{"id":45408,"date":"2023-06-20T21:11:57","date_gmt":"2023-06-21T02:11:57","guid":{"rendered":"https:\/\/prefblog.com\/?p=45408"},"modified":"2023-06-20T21:11:57","modified_gmt":"2023-06-21T02:11:57","slug":"june-20-2023","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=45408","title":{"rendered":"June 20, 2023"},"content":{"rendered":"
\"\"<\/a><\/div>\n

TXPR closed at 532.23<\/a>, down 0.51% on the day. Volume today was 1.15-million, near the median of the past 21 trading days.<\/p>\n

CPD closed at 10.62<\/a>, down 0.66% on the day. Volume was 65,390, above the median of the past 21 trading days.<\/p>\n

ZPR closed at 8.88<\/a>, down 0.67% on the day. Volume was 149,620, above the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were up a bit to 3.73%<\/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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4386 %<\/td>\n2,192.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4386 %<\/td>\n4,205.1<\/td>\n<\/tr>\n
Floater<\/td>\n10.72 %<\/td>\n10.81 %<\/td>\n46,755<\/td>\n8.97<\/td>\n1<\/td>\n-0.4386 %<\/td>\n2,423.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0363 %<\/td>\n3,291.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.10 %<\/td>\n8.38 %<\/td>\n42,850<\/td>\n2.20<\/td>\n6<\/td>\n0.0363 %<\/td>\n3,930.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0363 %<\/td>\n3,066.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6218 %<\/td>\n2,610.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.54 %<\/td>\n6.73 %<\/td>\n40,511<\/td>\n12.85<\/td>\n31<\/td>\n-0.6218 %<\/td>\n2,846.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.85 %<\/td>\n8.50 %<\/td>\n84,162<\/td>\n11.07<\/td>\n63<\/td>\n-0.3157 %<\/td>\n2,131.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.49 %<\/td>\n6.53 %<\/td>\n54,422<\/td>\n13.21<\/td>\n19<\/td>\n-0.4275 %<\/td>\n2,771.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n11.44 %<\/td>\n11.01 %<\/td>\n27,005<\/td>\n8.84<\/td>\n2<\/td>\n-1.0562 %<\/td>\n2,357.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.99 %<\/td>\n7.11 %<\/td>\n263,114<\/td>\n3.74<\/td>\n1<\/td>\n-0.3566 %<\/td>\n2,313.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3157 %<\/td>\n2,178.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.33 %<\/td>\n7.81 %<\/td>\n92,438<\/td>\n11.62<\/td>\n9<\/td>\n-0.4460 %<\/td>\n2,332.4<\/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
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-6.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.55
\nBid-YTW : 8.49 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 8.45 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 10.26
\nEvaluated at bid price : 10.26
\nBid-YTW : 10.97 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 11.01 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 11.99
\nEvaluated at bid price : 11.99
\nBid-YTW : 9.16 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 20.74
\nEvaluated at bid price : 20.74
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.28
\nEvaluated at bid price : 17.28
\nBid-YTW : 8.58 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 8.61 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 14.64
\nEvaluated at bid price : 14.64
\nBid-YTW : 11.01 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 8.15 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 14.26
\nEvaluated at bid price : 14.26
\nBid-YTW : 10.37 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 12.11 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 8.50 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 8.07 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n4.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 6.78 %<\/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
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n104,285<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 9.90 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n36,060<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 11.99
\nEvaluated at bid price : 11.99
\nBid-YTW : 9.16 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n24,340<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 8.34 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n23,348<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 11.01 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n23,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 16.84
\nEvaluated at bid price : 16.84
\nBid-YTW : 8.67 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n21,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 9.89 %<\/td>\n<\/tr>\n
There were 16 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.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.02 – 18.02
\nSpot Rate : 1.0000
\nAverage : 0.6277<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.20 – 22.04
\nSpot Rate : 0.8400
\nAverage : 0.5406<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.05 – 21.84
\nSpot Rate : 0.7900
\nAverage : 0.5754<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 18.25 – 18.82
\nSpot Rate : 0.5700
\nAverage : 0.3686<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 8.40 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.75 – 18.70
\nSpot Rate : 0.9500
\nAverage : 0.7635<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.06 – 20.70
\nSpot Rate : 0.6400
\nAverage : 0.4776<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-06-20
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 8.45 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 532.23, down 0.51% on the day. Volume today was 1.15-million, near the median of the past 21 trading days. CPD closed at 10.62, down 0.66% on the day. Volume was 65,390, 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-45408","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/45408","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=45408"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/45408\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=45408"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=45408"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=45408"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}