{"id":1636,"date":"2007-12-24T19:44:58","date_gmt":"2007-12-24T23:44:58","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1636"},"modified":"2007-12-24T19:44:58","modified_gmt":"2007-12-24T23:44:58","slug":"december-24-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1636","title":{"rendered":"December 24, 2007"},"content":{"rendered":"
\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. In this version, index values are based at 1,000.0 on 2006-6-30<\/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>\n5.14%<\/td>\n5.14%<\/td>\n81,927<\/td>\n15.19<\/td>\n2<\/td>\n-0.0406%<\/td>\n1,057.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.88%<\/td>\n5.11%<\/td>\n92,385<\/td>\n15.32<\/td>\n8<\/td>\n+0.2075%<\/td>\n1,023.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.98%<\/td>\n6.00%<\/td>\n149,486<\/td>\n13.91<\/td>\n2<\/td>\n+0.9228%<\/td>\n807.2<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.85%<\/td>\n2.58%<\/td>\n87,876<\/td>\n3.16<\/td>\n16<\/td>\n+0.3915%<\/td>\n1,042.4<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.32%<\/td>\n5.49%<\/td>\n113,820<\/td>\n4.12<\/td>\n15<\/td>\n-0.0847%<\/td>\n1,024.6<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.36%<\/td>\n6.93%<\/td>\n65,312<\/td>\n3.65<\/td>\n4<\/td>\n+0.2061%<\/td>\n1,050.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.83%<\/td>\n5.51%<\/td>\n85,534<\/td>\n6.07<\/td>\n11<\/td>\n+0.3074%<\/td>\n1,013.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.62%<\/td>\n5.67%<\/td>\n400,998<\/td>\n14.17<\/td>\n55<\/td>\n+0.2879%<\/td>\n907.0<\/td>\n<\/tr>\n<\/table>\n<\/div>\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\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nPerpetualDiscount<\/td>\n-2.0720%<\/td>\nNow with a pre-tax bid-YTW of 5.83% based on a bid of 19.85 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BNA.PR.C<\/td>\nSplitShare<\/td>\n-1.7604%<\/td>\nAsset coverage of 3.7+:1 as of November 30 according to the company<\/a>. Now with a pre-tax bid-YTW of 8.85% based on a bid of 17.30 and a hardMaturity<\/a> 2019-1-10 at 25.00. Compare with BNA.PR.A (6.08% to 2010-9-30) and BNA.PR.B (7.51% to 2016-3-25).<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetualDiscount<\/td>\n-1.5686%<\/td>\nNow with a pre-tax bid-YTW of 5.79% based on a bid of 20.08 and a limitMaturity.<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n-1.5144%<\/td>\nNow with a pre-tax bid-YTW of 5.61% based on a bid of 20.16 and a limitMaturity.<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\n-1.3819%<\/td>\nNow with a pre-tax bid-YTW of 5.64% based on a bid of 21.41 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.D<\/td>\nPerpetualDiscount<\/td>\n-1.3707%<\/td>\nNow with a pre-tax bid-YTW of 5.94% based on a bid of 24.15 and a limitMaturity.<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualDiscount<\/td>\n-1.3502%<\/td>\nNow with a pre-tax bid-YTW of 5.53% based on a bid of 22.65 and a limitMaturity.<\/td>\n<\/tr>\n
FTU.PR.A<\/td>\nSplitShare<\/td>\n-1.2834%<\/td>\nAsset coverage of 1.7+:1 as of December 14 according to the company<\/a>. Now with a pre-tax bid-YTW of 7.26% based on a bid of 9.23 and a hardMaturity 2012-12-1 at 10.00.<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nPerpetualDiscount<\/td>\n-1.2031%<\/td>\nNow with a pre-tax bid-YTW of 5.59% based on a bid of 21.35 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualDiscount<\/td>\n-1.1753%<\/td>\nNow with a pre-tax bid-YTW of 6.28% based on a bid of 18.73 and a limitMaturity.<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetualDiscount<\/td>\n-1.0857%<\/td>\nNow with a pre-tax bid-YTW of 6.91% based on a bid of 17.31 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nPerpetualDiscount<\/td>\n+1.0643%<\/td>\nNow with a pre-tax bid-YTW of 5.45% based on a bid of 20.89 and a limitMaturity.<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetualDiscount<\/td>\n+1.0782%<\/td>\nNow with a pre-tax bid-YTW of 6.22% based on a bid of 22.50 and a limitMaturity.<\/td>\n<\/tr>\n
