{"id":43567,"date":"2022-06-08T19:05:41","date_gmt":"2022-06-09T00:05:41","guid":{"rendered":"https:\/\/prefblog.com\/?p=43567"},"modified":"2022-06-08T19:05:41","modified_gmt":"2022-06-09T00:05:41","slug":"june-8-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43567","title":{"rendered":"June 8, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 653.02<\/a>, down 0.75% on the day. Volume today was 2.67-million, second-highest of the past 21 trading days.<\/p>\n

CPD closed at 12.99<\/a>, down 0.76% on the day. Volume was 94,770, above the median of the past 21 trading days.<\/p>\n

ZPR closed at 10.84<\/a> down 1.00% on the day. Volume of 392,410 second-highest of the past 21 trading days.<\/p>\n

Five-year Canada yields were up to 3.23%<\/a> today. These bonds are on sale this week!<\/p>\n

PerpetualDiscounts now yield 5.70%, equivalent to 7.41% interest at the standard equivalency factor of 1.3x. Long corporates<\/a> now yield 4.94%, so the pre-tax interest-equivalent spread (in this context, the \u201cSeniority Spread\u201d) has narrowed slightly (and perhaps spuriously) to 245bp from the 250bp reported June 1<\/a>.<\/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>\n0.0000 %<\/td>\n2,691.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n5,161.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.62 %<\/td>\n4.69 %<\/td>\n44,616<\/td>\n15.97<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,974.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0227 %<\/td>\n3,539.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.93 %<\/td>\n34,996<\/td>\n3.21<\/td>\n8<\/td>\n0.0227 %<\/td>\n4,226.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0227 %<\/td>\n3,298.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.78 %<\/td>\n-12.59 %<\/td>\n69,682<\/td>\n0.08<\/td>\n2<\/td>\n-0.0198 %<\/td>\n2,990.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.61 %<\/td>\n5.70 %<\/td>\n61,469<\/td>\n14.28<\/td>\n34<\/td>\n-0.7928 %<\/td>\n3,305.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.41 %<\/td>\n6.02 %<\/td>\n128,421<\/td>\n14.01<\/td>\n57<\/td>\n-0.6823 %<\/td>\n2,647.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.56 %<\/td>\n5.61 %<\/td>\n89,162<\/td>\n14.52<\/td>\n19<\/td>\n-0.9607 %<\/td>\n3,233.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.91 %<\/td>\n5.13 %<\/td>\n49,588<\/td>\n15.32<\/td>\n2<\/td>\n-0.5926 %<\/td>\n2,723.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.02 %<\/td>\n4.66 %<\/td>\n126,891<\/td>\n2.02<\/td>\n9<\/td>\n-0.3727 %<\/td>\n2,628.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6823 %<\/td>\n2,706.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.32 %<\/td>\n5.89 %<\/td>\n73,447<\/td>\n14.17<\/td>\n15<\/td>\n-0.5600 %<\/td>\n2,778.8<\/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\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
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-9.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-7.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-6.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-6.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 15.51
\nEvaluated at bid price : 15.51
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-5.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.11
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-4.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.79
\nEvaluated at bid price : 22.29
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.92
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.58
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.01
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.01
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.40
\nEvaluated at bid price : 23.69
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.47
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.62
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.01
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.52
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.40
\nEvaluated at bid price : 23.69
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.33
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.16
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.45
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.94
\nEvaluated at bid price : 24.35
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.81
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.79
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n7.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n12.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 6.46 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n252,170<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.01
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n90,613<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n84,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n72,840<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n60,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n45,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
There were 29 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
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 20.05 – 24.20
\nSpot Rate : 4.1500
\nAverage : 3.0561<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.25 – 25.00
\nSpot Rate : 8.7500
\nAverage : 7.8492<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.06 – 20.80
\nSpot Rate : 1.7400
\nAverage : 1.0577<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.11 – 24.60
\nSpot Rate : 1.4900
\nAverage : 0.9592<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.11
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.51 – 24.00
\nSpot Rate : 1.4900
\nAverage : 0.9598<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 22.00 – 23.05
\nSpot Rate : 1.0500
\nAverage : 0.6302<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-08
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 653.02, down 0.75% on the day. Volume today was 2.67-million, second-highest of the past 21 trading days. CPD closed at 12.99, down 0.76% on the day. Volume was 94,770, above the median …<\/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-43567","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43567","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=43567"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43567\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43567"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43567"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43567"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}