slug":"june-2-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43511","title":{"rendered":"June 2, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 654.46<\/a>, up 0.52% on the day. Volume today was 2.05-million, well above the median of the past 21 trading days.<\/p>\n

CPD closed at 13.005<\/a>, up 0.42% on the day. Volume was 108,070, above the median of the past 21 trading days.<\/p>\n

ZPR closed at 10.82<\/a> unchanged on the day. Volume of 200,710 was well above the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were up to 2.93%<\/a> today.<\/p>\n

BoC Deputy Governor Paul Beaudry warned of a much higher policy rate<\/a>:<\/p>\n

Bank officials have previously said they intend to get the benchmark rate to a \u201cneutral\u201d level of between 2 per cent and 3 per cent relatively quickly. In a speech on Thursday, deputy governor Paul Beaudry said there is a growing probability that the bank will need to move to the top end of this range or above.<\/p>\n

\u201cPrice pressures are broadening and inflation is much higher than we expected and likely to go higher still before easing,\u201d Mr. Beaudry said, according to the prepared English version of a speech delivered to the Chambre de commerce de Gatineau.<\/p>\n

\u201cThis raises the likelihood that we may need to raise the policy rate to the top end or above the neutral range to bring demand and supply into balance and keep inflation expectations well anchored.\u201d<\/p><\/blockquote>\n

So brace yourselves!<\/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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2098 %<\/td>\n2,678.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2098 %<\/td>\n5,137.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.64 %<\/td>\n4.71 %<\/td>\n43,733<\/td>\n15.95<\/td>\n3<\/td>\n1.2098 %<\/td>\n2,960.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1652 %<\/td>\n3,522.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.75 %<\/td>\n37,129<\/td>\n3.22<\/td>\n8<\/td>\n0.1652 %<\/td>\n4,206.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1652 %<\/td>\n3,282.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.78 %<\/td>\n-13.68 %<\/td>\n64,354<\/td>\n0.09<\/td>\n2<\/td>\n-0.0790 %<\/td>\n2,991.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.57 %<\/td>\n5.66 %<\/td>\n61,945<\/td>\n14.37<\/td>\n34<\/td>\n0.0967 %<\/td>\n3,334.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.43 %<\/td>\n5.83 %<\/td>\n122,823<\/td>\n14.16<\/td>\n57<\/td>\n0.3455 %<\/td>\n2,635.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.51 %<\/td>\n5.52 %<\/td>\n95,154<\/td>\n14.65<\/td>\n19<\/td>\n-0.0374 %<\/td>\n3,267.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.87 %<\/td>\n5.10 %<\/td>\n51,491<\/td>\n15.39<\/td>\n2<\/td>\n-0.3623 %<\/td>\n2,678.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.02 %<\/td>\n4.55 %<\/td>\n111,632<\/td>\n2.03<\/td>\n9<\/td>\n0.3579 %<\/td>\n2,629.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3455 %<\/td>\n2,693.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.31 %<\/td>\n5.80 %<\/td>\n72,108<\/td>\n14.40<\/td>\n15<\/td>\n0.0031 %<\/td>\n2,784.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-4.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-3.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.41
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.05
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 24.85
\nEvaluated at bid price : 25.06
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.23
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : -13.68 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 24.02
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 24.02
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 13.95
\nEvaluated at bid price : 13.95
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.74
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 19.43
\nEvaluated at bid price : 19.43
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
PVS.PR.I<\/td>\nSplitShare<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.41
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.13
\nEvaluated at bid price : 21.13
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n4.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n5.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 20.08
\nEvaluated at bid price : 20.08
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n8.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.82
\nBid-YTW : 5.74 %<\/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.E<\/td>\nFixedReset Disc<\/td>\n72,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n59,512<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.05
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n57,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n51,649<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n33,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 23.94
\nEvaluated at bid price : 24.73
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n32,245<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
There were 12 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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.95 – 24.84
\nSpot Rate : 4.8900
\nAverage : 4.1340<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.00 – 23.50
\nSpot Rate : 1.5000
\nAverage : 0.9106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 23.45 – 24.99
\nSpot Rate : 1.5400
\nAverage : 0.9641<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.74 – 24.23
\nSpot Rate : 1.4900
\nAverage : 0.9225<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.74
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.80 – 23.50
\nSpot Rate : 3.7000
\nAverage : 3.1784<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.95 – 25.10
\nSpot Rate : 1.1500
\nAverage : 0.6996<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-02
\nMaturity Price : 23.61
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 654.46, up 0.52% on the day. Volume today was 2.05-million, well above the median of the past 21 trading days. CPD closed at 13.005, up 0.42% on the day. Volume was 108,070, …<\/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-43511","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43511","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=43511"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43511\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43511"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43511"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43511"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}