{"id":168,"date":"2006-10-16T21:23:12","date_gmt":"2006-10-17T01:23:12","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=168"},"modified":"2006-10-16T21:23:12","modified_gmt":"2006-10-17T01:23:12","slug":"october-16-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=168","title":{"rendered":"October 16, 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>\n4.17%<\/td>\n4.05%<\/td>\n50,012<\/td>\n10.61<\/td>\n2<\/td>\n0.0000%<\/td>\n1,020.6<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.97%<\/td>\n3.89%<\/td>\n190,079<\/td>\n8.87<\/td>\n7<\/td>\n-0.0612%<\/td>\n1,025.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.53%<\/td>\n-17.58%<\/td>\n77,718<\/td>\n6.51<\/td>\n5<\/td>\n0.0080%<\/td>\n1,017.8<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.68%<\/td>\n2.13%<\/td>\n88,707<\/td>\n2.40<\/td>\n17<\/td>\n0.0355%<\/td>\n1,017.3<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.94%<\/td>\n3.66%<\/td>\n61,368<\/td>\n3.02<\/td>\n10<\/td>\n0.0380%<\/td>\n1,015.8<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.90%<\/td>\n5.00%<\/td>\n55,802<\/td>\n2.01<\/td>\n7<\/td>\n0.1025%<\/td>\n1,021.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.10%<\/td>\n3.58%<\/td>\n171,688<\/td>\n4.30<\/td>\n46<\/td>\n0.1066%<\/td>\n1,034.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.59%<\/td>\n4.61%<\/td>\n578,748<\/td>\n16.18<\/td>\n7<\/td>\n0.0294%<\/td>\n1,033.7<\/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 index-included issues with major gains or losses 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
SLF.PR.B<\/td>\nPerpetualPremium<\/td>\n82,330<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.D<\/td>\nScraps<\/td>\n71,000<\/td>\nDesjardins bought 70,000 @27.10 on a Delayed Delivery basis from Polar. A few more active days like this and this issue won’t be in ‘Scraps’ any more!<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixedFloater<\/td>\n40,069<\/td>\nThe only issue in the FixedFloater index that isn’t swept up in the possible BCE-unit-trust-offer<\/a>! Not only that, but the rate announcement<\/a> and soon-expiring exchange offer<\/a> will have caused a lot of portfolio tweaking.<\/td>\n<\/tr>\n
CM.PR.A<\/td>\nOpRet<\/td>\n27,700<\/td>\nScotia crossed 24,200 @ 26.75. This issue has a pre-tax YTW of 1.69% based on a call in November, 2007 … but 3.73% if it survives until just before retractibility becomes an issue, July 2011. It pays $1.325 … CIBC can finance a perpetual cheaper than that, never mind a retractible!<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetualDiscount<\/td>\n26,749<\/td>\n\u00a0<\/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-168","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/168","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=168"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/168\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=168"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=168"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=168"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}