{"id":131,"date":"2006-09-27T21:40:58","date_gmt":"2006-09-28T01:40:58","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=131"},"modified":"2006-09-27T21:40:58","modified_gmt":"2006-09-28T01:40:58","slug":"september-27-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=131","title":{"rendered":"September 27, 2006"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n
Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version<\/strong><\/td>\n<\/tr>\n
Index<\/td>\nMean
\nCurrent Yield (at bid)<\/td>\n		Mean
\nYTW<\/td>\n		Mean Average Trading Value<\/td>\nMean Mod Dur (YTW)<\/td>\nIssues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n4.38%<\/td>\n4.39%<\/td>\n49,358<\/td>\n16.71<\/td>\n1<\/td>\n-0.1204%<\/td>\n1,012.6<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.91%<\/td>\n3.93%<\/td>\n263,462<\/td>\n8.97<\/td>\n6<\/td>\n-0.1269%<\/td>\n1,013.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.63%<\/td>\n-18.77%<\/td>\n97,969<\/td>\n8.13<\/td>\n4<\/td>\n0.1497%<\/td>\n1,018.7<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.68%<\/td>\n2.15%<\/td>\n84,413<\/td>\n2.15<\/td>\n18<\/td>\n0.1372%<\/td>\n1,016.5<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.97%<\/td>\n2.90%<\/td>\n60,207<\/td>\n2.68<\/td>\n10<\/td>\n0.1851%<\/td>\n1,015.8<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.87%<\/td>\n4.40%<\/td>\n56,038<\/td>\n1.83<\/td>\n7<\/td>\n0.1814%<\/td>\n1,025.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15%<\/td>\n3.89%<\/td>\n177,127<\/td>\n4.35<\/td>\n48<\/td>\n0.0354%<\/td>\n1,027.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.58%<\/td>\n4.60%<\/td>\n329,911<\/td>\n16.24<\/td>\n6<\/td>\n0.0951%<\/td>\n1,039.4<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n-1.3255%<\/td>\nVolume of 7,240 shares.<\/td>\n<\/tr>\n
STW.PR.A<\/td>\nInterestBearing<\/td>\n+1.0536%<\/td>\n\u00a0<\/td>\n<\/tr>\n
CAC.PR.A<\/td>\nSplitShare<\/td>\n+1.2549%<\/td>\nStill attractive at the bid price of 25.28, with a pre-tax YTW of 3.88% based on a maturity in July 2007. It went ex-dividend today … maybe somebody forgot!<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nVolume<\/td>\nNotes<\/td>\n<\/tr>\n
HSB.PR.C<\/td>\nPerpetualPremium<\/td>\n94,285<\/td>\nScotia crossed 89,500 @ 26.26<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualPremium<\/td>\n58,700<\/td>\nInternal cross of 51,900 @ 26.20 by Nesbitt.<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetualPremium<\/td>\n46,990<\/td>\n\u00a0<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualPremium<\/td>\n29,650<\/td>\nClosed at 25.31-49; the bid price gives a pre-tax YTW of 4.81% based on a call in November 2014. It traded as low as $25.15 today.<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualPremium<\/td>\n23,725<\/td>\nPre-tax YTW of 4.61% at the bid price of $26.20, based on a call in 2014.<\/td>\n<\/tr>\n<\/table>\n

There were fourteen other index-included issues trading over 10,000 shares today.\n<\/p>\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version Index Mean Current Yield (at bid) Mean YTW Mean Average Trading Value Mean Mod Dur …<\/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-131","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/131","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=131"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/131\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=131"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=131"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=131"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}