{"id":45322,"date":"2023-05-29T23:49:38","date_gmt":"2023-05-30T04:49:38","guid":{"rendered":"https:\/\/prefblog.com\/?p=45322"},"modified":"2023-05-29T23:49:38","modified_gmt":"2023-05-30T04:49:38","slug":"may-29-2023","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=45322","title":{"rendered":"May 29, 2023"},"content":{"rendered":"
\"\"<\/a><\/div>\n

TXPR closed at 521.45<\/a>, up 0.51% on the day. Volume today was 816,230, below the median of the past 21 trading days.<\/p>\n

CPD closed at 10.43<\/a>, up 0.68% on the day. Volume was 18,110, second-lowest of the past 21 trading days.<\/p>\n

ZPR closed at 8.56<\/a>, up 0.12% on the day. Volume was 133,860, near the median of the past 21 trading days.<\/p>\n

Five-year Canada yields up to 3.62%<\/a> today.<\/p>\n

I went to a book signing by Jo Nesbo<\/a> tonight. There were over 200 people there! Impressive!<\/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-0.1807 %<\/td>\n2,123.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1807 %<\/td>\n4,073.6<\/td>\n<\/tr>\n
Floater<\/td>\n10.61 %<\/td>\n10.88 %<\/td>\n23,972<\/td>\n8.78<\/td>\n2<\/td>\n-0.1807 %<\/td>\n2,347.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5811 %<\/td>\n3,332.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n7.29 %<\/td>\n38,066<\/td>\n2.54<\/td>\n7<\/td>\n-0.5811 %<\/td>\n3,979.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5811 %<\/td>\n3,105.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2364 %<\/td>\n2,644.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.45 %<\/td>\n6.60 %<\/td>\n42,092<\/td>\n13.02<\/td>\n34<\/td>\n0.2364 %<\/td>\n2,883.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.10 %<\/td>\n8.69 %<\/td>\n85,026<\/td>\n11.01<\/td>\n63<\/td>\n0.2142 %<\/td>\n2,045.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.35 %<\/td>\n6.50 %<\/td>\n60,511<\/td>\n13.12<\/td>\n19<\/td>\n-0.0834 %<\/td>\n2,832.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n11.05 %<\/td>\n11.75 %<\/td>\n49,827<\/td>\n8.20<\/td>\n2<\/td>\n0.1384 %<\/td>\n2,348.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.00 %<\/td>\n7.01 %<\/td>\n321,078<\/td>\n12.36<\/td>\n1<\/td>\n-0.1988 %<\/td>\n2,309.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2142 %<\/td>\n2,090.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.16 %<\/td>\n7.68 %<\/td>\n83,239<\/td>\n11.65<\/td>\n11<\/td>\n0.4110 %<\/td>\n2,263.9<\/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
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-6.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-4.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 9.16 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 10.45 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 10.72 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 10.99
\nEvaluated at bid price : 10.99
\nBid-YTW : 11.00 %<\/td>\n<\/tr>\n
PVS.PR.I<\/td>\nSplitShare<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.60
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-1.29 %<\/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 : 7.17 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 10.59 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.50
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 11.11
\nEvaluated at bid price : 11.11
\nBid-YTW : 10.88 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 8.69 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 8.85 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 9.04 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.67 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.85
\nBid-YTW : 8.84 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 10.36
\nEvaluated at bid price : 10.36
\nBid-YTW : 10.80 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.80
\nBid-YTW : 7.81 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 10.04
\nEvaluated at bid price : 10.04
\nBid-YTW : 10.92 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 10.10 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n5.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 10.41 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n19.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.62 %<\/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
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n113,670<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 21.06
\nEvaluated at bid price : 21.06
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n45,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 8.87 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n27,546<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 10.10 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n26,104<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 13.98
\nEvaluated at bid price : 13.98
\nBid-YTW : 10.73 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n25,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 8.72 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n16,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 9.04 %<\/td>\n<\/tr>\n
There were 5 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
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.41 – 23.72
\nSpot Rate : 4.3100
\nAverage : 3.0403<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.33 – 18.72
\nSpot Rate : 1.3900
\nAverage : 0.8318<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 16.95 – 18.95
\nSpot Rate : 2.0000
\nAverage : 1.4678<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 8.69 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.96 – 18.35
\nSpot Rate : 1.3900
\nAverage : 1.0144<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 16.96
\nEvaluated at bid price : 16.96
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 18.35 – 19.65
\nSpot Rate : 1.3000
\nAverage : 0.9422<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.61 – 23.75
\nSpot Rate : 1.1400
\nAverage : 0.7917<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-05-29
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 521.45, up 0.51% on the day. Volume today was 816,230, below the median of the past 21 trading days. CPD closed at 10.43, up 0.68% on the day. Volume was 18,110, second-lowest …<\/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-45322","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/45322","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=45322"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/45322\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=45322"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=45322"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=45322"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}