{"id":51944,"date":"2026-05-25T19:54:06","date_gmt":"2026-05-25T23:54:06","guid":{"rendered":"https:\/\/prefblog.com\/?p=51944"},"modified":"2026-05-25T19:54:06","modified_gmt":"2026-05-25T23:54:06","slug":"may-25-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51944","title":{"rendered":"May 25, 2026"},"content":{"rendered":"<p>The BoC <a href=\"https:\/\/www.bankofcanada.ca\/2026\/05\/staff-analytical-paper-2026-21\/\">has released<\/a> a Staff Analytical Paper by Felipe Alves, William Beaudoin, H\u00e9l\u00e8ne Desgagn\u00e9s, Wei Dong, Jan David Schneider, Eugene Trostin, Argyn Toktamyssov and Hannes Twieling titled <a href=\"https:\/\/www.bankofcanada.ca\/wp-content\/uploads\/2026\/05\/sap2026-21.pdf\">Assessing the US and Canadian neutral rates: 2026 update<\/a>:<\/p>\n<blockquote><p>This paper presents Bank of Canada staff\u2019s current assessment of the US and Canadian neutral rates of interest. The neutral rate is where the Bank expects the policy rate would settle once output is at its long-run potential level and inflation is at target, after the effects of all cyclical shocks have dissipated (Mendes 2014). The Bank does not target the neutral rate, but this is an important input for its economic projections.<\/p>\n<p>We assess the Canadian nominal neutral rate to be in the range of 2.25% to 3.25%, unchanged from our assessment in 2025. We assess the US nominal neutral rate to be in the range of 2.50% to 3.50%, somewhat higher than the range of 2.25% to 3.25% reported in the 2025 assessment.<\/p>\n<ul>\n<li>\u2022 In Canada, lower long-term population growth offsets higher long-term productivity growth (Chernoff et al. 2026).\n<li>\u2022 In the United States, the revision is explained by a stronger outlook for potential<br \/>\noutput growth (de Munnik et al. 2026).<\/ul>\n<p>The neutral rate of interest is unobservable and inferred from the evolution of the factors that influence it, such as potential output growth and the balance between global savings and investment. Measuring the neutral rate involves considerable uncertainty. Staff\u2019s assessed ranges reflect the uncertainty inherent in the inputs used in the model, but they do not capture the full extent of uncertainties surrounding the neutral rate in the United States and Canada.<\/p><\/blockquote>\n<table border='1'>\n<tr>\n<td colspan='8'><strong>HIMIPref&trade; Preferred Indices<br \/>These values reflect the December 2008 revision of the HIMIPref&trade; Indices<\/strong><br \/>Values are provisional and are finalized monthly<\/td>\n<\/tr>\n<tr>\n<td>Index<\/td>\n<td>Mean<br \/>Current<br \/>Yield<br \/>(at bid)<\/td>\n<td>Median<br \/>YTW<\/td>\n<td>Median<br \/>Average<br \/>Trading<br \/>Value<\/td>\n<td>Median<br \/>Mod Dur<br \/>(YTW)<\/td>\n<td>Issues<\/td>\n<td>Day&#8217;s Perf.<\/td>\n<td>Index Value<\/td>\n<\/tr>\n<tr>\n<td>Ratchet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>1.2028 %<\/td>\n<td>2,584.7<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>1.2028 %<\/td>\n<td>4,900.9<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>5.55 %<\/td>\n<td>5.85 %<\/td>\n<td>40,582<\/td>\n<td>14.07<\/td>\n<td>3<\/td>\n<td>1.2028 %<\/td>\n<td>2,824.4<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.1587 %<\/td>\n<td>3,634.5<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>4.79 %<\/td>\n<td>4.35 %<\/td>\n<td>52,592<\/td>\n<td>2.81<\/td>\n<td>5<\/td>\n<td>0.1587 %<\/td>\n<td>4,340.3<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.1587 %<\/td>\n<td>3,386.5<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>5.76 %<\/td>\n<td>5.70 %<\/td>\n<td>63,579<\/td>\n<td>6.59<\/td>\n<td>3<\/td>\n<td>-0.1187 %<\/td>\n<td>3,051.3<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>5.60 %<\/td>\n<td>5.67 %<\/td>\n<td>51,948<\/td>\n<td>14.34<\/td>\n<td>30<\/td>\n<td>0.2890 %<\/td>\n<td>3,361.8<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Disc<\/td>\n<td>5.59 %<\/td>\n<td>5.85 %<\/td>\n<td>97,549<\/td>\n<td>13.94<\/td>\n<td>24<\/td>\n<td>0.7961 %<\/td>\n<td>3,332.3<\/td>\n<\/tr>\n<tr>\n<td>Insurance Straight<\/td>\n<td>5.46 %<\/td>\n<td>5.58 %<\/td>\n<td>51,439<\/td>\n<td>14.41<\/td>\n<td>22<\/td>\n<td>0.4024 %<\/td>\n<td>3,300.2<\/td>\n<\/tr>\n<tr>\n<td>FloatingReset<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.7961 %<\/td>\n<td>3,964.1<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Prem<\/td>\n<td>5.97 %<\/td>\n<td>4.49 %<\/td>\n<td>88,007<\/td>\n<td>2.28<\/td>\n<td>24<\/td>\n<td>0.0787 %<\/td>\n<td>2,656.2<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Bank Non<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.7961 %<\/td>\n<td>3,406.2<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Ins Non<\/td>\n<td>5.05 %<\/td>\n<td>5.31 %<\/td>\n<td>80,649<\/td>\n<td>3.19<\/td>\n<td>14<\/td>\n<td>0.1291 %<\/td>\n<td>3,274.2<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Performance Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Change<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.Q<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>-2.84 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.57<br \/>\nEvaluated at bid price : 25.00<br \/>\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n<tr>\n<td>POW.PR.D<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-1.89 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 22.10<br \/>\nEvaluated at bid price : 22.32<br \/>\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PR.M<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-1.10 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 20.64<br \/>\nEvaluated at bid price : 20.64<br \/>\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.M<\/td>\n<td>Insurance Straight<\/td>\n<td>1.03 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2026-06-24<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.60<br \/>\nBid-YTW : -12.35 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.B<\/td>\n<td>FixedReset Disc<\/td>\n<td>1.10 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 22.49<br \/>\nEvaluated at bid price : 23.00<br \/>\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n<tr>\n<td>CU.PR.D<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.18 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 22.04<br \/>\nEvaluated at bid price : 22.27<br \/>\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n<tr>\n<td>FTS.PR.G<\/td>\n<td>FixedReset Prem<\/td>\n<td>1.20 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.62<br \/>\nEvaluated at bid price : 25.30<br \/>\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PF.C<\/td>\n<td>FixedReset Disc<\/td>\n<td>1.28 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 22.76<br \/>\nEvaluated at bid price : 23.75<br \/>\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.F<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.38 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.19<br \/>\nEvaluated at bid price : 23.49<br \/>\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.D<\/td>\n<td>Insurance Straight<\/td>\n<td>1.39 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 21.55<br \/>\nEvaluated at bid price : 21.81<br \/>\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.F<\/td>\n<td>FixedReset Disc<\/td>\n<td>1.49 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.53<br \/>\nEvaluated at bid price : 23.85<br \/>\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.C<\/td>\n<td>Insurance Straight<\/td>\n<td>1.50 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 21.35<br \/>\nEvaluated at bid price : 21.62<br \/>\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PF.E<\/td>\n<td>FixedReset Disc<\/td>\n<td>1.73 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 22.61<br \/>\nEvaluated at bid price : 23.50<br \/>\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PF.A<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.82 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 20.16<br \/>\nEvaluated at bid price : 20.16<br \/>\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.S<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.88 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 21.38<br \/>\nEvaluated at bid price : 21.65<br \/>\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.H<\/td>\n<td>Insurance Straight<\/td>\n<td>1.89 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 21.87<br \/>\nEvaluated at bid price : 22.11<br \/>\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.L<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>2.26 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.47<br \/>\nEvaluated at bid price : 25.31<br \/>\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.J<\/td>\n<td>FixedReset Disc<\/td>\n<td>2.32 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.12<br \/>\nEvaluated at bid price : 24.25<br \/>\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n<tr>\n<td>CU.PR.H<\/td>\n<td>Perpetual-Discount<\/td>\n<td>3.18 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 24.09<br \/>\nEvaluated at bid price : 24.35<br \/>\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.P<\/td>\n<td>FixedReset Disc<\/td>\n<td>3.23 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 21.42<br \/>\nEvaluated at bid price : 21.42<br \/>\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.A<\/td>\n<td>Floater<\/td>\n<td>3.45 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 15.00<br \/>\nEvaluated at bid price : 15.00<br \/>\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n<tr>\n<td>BN.PR.X<\/td>\n<td>FixedReset Disc<\/td>\n<td>9.50 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 21.54<br \/>\nEvaluated at bid price : 21.90<br \/>\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Volume Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Shares<br \/>Traded<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.G<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>27,100<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 21.30<br \/>\nEvaluated at bid price : 21.30<br \/>\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.A<\/td>\n<td>Floater<\/td>\n<td>20,300<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 15.00<br \/>\nEvaluated at bid price : 15.00<br \/>\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n<tr>\n<td>FFH.PR.K<\/td>\n<td>FixedReset Prem<\/td>\n<td>16,500<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2027-03-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.31<br \/>\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.T<\/td>\n<td>FixedReset Disc<\/td>\n<td>14,900<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.26<br \/>\nEvaluated at bid price : 24.69<br \/>\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.H<\/td>\n<td>FixedReset Disc<\/td>\n<td>13,900<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.07<br \/>\nEvaluated at bid price : 23.95<br \/>\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.Q<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>11,300<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.57<br \/>\nEvaluated at bid price : 25.00<br \/>\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n<tr>\n<td colspan='4'>There were 1 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='3'><strong>Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td colspan='3'>See <a href='https:\/\/prefblog.com\/?p=13456'>TMX DataLinx: &#8216;Last&#8217; != &#8216;Close&#8217;<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Quote Data and Yield Notes<\/td>\n<\/tr>\n<tr>\n<td>NA.PR.C<\/td>\n<td>FixedReset Prem<\/td>\n<td>Quote: 26.20 &#8211; 27.20<br \/>\nSpot Rate  :  1.0000<br \/>\nAverage  :  0.5989<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2027-11-15<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.20<br \/>\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.I<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>Quote: 26.09 &#8211; 27.09<br \/>\nSpot Rate  :  1.0000<br \/>\nAverage  :  0.6197<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2027-09-19<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.09<br \/>\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.Q<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>Quote: 25.00 &#8211; 25.91<br \/>\nSpot Rate  :  0.9100<br \/>\nAverage  :  0.5519<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.57<br \/>\nEvaluated at bid price : 25.00<br \/>\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.M<\/td>\n<td>Insurance Straight<\/td>\n<td>Quote: 25.60 &#8211; 27.00<br \/>\nSpot Rate  :  1.4000<br \/>\nAverage  :  1.0597<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2026-06-24<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.60<br \/>\nBid-YTW : -12.35 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.T<\/td>\n<td>Insurance Straight<\/td>\n<td>Quote: 22.60 &#8211; 25.00<br \/>\nSpot Rate  :  2.4000<br \/>\nAverage  :  2.1323<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 22.34<br \/>\nEvaluated at bid price : 22.60<br \/>\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.T<\/td>\n<td>FixedReset Disc<\/td>\n<td>Quote: 25.02 &#8211; 26.02<br \/>\nSpot Rate  :  1.0000<br \/>\nAverage  :  0.7507<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2056-05-25<br \/>\nMaturity Price  : 23.44<br \/>\nEvaluated at bid price : 25.02<br \/>\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>The BoC has released a Staff Analytical Paper by Felipe Alves, William Beaudoin, H\u00e9l\u00e8ne Desgagn\u00e9s, Wei Dong, Jan David Schneider, Eugene Trostin, Argyn Toktamyssov and Hannes Twieling titled Assessing the US and Canadian neutral rates: &hellip;<\/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-51944","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51944","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=51944"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51944\/revisions"}],"predecessor-version":[{"id":51945,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51944\/revisions\/51945"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51944"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51944"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51944"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}