{"id":43448,"date":"2022-05-25T21:01:04","date_gmt":"2022-05-26T02:01:04","guid":{"rendered":"https:\/\/prefblog.com\/?p=43448"},"modified":"2022-05-25T21:01:04","modified_gmt":"2022-05-26T02:01:04","slug":"may-25-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43448","title":{"rendered":"May 25, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 635.45<\/a>, up 0.96% on the day. Volume today was 2.22-million, third-highest of the past 21 trading days.<\/p>\n

CPD closed at 12.45<\/a>, up 0.24% on the day. Volume was 34,180, lowest of the past 21 trading days.<\/p>\n

ZPR closed at 10.47<\/a> up 0.48% on the day. Volume of 129,610 was below the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were down to 2.65%<\/a> today.<\/p>\n

The SEC is proposing a new rule on fund names<\/a>:<\/p>\n

The Securities and Exchange Commission (the \u201cCommission\u201d) is proposing to amend the rule under the Investment Company Act of 1940 (the \u201cInvestment Company Act\u201d or the \u201cAct\u201d) that addresses certain broad categories of investment company names that are likely to mislead investors about an investment company\u2019s investments and risks. The proposed amendments to this rule are designed to increase investor protection by improving and clarifying the requirement for certain funds to adopt a policy to invest at least 80% of their assets in accordance with the investment focus that the fund\u2019s name suggests, updating the rule\u2019s notice requirements, and establishing recordkeeping requirements. The Commission also is proposing enhanced prospectus disclosure requirements for terminology used in fund names, and additional requirements for funds to report information on Form N-PORT regarding compliance with the proposed names-related regulatory requirements.<\/p><\/blockquote>\n

As far as I can tell though, hedge funds will not be required to change their names to ‘levered up to hell ‘n’ gone’ funds.<\/p>\n

In the Frozen North, Blake’s provides Ten Securities Law Fun Facts<\/a>:<\/p>\n

Unlike in the U.S., it is still the case in Canada that posting of material information to an issuer\u2019s website \u201cwill not, by itself, be likely to satisfy the \u201cgenerally disclosed requirement\u201d, meaning that material information should always be first published by way of a press release issued over a newswire (which can be much more expensive than a posting on a company\u2019s own website). Further to National Policy 51-201 Disclosure Standards, as currently drafted: \u201cInvestors’ access to the Internet is not yet sufficiently widespread such that a Web site posting alone would be a means of dissemination \u2018calculated to effectively reach the marketplace\u2019\u201d and \u201cAs technology evolves and as more investors gain access to the Internet, it may be that postings to certain companies’ Web sites alone could satisfy the \u2018generally disclosed\u2019 requirement.\u201d
\n…<\/b>
\nThe Ontario securities law compendium text colloquially known as the \u201cblue book\u201d weighed 4.0lbs in 2004, while the current edition weighs 7.8lbs. Also, while on the topic of \u201cblue\u201d, there is scientific evidence that, until modern times, humans did not actually see the colour blue, meaning that from an anthropocentric perspective, blue did not exist.<\/p><\/blockquote>\n

We can hope that at some time, enough investors will have gained access to the Internet to allow website posts to meet the ‘generally disclosed’ requirement. But it may take a while, given the expense highlighted by MobileSyrup.com<\/a>:<\/p>\n

The study examined the cost for 135 countries and based life expectancy on the global average of 72 years. Canada lands at 103 on the list, which shows residents will spend an average of $67 a month on the service. Out of the countries examined, only 32 countries charge residents more for internet access.<\/p><\/blockquote>\n

<\/a><\/div>\n

DBRS has rated some new LRCNs<\/a>, but I have no further information:<\/p>\n

DBRS Limited (DBRS Morningstar) assigned a provisional rating of BBB (high) with a Stable trend to iA Financial Corporation Inc.\u2019s (iA or the Company) Limited Recourse Capital Notes Series 2022-1 and a provisional rating of Pfd-2 with a Stable trend to the Company\u2019s Non-Cumulative Preferred Shares Series A.<\/p><\/blockquote>\n

