{"id":50359,"date":"2019-05-30T10:38:00","date_gmt":"2019-05-30T14:38:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50359"},"modified":"2025-10-17T10:39:50","modified_gmt":"2025-10-17T14:39:50","slug":"may-30-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50359","title":{"rendered":"May 30, 2019"},"content":{"rendered":"
\"explosion_190530\"<\/a>
Click for Big<\/i><\/div>\n

TXPR closed at 608.40<\/a>, down 0.88% on the day. Volume was 2.38-million, on the high side but nothing special in the context of the past thirty days.<\/p>\n

CPD closed at 12.19<\/a>, down 0.45% on the day. Volume of 85,182 was slightly above average in the context of the past thirty days.<\/p>\n

ZPR closed at 9.83<\/a>, down 0.41% on the day. Volume of 142,697 was above average in the context of the past thirty days.<\/p>\n

Five-year Canada yields were up, down 2bp to 1.45%<\/a> today, but that’s not sufficient to be considered a glib explanation. Wait … it’s near month end! Window-dressing<\/a>! That’s glib! Window-dressing!<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(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>\n0.1669 %<\/td>\n2,039.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1669 %<\/td>\n3,742.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.76 %<\/td>\n6.12 %<\/td>\n53,094<\/td>\n13.64<\/td>\n3<\/td>\n0.1669 %<\/td>\n2,156.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1171 %<\/td>\n3,302.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.79 %<\/td>\n77,875<\/td>\n4.27<\/td>\n7<\/td>\n-0.1171 %<\/td>\n3,943.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1171 %<\/td>\n3,077.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n4.95 %<\/td>\n83,547<\/td>\n14.21<\/td>\n12<\/td>\n-0.4786 %<\/td>\n2,932.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.48 %<\/td>\n5.50 %<\/td>\n72,876<\/td>\n14.62<\/td>\n20<\/td>\n-0.6143 %<\/td>\n3,078.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n5.52 %<\/td>\n151,153<\/td>\n14.56<\/td>\n63<\/td>\n-0.8340 %<\/td>\n2,094.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.29 %<\/td>\n5.98 %<\/td>\n93,315<\/td>\n8.10<\/td>\n27<\/td>\n-0.4832 %<\/td>\n3,068.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.05 %<\/td>\n4.44 %<\/td>\n49,013<\/td>\n2.56<\/td>\n4<\/td>\n-0.8557 %<\/td>\n2,370.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n4.19 %<\/td>\n230,852<\/td>\n2.10<\/td>\n21<\/td>\n-0.1675 %<\/td>\n2,576.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.10 %<\/td>\n137,586<\/td>\n2.58<\/td>\n3<\/td>\n-0.1115 %<\/td>\n2,638.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n7.18 %<\/td>\n105,457<\/td>\n8.18<\/td>\n22<\/td>\n-0.7460 %<\/td>\n2,179.8<\/td>\n<\/tr>\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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-4.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 13.27
\nEvaluated at bid price : 13.27
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 14.01
\nEvaluated at bid price : 14.01
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 17.73
\nEvaluated at bid price : 17.73
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.21
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.57
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.78
\nBid-YTW : 9.67 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 18.92
\nEvaluated at bid price : 18.92
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.62
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 18.02
\nEvaluated at bid price : 18.02
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.15
\nBid-YTW : 9.68 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 17.06
\nEvaluated at bid price : 17.06
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 21.64
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.05
\nBid-YTW : 9.40 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.68
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.01
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.36
\nBid-YTW : 8.41 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.91
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.50
\nBid-YTW : 8.82 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 14.96
\nEvaluated at bid price : 14.96
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 12.37
\nEvaluated at bid price : 12.37
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n194,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 11.71
\nEvaluated at bid price : 11.71
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n151,613<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 23.17
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n109,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n106,257<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.05
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n87,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n81,667<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
There were 30 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\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
TD.PF.K<\/td>\nFixedReset Disc<\/td>\nQuote: 20.01 – 20.52
\nSpot Rate : 0.5100
\nAverage : 0.2996<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n

BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.30 – 20.79
\nSpot Rate : 0.4900
\nAverage : 0.3108<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-30
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.80 – 24.35
\nSpot Rate : 0.5500
\nAverage : 0.3825<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.01 – 23.58
\nSpot Rate : 0.5700
\nAverage : 0.4130<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.01
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.10 – 17.44
\nSpot Rate : 0.3400
\nAverage : 0.2061<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.10
\nBid-YTW : 8.16 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 20.62 – 20.97
\nSpot Rate : 0.3500
\nAverage : 0.2237<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.62
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Click for Big TXPR closed at 608.40, down 0.88% on the day. Volume was 2.38-million, on the high side but nothing special in the context of the past thirty days. CPD closed at 12.19, down …<\/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-50359","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50359","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=50359"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50359\/revisions"}],"predecessor-version":[{"id":50360,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50359\/revisions\/50360"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50359"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50359"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50359"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}