{"id":45511,"date":"2023-07-21T21:32:17","date_gmt":"2023-07-22T02:32:17","guid":{"rendered":"https:\/\/prefblog.com\/?p=45511"},"modified":"2023-07-21T21:32:17","modified_gmt":"2023-07-22T02:32:17","slug":"july-21-2023","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=45511","title":{"rendered":"July 21, 2023"},"content":{"rendered":"
\"\"<\/a><\/div>\n

TXPR closed at 537.46<\/a>, up 1.31% on the day. Volume today was 8.59-million, highest of the past 21 trading days and nearly five times as much as the second-ranking day.<\/p>\n

CPD closed at 10.68<\/a>, up 0.38% on the day. Volume was 36,290, near the median of the past 21 trading days.<\/p>\n

ZPR closed at 8.97<\/a>, down 0.33% on the day. Volume was 98,080, below the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were down to 3.85%<\/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>\n0.5217 %<\/td>\n2,233.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5217 %<\/td>\n4,283.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.90 %<\/td>\n11.12 %<\/td>\n49,460<\/td>\n8.71<\/td>\n1<\/td>\n0.5217 %<\/td>\n2,468.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1552 %<\/td>\n3,318.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.08 %<\/td>\n8.04 %<\/td>\n46,226<\/td>\n2.40<\/td>\n7<\/td>\n0.1552 %<\/td>\n3,963.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1552 %<\/td>\n3,092.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1692 %<\/td>\n2,545.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.69 %<\/td>\n6.88 %<\/td>\n48,289<\/td>\n12.74<\/td>\n28<\/td>\n0.1692 %<\/td>\n2,775.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.77 %<\/td>\n8.38 %<\/td>\n87,565<\/td>\n11.24<\/td>\n64<\/td>\n0.5134 %<\/td>\n2,162.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.65 %<\/td>\n6.81 %<\/td>\n56,158<\/td>\n12.77<\/td>\n19<\/td>\n0.4192 %<\/td>\n2,704.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n11.39 %<\/td>\n11.06 %<\/td>\n36,684<\/td>\n8.74<\/td>\n2<\/td>\n0.7805 %<\/td>\n2,410.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.00 %<\/td>\n6.85 %<\/td>\n276,083<\/td>\n3.72<\/td>\n1<\/td>\n0.0000 %<\/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>\n0.5134 %<\/td>\n2,210.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.23 %<\/td>\n7.97 %<\/td>\n63,050<\/td>\n11.54<\/td>\n11<\/td>\n0.0103 %<\/td>\n2,301.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 9.41 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 18.14
\nEvaluated at bid price : 18.14
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 12.88
\nEvaluated at bid price : 12.88
\nBid-YTW : 9.38 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 18.19
\nEvaluated at bid price : 18.19
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 8.31 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 9.80 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 23.47
\nEvaluated at bid price : 24.00
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 18.07
\nEvaluated at bid price : 18.07
\nBid-YTW : 8.49 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 10.07 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 9.08 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 11.06 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 8.29 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 9.25 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 8.20 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 14.37
\nEvaluated at bid price : 14.37
\nBid-YTW : 9.59 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.75
\nBid-YTW : 8.51 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 9.94 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n7.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 9.59 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n241,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 16.53
\nEvaluated at bid price : 16.53
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n241,177<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n240,894<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.63
\nEvaluated at bid price : 17.63
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n237,999<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n197,483<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Discount<\/td>\n190,462<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n186,982<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 8.47 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n131,473<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.24
\nEvaluated at bid price : 17.24
\nBid-YTW : 8.51 %<\/td>\n<\/tr>\n
There were 98 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
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.29 – 24.00
\nSpot Rate : 6.7100
\nAverage : 3.8284<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.29
\nEvaluated at bid price : 17.29
\nBid-YTW : 8.65 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 17.95 – 23.92
\nSpot Rate : 5.9700
\nAverage : 3.2035<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 8.31 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.25 – 22.72
\nSpot Rate : 4.4700
\nAverage : 2.3714<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 8.29 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 18.19 – 22.70
\nSpot Rate : 4.5100
\nAverage : 2.4370<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 18.19
\nEvaluated at bid price : 18.19
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.46 – 20.85
\nSpot Rate : 3.3900
\nAverage : 1.8558<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 17.46
\nEvaluated at bid price : 17.46
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.75 – 24.40
\nSpot Rate : 2.6500
\nAverage : 1.5466<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2053-07-21
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 537.46, up 1.31% on the day. Volume today was 8.59-million, highest of the past 21 trading days and nearly five times as much as the second-ranking day. CPD closed at 10.68, up …<\/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-45511","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/45511","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=45511"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/45511\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=45511"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=45511"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=45511"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}