{"id":47481,"date":"2024-10-21T20:06:58","date_gmt":"2024-10-22T01:06:58","guid":{"rendered":"https:\/\/prefblog.com\/?p=47481"},"modified":"2024-10-21T20:06:58","modified_gmt":"2024-10-22T01:06:58","slug":"october-21-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47481","title":{"rendered":"October 21, 2024"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 617.51<\/a>, down 0.78% on the day. Volume today was 1.47-million, above the median of the past 21 trading days.<\/p>\n

CPD closed at 12.30<\/a>, down 0.65% on the day. Volume was 46,120, near the median of the past 21 trading days.<\/p>\n

ZPR closed at 10.515<\/a>, down 0.52% on the day. Volume was 72,940, fourth-lowest of the past 21 trading days.<\/p>\n

Five-year Canada yields were up to 3.02%<\/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>\n0.2983 %<\/td>\n2,152.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2983 %<\/td>\n4,127.6<\/td>\n<\/tr>\n
Floater<\/td>\n9.59 %<\/td>\n10.18 %<\/td>\n36,713<\/td>\n9.39<\/td>\n4<\/td>\n0.2983 %<\/td>\n2,378.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1250 %<\/td>\n3,601.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.32 %<\/td>\n43,169<\/td>\n1.29<\/td>\n8<\/td>\n-0.1250 %<\/td>\n4,300.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1250 %<\/td>\n3,355.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1485 %<\/td>\n2,910.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.91 %<\/td>\n6.00 %<\/td>\n50,544<\/td>\n13.91<\/td>\n31<\/td>\n-0.1485 %<\/td>\n3,173.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n6.93 %<\/td>\n123,313<\/td>\n12.50<\/td>\n58<\/td>\n-0.2475 %<\/td>\n2,660.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.79 %<\/td>\n5.92 %<\/td>\n64,058<\/td>\n14.02<\/td>\n20<\/td>\n-0.5707 %<\/td>\n3,124.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.61 %<\/td>\n7.71 %<\/td>\n27,018<\/td>\n11.67<\/td>\n1<\/td>\n0.6261 %<\/td>\n2,849.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.44 %<\/td>\n5.67 %<\/td>\n206,081<\/td>\n13.57<\/td>\n7<\/td>\n-0.0668 %<\/td>\n2,570.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2475 %<\/td>\n2,719.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n6.17 %<\/td>\n93,474<\/td>\n13.69<\/td>\n14<\/td>\n-0.5249 %<\/td>\n2,817.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-5.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-4.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.91
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n-4.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 18.41
\nEvaluated at bid price : 18.41
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 16.08
\nEvaluated at bid price : 16.08
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 14.81
\nEvaluated at bid price : 14.81
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.35
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 17.78
\nEvaluated at bid price : 17.78
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n8.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.59 %<\/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
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n152,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 22.53
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n118,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n34,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n27,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 24.89
\nEvaluated at bid price : 24.89
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n26,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n24,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 10.22 %<\/td>\n<\/tr>\n
There were 19 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
CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 20.70 – 22.70
\nSpot Rate : 2.0000
\nAverage : 1.4147<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

ENB.PR.N<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 22.10
\nSpot Rate : 1.1000
\nAverage : 0.6243<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.91 – 24.00
\nSpot Rate : 1.0900
\nAverage : 0.7331<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.91
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.41 – 19.50
\nSpot Rate : 1.0900
\nAverage : 0.7987<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 18.41
\nEvaluated at bid price : 18.41
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.60 – 20.36
\nSpot Rate : 0.7600
\nAverage : 0.4865<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.90 – 21.90
\nSpot Rate : 1.0000
\nAverage : 0.7486<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-21
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 617.51, down 0.78% on the day. Volume today was 1.47-million, above the median of the past 21 trading days. CPD closed at 12.30, down 0.65% on the day. Volume was 46,120, near …<\/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-47481","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47481","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=47481"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47481\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47481"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47481"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47481"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}