PerpetualDiscounts now yield 5.84%, equivalent to 7.59% interest at the standard equivalency factor of 1.3x. Long corporates<\/a> now yield 4.97%, so the pre-tax interest-equivalent spread (in this context, the \u201cSeniority Spread\u201d) has narrowed to 260bp from the 270bp reported May 18<\/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>\n3.96 %<\/td>\n4.63 %<\/td>\n18,125<\/td>\n18.11<\/td>\n1<\/td>\n-0.6111 %<\/td>\n2,548.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0744 %<\/td>\n4,952.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.17 %<\/td>\n4.16 %<\/td>\n40,868<\/td>\n17.02<\/td>\n3<\/td>\n0.0744 %<\/td>\n2,854.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4754 %<\/td>\n3,514.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n5.15 %<\/td>\n39,362<\/td>\n3.24<\/td>\n8<\/td>\n0.4754 %<\/td>\n4,197.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4754 %<\/td>\n3,274.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.90 %<\/td>\n5.96 %<\/td>\n68,030<\/td>\n13.92<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,958.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.75 %<\/td>\n5.84 %<\/td>\n61,686<\/td>\n14.13<\/td>\n35<\/td>\n0.4136 %<\/td>\n3,231.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.59 %<\/td>\n5.79 %<\/td>\n121,956<\/td>\n14.28<\/td>\n59<\/td>\n0.3433 %<\/td>\n2,544.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.67 %<\/td>\n5.85 %<\/td>\n90,835<\/td>\n14.03<\/td>\n20<\/td>\n0.6375 %<\/td>\n3,161.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.74 %<\/td>\n5.13 %<\/td>\n56,902<\/td>\n15.20<\/td>\n2<\/td>\n0.3120 %<\/td>\n2,609.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.10 %<\/td>\n5.11 %<\/td>\n122,093<\/td>\n2.05<\/td>\n9<\/td>\n0.1607 %<\/td>\n2,586.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3433 %<\/td>\n2,600.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.45 %<\/td>\n5.71 %<\/td>\n71,693<\/td>\n14.56<\/td>\n15<\/td>\n0.5284 %<\/td>\n2,696.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-6.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 23.52
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 20.54
\nEvaluated at bid price : 20.54
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 14.22
\nEvaluated at bid price : 14.22
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 23.63
\nEvaluated at bid price : 24.04
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.90
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 23.05
\nEvaluated at bid price : 23.72
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 13.56
\nEvaluated at bid price : 13.56
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 16.84
\nEvaluated at bid price : 16.84
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
PVS.PR.I<\/td>\nSplitShare<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.71
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n6.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.71 %<\/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
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n318,667<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n26,260<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n26,005<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.93
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n22,268<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n21,587<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n15,515<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
There were 22 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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.25 – 23.64
\nSpot Rate : 4.3900
\nAverage : 2.7910<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.14 – 25.85
\nSpot Rate : 2.7100
\nAverage : 1.6110<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.14
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.80 – 17.14
\nSpot Rate : 2.3400
\nAverage : 1.4135<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 20.77 – 22.64
\nSpot Rate : 1.8700
\nAverage : 1.2096<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 20.77
\nEvaluated at bid price : 20.77
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.06 – 21.00
\nSpot Rate : 1.9400
\nAverage : 1.3753<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.85 – 25.20
\nSpot Rate : 1.3500
\nAverage : 0.8364<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-05-25
\nMaturity Price : 23.35
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 635.45, up 0.96% on the day. Volume today was 2.22-million, third-highest of the past 21 trading days. CPD closed at 12.45, up 0.24% on the day. Volume was 34,180, lowest of the …<\/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-43448","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43448","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=43448"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43448\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43448"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43448"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43448"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}