{"id":43697,"date":"2022-06-24T20:20:33","date_gmt":"2022-06-25T01:20:33","guid":{"rendered":"https:\/\/prefblog.com\/?p=43697"},"modified":"2022-06-24T20:20:33","modified_gmt":"2022-06-25T01:20:33","slug":"june-24-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43697","title":{"rendered":"June 24, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 619.18<\/a>, up 1.53% on the day. Volume today was 781,400, second-lowest of the past 21 trading days.<\/p>\n

CPD closed at 12.24<\/a>, unchanged on the day. Volume was 125,610, third-highest of the past 21 trading days.<\/p>\n

ZPR closed at 10.30<\/a> up 0.78% on the day. Volume of 142,060 was third-lowest of the past 21 trading days.<\/p>\n

Five-year Canada yields were up a bit to 3.24%<\/a> today.<\/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>\n0.5116 %<\/td>\n2,515.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5116 %<\/td>\n4,825.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.94 %<\/td>\n4.95 %<\/td>\n49,665<\/td>\n15.60<\/td>\n3<\/td>\n0.5116 %<\/td>\n2,780.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3458 %<\/td>\n3,450.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n5.57 %<\/td>\n44,993<\/td>\n3.16<\/td>\n8<\/td>\n0.3458 %<\/td>\n4,120.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3458 %<\/td>\n3,214.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n6.02 %<\/td>\n6.11 %<\/td>\n77,414<\/td>\n13.65<\/td>\n2<\/td>\n0.5176 %<\/td>\n2,869.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.98 %<\/td>\n6.07 %<\/td>\n66,443<\/td>\n13.77<\/td>\n34<\/td>\n0.9200 %<\/td>\n3,105.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.66 %<\/td>\n6.40 %<\/td>\n119,220<\/td>\n13.53<\/td>\n57<\/td>\n0.7459 %<\/td>\n2,502.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.99 %<\/td>\n6.08 %<\/td>\n91,904<\/td>\n13.82<\/td>\n19<\/td>\n0.4671 %<\/td>\n3,003.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.89 %<\/td>\n6.20 %<\/td>\n48,873<\/td>\n13.62<\/td>\n2<\/td>\n0.7859 %<\/td>\n2,602.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n5.34 %<\/td>\n138,727<\/td>\n1.97<\/td>\n9<\/td>\n0.2779 %<\/td>\n2,600.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7459 %<\/td>\n2,557.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.56 %<\/td>\n6.38 %<\/td>\n73,601<\/td>\n13.64<\/td>\n15<\/td>\n0.7494 %<\/td>\n2,629.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.68
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 23.08
\nEvaluated at bid price : 23.51
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.77
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.69
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.61
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.07
\nEvaluated at bid price : 20.07
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 23.62
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 13.49
\nEvaluated at bid price : 13.49
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n3.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.09
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 17.59
\nEvaluated at bid price : 17.59
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.66
\nEvaluated at bid price : 19.66
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n7.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n9.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.27 %<\/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.T<\/td>\nFixedReset Disc<\/td>\n34,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n30,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.21
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n29,030<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n26,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n22,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n21,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
There were 10 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
IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.60 – 23.98
\nSpot Rate : 1.3800
\nAverage : 0.9558<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 20.95 – 22.00
\nSpot Rate : 1.0500
\nAverage : 0.7119<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.01 – 18.00
\nSpot Rate : 0.9900
\nAverage : 0.7710<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 12.81 – 14.29
\nSpot Rate : 1.4800
\nAverage : 1.2721<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 12.81
\nEvaluated at bid price : 12.81
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.90 – 22.90
\nSpot Rate : 1.0000
\nAverage : 0.8082<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.90
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n

BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.21 – 19.83
\nSpot Rate : 0.6200
\nAverage : 0.4337<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-24
\nMaturity Price : 19.21
\nEvaluated at bid price : 19.21
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 619.18, up 1.53% on the day. Volume today was 781,400, second-lowest of the past 21 trading days. CPD closed at 12.24, unchanged on the day. Volume was 125,610, third-highest of the past …<\/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-43697","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43697","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=43697"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43697\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43697"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43697"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43697"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}