WFS.PR.A<\/td>\nSplitShare<\/td>\n+1.2146%<\/td>\nAsset coverage of 1.9+:1 as of December 19, according to Mulvihill<\/a>. Now with a pre-tax bid-YTW of 5.25% based on a bid of 10.00 and a hardMaturity 2011-6-30 at 10.00.<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualDiscount<\/td>\n+1.3508%<\/td>\nNow with a pre-tax bid-YTW of 5.40% based on a bid of 23.26 and a limitMaturity.<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualDiscount<\/td>\n+1.4063%<\/td>\nNow with a pre-tax bid-YTW of 6.23% based on a bid of 19.47 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nPerpetualDiscount<\/td>\n+1.4139%<\/td>\nNow with a pre-tax bid-YTW of 5.48% based on a bid of 20.80 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.E<\/td>\nPerpetualDiscount<\/td>\n+1.4462%<\/td>\nNow with a pre-tax bid-YTW of 5.95% based on a bid of 23.50 and a limitMaturity.<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetualDiscount<\/td>\n+1.4577%<\/td>\nNow with a pre-tax bid-YTW of 6.87% based on a bid of 17.40 and a limitMaturity.<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n+1.4857%<\/td>\n\u00a0<\/td>\n<\/tr>\n
FBS.PR.B<\/td>\nSplitShare<\/td>\n+1.5152%<\/td>\nAsset coverage of just under 1.7:1 as of December 20, according to TD<\/a>. Now with a pre-tax bid-YTW of 4.41% based on a bid of 10.05 and a call 2009-1-14 at 10.00.<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n+1.5233%<\/td>\nNow with a pre-tax bid-YTW of 5.48% based on a bid of 20.66 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nPerpetualDiscount<\/td>\n+1.5955%<\/td>\nNow with a pre-tax bid-YTW of 5.36% based on a bid of 21.65 and a limitMaturity.<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualDiscount<\/td>\n+1.6348%<\/td>\nNow with a pre-tax bid-YTW of 5.58% based on a bid of 21.76 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualDiscount<\/td>\n+1.9669%<\/td>\nNow with a pre-tax bid-YTW of 5.34% based on a bid of 22.81 and a limitMaturity.<\/td>\n<\/tr>\n
CU.PR.B<\/td>\nPerpetualPremium<\/td>\n+2.5237%<\/td>\nNow with a pre-tax bid-YTW of 5.13% based on a bid of 26.00 and a call 2012-7-1 at 25.00<\/td>\n<\/tr>\n
HSB.PR.D<\/td>\nPerpetualDiscount<\/td>\n+4.5414%<\/td>\nNow with a pre-tax bid-YTW of 5.40% based on a bid of 23.25 and a limitMaturity.<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixFloat<\/td>\n+4.9972%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BAM.PR.J<\/td>\nOpRet<\/td>\n+5.5064%<\/td>\nNow with a pre-tax bid-YTW of 4.80% based on a bid of 26.25 and a softMaturity<\/a> 2018-3-30 at 25.00.<\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\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
CM.PR.A<\/td>\nOpRet<\/td>\n481,700<\/td>\nGlobal crossed 240,300 for cash at 26.57, then the same number for regular at 26.23. Went ex-dividend today for $0.33125. Now with a pre-tax bid-YTW of 4.69% based on a bid of 25.40 and a softMaturity 2011-7-30 at 25.00.<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nPerpetualDiscount<\/td>\n83,200<\/td>\nScotia processed an Internal Cross for 81,200 at 24.80. Now with a pre-tax bid-YTW of 5.42% based on a bid of 24.65 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualDiscount<\/td>\n59,425<\/td>\nNow with a pre-tax bid-YTW of 6.28% based on a bid of 18.73 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.H<\/td>\nPerpetualDiscount<\/td>\n47,114<\/td>\nNow with a pre-tax bid-YTW of 6.22% based on a bid of 19.31 and a limitMaturity.<\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualDiscount<\/td>\n39,580<\/td>\nNow with a pre-tax bid-YTW of 5.65% based on a bid of 20.17 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

There were thirty-six other index-included $25.00-equivalent 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. In this version, index values are based at 1,000.0 on 2006-6-30 Index Mean Current Yield …<\/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-1636","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1636","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=1636"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1636\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1636"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1636"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1636"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}