{"id":44151,"date":"2022-09-16T19:26:21","date_gmt":"2022-09-17T00:26:21","guid":{"rendered":"https:\/\/prefblog.com\/?p=44151"},"modified":"2022-09-16T19:26:21","modified_gmt":"2022-09-17T00:26:21","slug":"september-16-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=44151","title":{"rendered":"September 16, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 598.14<\/a>, down 0.68% on the day. Volume today was 1.33-million, second-highest of the past 21 trading days.<\/p>\n

CPD closed at 11.935<\/a>, down 0.95% on the day. Volume was 51,800, fourth-highest of the past 21 trading days.<\/p>\n

ZPR closed at 10.02<\/a>, down 0.89% on the day. Volume of 198,720 was second-highest of the past 21 trading days.<\/p>\n

Five-year Canada yields were up to 3.36%<\/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>\n-0.0385 %<\/td>\n2,497.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0385 %<\/td>\n4,790.7<\/td>\n<\/tr>\n
Floater<\/td>\n7.34 %<\/td>\n7.36 %<\/td>\n51,026<\/td>\n12.13<\/td>\n2<\/td>\n-0.0385 %<\/td>\n2,760.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5649 %<\/td>\n3,430.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.96 %<\/td>\n5.96 %<\/td>\n29,054<\/td>\n2.95<\/td>\n8<\/td>\n-0.5649 %<\/td>\n4,096.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5649 %<\/td>\n3,196.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1076 %<\/td>\n2,782.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.12 %<\/td>\n6.26 %<\/td>\n61,879<\/td>\n13.48<\/td>\n35<\/td>\n-0.1076 %<\/td>\n3,033.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.89 %<\/td>\n6.63 %<\/td>\n94,209<\/td>\n13.25<\/td>\n58<\/td>\n-1.8507 %<\/td>\n2,422.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.16 %<\/td>\n6.19 %<\/td>\n75,702<\/td>\n13.68<\/td>\n19<\/td>\n-0.1019 %<\/td>\n2,919.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.85 %<\/td>\n8.11 %<\/td>\n37,818<\/td>\n11.30<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,613.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.15 %<\/td>\n5.24 %<\/td>\n105,579<\/td>\n1.76<\/td>\n6<\/td>\n-0.0995 %<\/td>\n2,569.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.8507 %<\/td>\n2,476.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.84 %<\/td>\n6.81 %<\/td>\n52,065<\/td>\n13.12<\/td>\n14<\/td>\n0.4799 %<\/td>\n2,521.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n-45.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 10.06
\nEvaluated at bid price : 10.06
\nBid-YTW : 12.57 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-15.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 9.27 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-5.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n-4.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-4.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 9.47
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.80
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-3.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 19.09
\nEvaluated at bid price : 19.09
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.05
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 12.42
\nEvaluated at bid price : 12.42
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.57
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 19.07
\nEvaluated at bid price : 19.07
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 8.39 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.06
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n7.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.59 %<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n91,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 13.96
\nEvaluated at bid price : 13.96
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n73,940<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n53,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.38
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n21,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n18,373<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n12,669<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.80
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
There were 0 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.C<\/td>\nFixedReset Disc<\/td>\nQuote: 10.06 – 18.69
\nSpot Rate : 8.6300
\nAverage : 4.6537<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 10.06
\nEvaluated at bid price : 10.06
\nBid-YTW : 12.57 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.60 – 24.43
\nSpot Rate : 5.8300
\nAverage : 3.6888<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 13.20 – 15.47
\nSpot Rate : 2.2700
\nAverage : 1.3058<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 9.27 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.25 – 24.10
\nSpot Rate : 1.8500
\nAverage : 1.1616<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.20 – 22.60
\nSpot Rate : 1.4000
\nAverage : 0.8379<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.15 – 23.45
\nSpot Rate : 1.3000
\nAverage : 0.8088<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-16
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 598.14, down 0.68% on the day. Volume today was 1.33-million, second-highest of the past 21 trading days. CPD closed at 11.935, down 0.95% on the day. Volume was 51,800, fourth-highest 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-44151","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44151","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=44151"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44151\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=44151"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=44151"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=44151"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}