{"id":46310,"date":"2024-01-29T21:19:47","date_gmt":"2024-01-30T02:19:47","guid":{"rendered":"https:\/\/prefblog.com\/?p=46310"},"modified":"2024-01-29T21:19:47","modified_gmt":"2024-01-30T02:19:47","slug":"january-29-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46310","title":{"rendered":"January 29, 2024"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 569.54<\/a>, up 0.51% on the day. Volume today was 1.69-million, above the median of the past 21 trading days.<\/p>\n

CPD closed at 11.25<\/a>, unchanged on the day. Volume was 84,000, above the median of the past 21 trading days.<\/p>\n

ZPR closed at 9.64<\/a>, down 0.31% on the day. Volume was 113,450, near the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were down to 3.54%<\/a>.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(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-1.4007 %<\/td>\n2,244.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4007 %<\/td>\n4,305.2<\/td>\n<\/tr>\n
Floater<\/td>\n10.85 %<\/td>\n11.08 %<\/td>\n35,244<\/td>\n8.71<\/td>\n2<\/td>\n-1.4007 %<\/td>\n2,481.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0060 %<\/td>\n3,414.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n7.31 %<\/td>\n53,029<\/td>\n1.94<\/td>\n7<\/td>\n0.0060 %<\/td>\n4,078.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0060 %<\/td>\n3,181.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1226 %<\/td>\n2,673.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.42 %<\/td>\n6.55 %<\/td>\n51,882<\/td>\n13.11<\/td>\n34<\/td>\n-0.1226 %<\/td>\n2,915.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.57 %<\/td>\n7.52 %<\/td>\n120,075<\/td>\n12.11<\/td>\n59<\/td>\n0.0582 %<\/td>\n2,355.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.30 %<\/td>\n6.48 %<\/td>\n69,996<\/td>\n13.21<\/td>\n20<\/td>\n-0.3502 %<\/td>\n2,874.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.08 %<\/td>\n10.49 %<\/td>\n29,144<\/td>\n9.13<\/td>\n5<\/td>\n0.0890 %<\/td>\n2,664.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.46 %<\/td>\n6.39 %<\/td>\n163,112<\/td>\n3.33<\/td>\n2<\/td>\n-0.0198 %<\/td>\n2,531.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0582 %<\/td>\n2,407.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n7.17 %<\/td>\n96,362<\/td>\n12.51<\/td>\n14<\/td>\n0.0664 %<\/td>\n2,618.8<\/td>\n<\/tr>\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
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-6.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 14.91
\nEvaluated at bid price : 14.91
\nBid-YTW : 8.82 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 14.06
\nEvaluated at bid price : 14.06
\nBid-YTW : 8.44 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.12
\nBid-YTW : 8.48 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 11.63
\nEvaluated at bid price : 11.63
\nBid-YTW : 11.08 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 11.11 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 20.18
\nEvaluated at bid price : 20.18
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.65
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.30
\nBid-YTW : 8.35 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.75
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 10.23 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n43,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.67 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n36,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n28,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n25,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n23,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n21,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 20.08
\nEvaluated at bid price : 20.08
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
There were 13 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\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
TD.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 21.15 – 24.10
\nSpot Rate : 2.9500
\nAverage : 1.6049<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 20.05 – 21.28
\nSpot Rate : 1.2300
\nAverage : 0.6927<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.93 – 19.32
\nSpot Rate : 1.3900
\nAverage : 0.8615<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 18.00 – 19.30
\nSpot Rate : 1.3000
\nAverage : 0.8368<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 8.94 %<\/td>\n<\/tr>\n

BN.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 19.08 – 20.00
\nSpot Rate : 0.9200
\nAverage : 0.5571<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 8.26 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 19.45 – 20.50
\nSpot Rate : 1.0500
\nAverage : 0.7134<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-29
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 569.54, up 0.51% on the day. Volume today was 1.69-million, above the median of the past 21 trading days. CPD closed at 11.25, unchanged on the day. Volume was 84,000, above 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-46310","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46310","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=46310"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46310\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46310"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46310"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46310"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}