{"id":189,"date":"2006-10-19T20:22:56","date_gmt":"2006-10-20T00:22:56","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=189"},"modified":"2006-10-19T20:22:56","modified_gmt":"2006-10-20T00:22:56","slug":"october-19-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=189","title":{"rendered":"October 19, 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>\n4.14%<\/td>\n4.05%<\/td>\n47,522<\/td>\n10.65<\/td>\n2<\/td>\n0.0000%<\/td>\n1,019.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.97%<\/td>\n3.87%<\/td>\n176,435<\/td>\n6.49<\/td>\n7<\/td>\n0.0956%<\/td>\n1,025.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.53%<\/td>\n-15.61%<\/td>\n77,494<\/td>\n6.50<\/td>\n5<\/td>\n-0.0634%<\/td>\n1,017.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.68%<\/td>\n2.01%<\/td>\n87,559<\/td>\n2.40<\/td>\n17<\/td>\n-0.0043%<\/td>\n1,018.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.94%<\/td>\n3.75%<\/td>\n161,691<\/td>\n3.29<\/td>\n11<\/td>\n-0.1359%<\/td>\n1,021.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.89%<\/td>\n5.06%<\/td>\n56,050<\/td>\n2.01<\/td>\n7<\/td>\n0.2452%<\/td>\n1,022.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.09%<\/td>\n3.79%<\/td>\n217,821<\/td>\n4.25<\/td>\n47<\/td>\n0.0385%<\/td>\n1,036.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.57%<\/td>\n4.60%<\/td>\n546,688<\/td>\n16.20<\/td>\n7<\/td>\n0.1504%<\/td>\n1,036.6<\/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 price changes 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
LBS.PR.A<\/td>\nSplitShare<\/td>\n166,424<\/td>\nRecent new issue<\/a>, tops the charts for the third straight day despite being a split share – even accounting for the lower price per share, dollar volume is still impressive.<\/td>\n<\/tr>\n
DFN.PR.A<\/td>\nSplitShare<\/td>\n54,300<\/td>\nAn entirely reasonably priced issue, with a pre-tax yield of 3.89% based on a bid of $10.42, paying $0.525 until maturing 2009-12-1<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualPremium<\/td>\n43,410<\/td>\nAnother recent new issue<\/a>. Still bid above par, closing at $25.12-20.<\/td>\n<\/tr>\n
PIC.PR.A<\/td>\nSplitShare<\/td>\n19,463<\/td>\nSo what is this, splitShare Day? This has an entirely respectable pre-tax yield of 3.87%, based on a bid of $16.03 and a maturity at $15.00 on 2010-11-01.<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n13,129<\/td>\nAttractively priced at 24.71-75, pre-tax bid yield of 4.84%.<\/td>\n<\/tr>\n<\/table>\n

There were four 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-189","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/189","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=189"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/189\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=189"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=189"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=189"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}