{"id":138,"date":"2006-09-29T22:53:19","date_gmt":"2006-09-30T02:53:19","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=138"},"modified":"2006-09-29T22:53:19","modified_gmt":"2006-09-30T02:53:19","slug":"september-29-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=138","title":{"rendered":"September 29, 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 Current Yield (at bid)<\/td>\nMean YTW<\/td>\nMean Average Trading Value<\/td>\nMean Mod Dur (YTW)<\/td>\nIssues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n4.33%<\/td>\n4.34%<\/td>\n50,151<\/td>\n16.80<\/td>\n1<\/td>\n-0.2004%<\/td>\n1,016.7<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.90%<\/td>\n3.93%<\/td>\n261,902<\/td>\n9.03<\/td>\n6<\/td>\n0.1192%<\/td>\n1,016.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.62%<\/td>\n-19.97%<\/td>\n96,194<\/td>\n8.12<\/td>\n4<\/td>\n0.0899%<\/td>\n1,019.7<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.68%<\/td>\n2.21%<\/td>\n85,108<\/td>\n2.21<\/td>\n18<\/td>\n0.0106%<\/td>\n1,017.6<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.98%<\/td>\n3.00%<\/td>\n60,250<\/td>\n2.67<\/td>\n10<\/td>\n-0.0640%<\/td>\n1,014.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.88%<\/td>\n4.61%<\/td>\n54,719<\/td>\n1.82<\/td>\n7<\/td>\n-0.0892%<\/td>\n1,023.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14%<\/td>\n3.93%<\/td>\n174,623<\/td>\n4.12<\/td>\n48<\/td>\n0.1131%<\/td>\n1,028.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.58%<\/td>\n4.60%<\/td>\n331,188<\/td>\n16.23<\/td>\n6<\/td>\n-0.0938%<\/td>\n1,038.9<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
There were no major price changes in index-included issues today.<\/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
RY.PR.B<\/td>\nPerpetualPremium<\/td>\n39,735<\/td>\nA weak end to a great month – it gained almost exactly 1.75% on the month.<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nScraps<\/td>\n33,885<\/td>\n2nd day of trading! Closed at 25.01-05, 10×50<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetualDiscount<\/td>\n29,060<\/td>\nNational bought 10,200 from DS @ 24.92, then another 10,600 @ 24.87 an hour and a half later.<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n28,336<\/td>\n\u00a0<\/td>\n<\/tr>\n
BNS.PR.J<\/td>\nPerpetualPremium<\/td>\n17,500<\/td>\nNesbitt bought 15,000 from CIBC at 27.00. With a 1.313 coupon and no redemption possible until 2013, this one has a lot of protection against market yield increases, perpetual or no perpetual! The YTW is 3.92% at the closing bid of $27.00<\/td>\n<\/tr>\n<\/table>\n

There were nine other index-included issues trading over 10,000 shares today.<\/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-138","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/138","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=138"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/138\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=138"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=138"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=138"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}