{"id":143,"date":"2006-10-02T21:54:38","date_gmt":"2006-10-03T01:54:38","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=143"},"modified":"2006-10-02T21:54:38","modified_gmt":"2006-10-03T01:54:38","slug":"october-2-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=143","title":{"rendered":"October 2, 2006"},"content":{"rendered":"

Note that the index has been rebalanced<\/a> and as a result statistical characterizations of the various indices will not be directly comparable to those of September 29<\/a>.<\/p>\n

\u00a0<\/p>\n\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>\n4.31%<\/td>\n4.31%<\/td>\n42,382<\/td>\n10.49<\/td>\n2<\/td>\n-0.1199%<\/td>\n1,015.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.00%<\/td>\n3.96%<\/td>\n227,096<\/td>\n10.1<\/td>\n7<\/td>\n0.0062%<\/td>\n1,016.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.52%<\/td>\n-19.11%<\/td>\n82,554<\/td>\n6.51<\/td>\n5<\/td>\n-0.0552%<\/td>\n1,019.2<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.67%<\/td>\n2.59%<\/td>\n88,254<\/td>\n2.59<\/td>\n17<\/td>\n0.0047%<\/td>\n1,017.6<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.94%<\/td>\n2.96%<\/td>\n60,246<\/td>\n3.03<\/td>\n10<\/td>\n-0.0602%<\/td>\n1,013.9<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.89%<\/td>\n4.64%<\/td>\n54,362<\/td>\n1.81<\/td>\n7<\/td>\n-0.0861%<\/td>\n1,022.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13%<\/td>\n4.00%<\/td>\n176,118<\/td>\n4.21<\/td>\n47<\/td>\n0.0289%<\/td>\n1,029.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.59%<\/td>\n4.61%<\/td>\n328,409<\/td>\n16.21<\/td>\n6<\/td>\n-0.0672%<\/td>\n1,038.2<\/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
TCA.PR.X<\/td>\nPerpetualPremium<\/td>\n+1.0538%<\/td>\nBoth TCA.PR.X and TCA.PR.Y were strong today. The “X” closed at 53.70, with a YTW of 4.34% based on a call in 2013.<\/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
POW.PR.B<\/td>\nPerpetualPremium<\/td>\n105,050<\/td>\nNesbitt crossed 100,000 @ $25.85. This issue has a YTW of 4.53% based on a call at par in late 2010.<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualPremium<\/td>\n63,325<\/td>\nScotia crossed 44,000 @25.20. YTW is 4.58% based on a call at par in spring, 2014.<\/td>\n<\/tr>\n
TCA.PR.X<\/td>\nPerpetualPremium<\/td>\n21,865<\/td>\nNesbitt crossed 20,000 @ 53.75. YTW is 4.34% based on a call in late 2013 at par (which is $50 for this issue).<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n21,325<\/td>\nScotia crossed 20,000 @24.30.<\/td>\n<\/tr>\n
TCA.PR.Y<\/td>\nPerpetualPremium<\/td>\n17,839<\/td>\nNesbitt crossed 16,800 @53.75<\/td>\n<\/tr>\n<\/table>\n

There were five other index-included issues trading over 10,000 shares today.<\/p>\n","protected":false},"excerpt":{"rendered":"

Note that the index has been rebalanced and as a result statistical characterizations of the various indices will not be directly comparable to those of September 29. \u00a0 Note that these indices are experimental; 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-143","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/143","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=143"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/143\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=143"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=143"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=143"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}