{"id":44301,"date":"2022-10-25T19:16:09","date_gmt":"2022-10-26T00:16:09","guid":{"rendered":"https:\/\/prefblog.com\/?p=44301"},"modified":"2022-10-25T19:16:09","modified_gmt":"2022-10-26T00:16:09","slug":"october-25-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=44301","title":{"rendered":"October 25, 2022"},"content":{"rendered":"
\"\"<\/a><\/div>\n

TXPR closed at 560.61<\/a>, down 0.59% on the day. Volume today was 1.33-million, near the median of the past 21 trading days.<\/p>\n

CPD closed at 11.175<\/a>, down 0.22% on the day. Volume was 104,790, above the median of the past 21 trading days.<\/p>\n

ZPR closed at 9.39<\/a>, unchanged on the day. Volume was 98,540, fourth-lowest of the past 21 trading days.<\/p>\n

Five-year Canada yields were down to 3.69%<\/a> today.<\/p>\n

Tomorrow is the BoC rate decision<\/a>. Place yer bets, gents, place yer bets!<\/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>\n1.4141 %<\/td>\n2,412.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.4141 %<\/td>\n4,626.6<\/td>\n<\/tr>\n
Floater<\/td>\n7.60 %<\/td>\n7.68 %<\/td>\n52,246<\/td>\n11.71<\/td>\n2<\/td>\n1.4141 %<\/td>\n2,666.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8848 %<\/td>\n3,282.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.12 %<\/td>\n7.69 %<\/td>\n39,732<\/td>\n3.02<\/td>\n7<\/td>\n-0.8848 %<\/td>\n3,920.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8848 %<\/td>\n3,058.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1340 %<\/td>\n2,608.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.53 %<\/td>\n6.62 %<\/td>\n72,422<\/td>\n13.06<\/td>\n33<\/td>\n0.1340 %<\/td>\n2,844.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.24 %<\/td>\n7.50 %<\/td>\n91,839<\/td>\n12.16<\/td>\n63<\/td>\n0.1805 %<\/td>\n2,284.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.49 %<\/td>\n6.59 %<\/td>\n81,193<\/td>\n13.06<\/td>\n19<\/td>\n0.5311 %<\/td>\n2,774.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.24 %<\/td>\n9.55 %<\/td>\n40,713<\/td>\n9.89<\/td>\n2<\/td>\n0.7124 %<\/td>\n2,524.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1805 %<\/td>\n2,418.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1805 %<\/td>\n2,335.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.42 %<\/td>\n7.91 %<\/td>\n54,572<\/td>\n11.78<\/td>\n14<\/td>\n0.3075 %<\/td>\n2,317.2<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 9.26 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.21
\nBid-YTW : 8.13 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 8.29 %<\/td>\n<\/tr>\n
PVS.PR.F<\/td>\nSplitShare<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.70
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.00
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.25
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 9.55 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 8.61 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.55
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.40
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.95
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n5.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 9.00 %<\/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
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n66,418<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.80 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n56,663<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n43,408<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n30,455<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n25,414<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n23,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 11.86
\nEvaluated at bid price : 11.86
\nBid-YTW : 9.51 %<\/td>\n<\/tr>\n
There were 8 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
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.00 – 22.00
\nSpot Rate : 5.0000
\nAverage : 3.5547<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 8.57 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 12.67 – 17.00
\nSpot Rate : 4.3300
\nAverage : 3.4467<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 12.67
\nEvaluated at bid price : 12.67
\nBid-YTW : 8.78 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 19.70 – 20.80
\nSpot Rate : 1.1000
\nAverage : 0.6974<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.80 – 22.75
\nSpot Rate : 0.9500
\nAverage : 0.6945<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.81 – 20.45
\nSpot Rate : 1.6400
\nAverage : 1.4327<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 16.34 – 17.00
\nSpot Rate : 0.6600
\nAverage : 0.4681<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-10-25
\nMaturity Price : 16.34
\nEvaluated at bid price : 16.34
\nBid-YTW : 9.06 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 560.61, down 0.59% on the day. Volume today was 1.33-million, near the median of the past 21 trading days. CPD closed at 11.175, down 0.22% on the day. Volume was 104,790, above …<\/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-44301","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44301","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=44301"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44301\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=44301"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=44301"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=44301"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}