{"id":47416,"date":"2024-10-01T20:12:19","date_gmt":"2024-10-02T01:12:19","guid":{"rendered":"https:\/\/prefblog.com\/?p=47416"},"modified":"2024-10-01T20:12:19","modified_gmt":"2024-10-02T01:12:19","slug":"october-1-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47416","title":{"rendered":"October 1, 2024"},"content":{"rendered":"

I forgot to display a rainbow yesterday – sorry! But there’s a picture for today, anyway:<\/p>\n

<\/a><\/div>\n

TXPR closed at 619.18<\/a>, down 0.64% on the day. Volume today was 744,620, third-lowest of the past 21 trading days.<\/p>\n

CPD closed at 12.255<\/a>, down 0.69% on the day. Volume was 97,860, second-highest of the past 21 trading days.<\/p>\n

ZPR closed at 10.46<\/a>, down 0.95% on the day. Volume was 279,740, fourth-highest of the past 21 trading days.<\/p>\n

Five-year Canada yields were up to 2.76%<\/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-0.0879 %<\/td>\n2,167.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0879 %<\/td>\n4,157.3<\/td>\n<\/tr>\n
Floater<\/td>\n9.93 %<\/td>\n10.05 %<\/td>\n85,091<\/td>\n9.54<\/td>\n2<\/td>\n-0.0879 %<\/td>\n2,395.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1213 %<\/td>\n3,575.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n5.30 %<\/td>\n97,553<\/td>\n4.17<\/td>\n4<\/td>\n0.1213 %<\/td>\n4,269.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1213 %<\/td>\n3,331.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2377 %<\/td>\n2,924.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.89 %<\/td>\n5.96 %<\/td>\n50,143<\/td>\n13.91<\/td>\n31<\/td>\n-0.2377 %<\/td>\n3,188.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n6.56 %<\/td>\n114,356<\/td>\n13.01<\/td>\n58<\/td>\n-0.0221 %<\/td>\n2,659.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.68 %<\/td>\n5.76 %<\/td>\n62,582<\/td>\n14.27<\/td>\n20<\/td>\n0.5317 %<\/td>\n3,184.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.14 %<\/td>\n8.25 %<\/td>\n29,947<\/td>\n11.16<\/td>\n2<\/td>\n-0.0523 %<\/td>\n2,740.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.44 %<\/td>\n5.53 %<\/td>\n221,863<\/td>\n13.57<\/td>\n7<\/td>\n0.2005 %<\/td>\n2,573.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0221 %<\/td>\n2,718.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n5.94 %<\/td>\n100,710<\/td>\n13.98<\/td>\n14<\/td>\n-0.0240 %<\/td>\n2,810.8<\/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
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-3.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 23.35
\nEvaluated at bid price : 23.64
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.52
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.43
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 16.87
\nEvaluated at bid price : 16.87
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 18.59
\nEvaluated at bid price : 18.59
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.53
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n3.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 22.69
\nEvaluated at bid price : 22.93
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n4.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 18.86
\nEvaluated at bid price : 18.86
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n4.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.27
\nBid-YTW : 5.80 %<\/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
PVS.PR.L<\/td>\nSplitShare<\/td>\n150,700<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n56,870<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n22,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n21,902<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n21,295<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.97
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n20,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
There were 9 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
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.40 – 19.90
\nSpot Rate : 1.5000
\nAverage : 1.0521<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.64 – 24.63
\nSpot Rate : 0.9900
\nAverage : 0.5899<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 23.35
\nEvaluated at bid price : 23.64
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.40 – 15.25
\nSpot Rate : 0.8500
\nAverage : 0.5332<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n

ENB.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.20 – 17.99
\nSpot Rate : 0.7900
\nAverage : 0.5297<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 20.55 – 21.09
\nSpot Rate : 0.5400
\nAverage : 0.3762<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.21 – 16.90
\nSpot Rate : 1.6900
\nAverage : 1.5348<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-01
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

I forgot to display a rainbow yesterday – sorry! But there’s a picture for today, anyway: TXPR closed at 619.18, down 0.64% on the day. Volume today was 744,620, third-lowest of the past 21 trading …<\/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-47416","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47416","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=47416"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47416\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47416"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47416"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47416"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}