{"id":232,"date":"2006-10-30T23:36:35","date_gmt":"2006-10-31T03:36:35","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=232"},"modified":"2006-10-30T23:36:35","modified_gmt":"2006-10-31T03:36:35","slug":"october-30-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=232","title":{"rendered":"October 30, 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>\n4.11%<\/td>\n3.99%<\/td>\n42,872<\/td>\n10.67<\/td>\n2<\/td>\n-0.0798%<\/td>\n1,021.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.00%<\/td>\n2.83%<\/td>\n153,742<\/td>\n6.11<\/td>\n7<\/td>\n-0.0066%<\/td>\n1,026.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.52%<\/td>\n-15.94%<\/td>\n75,151<\/td>\n6.51<\/td>\n5<\/td>\n0.1115%<\/td>\n1,022.2<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.68%<\/td>\n2.30%<\/td>\n89,145<\/td>\n2.37<\/td>\n17<\/td>\n-0.0108%<\/td>\n1,020.5<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.95%<\/td>\n3.64%<\/td>\n159,085<\/td>\n3.64<\/td>\n11<\/td>\n0.0562%<\/td>\n1,022.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.88%<\/td>\n5.11%<\/td>\n56,689<\/td>\n1.98<\/td>\n7<\/td>\n-0.1196%<\/td>\n1,023.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08%<\/td>\n3.97%<\/td>\n213,795<\/td>\n4.36<\/td>\n47<\/td>\n-0.0275%<\/td>\n1,037.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.61%<\/td>\n4.64%<\/td>\n604,467<\/td>\n16.14<\/td>\n7<\/td>\n-0.0636%<\/td>\n1,030.8<\/td>\n<\/tr>\n<\/table>\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
BSD.PR.A<\/td>\nInterestBearing<\/td>\n-1.3699%<\/td>\nNow with a pre-tax YTW of 6.04%, based on a bid of $10.08 and a maturity 2015-03-31<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixedFloater<\/td>\n-1.2640%<\/td>\nLooks like a trade of 400 shares at 3:36pm at $25.40 took out the bid and left the next bid at $25.20<\/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.D<\/td>\nPerpetualDiscount<\/td>\n399,590<\/td>\nSee SLF.PR.D : Clearance Sale Winding Down?<\/a>. It doesn’t look like it, at least as far as volume goes!<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualPremium<\/td>\n184,770<\/td>\nNesbitt processed an internal cross of 130,000 shares @26.95, Scotia crossed 50,000 @ $26.96. YTW 4.11% based on a call 2010-5-31 @ $26.00. Pays $1.35 with a $0.25 annual decline in premium, so it could very well hang on until the $25.00 call 2014-5-31 to have yielded 4.22% … unless interest rates move!<\/td>\n<\/tr>\n
CM.PR.A<\/td>\nOpRet<\/td>\n170,660<\/td>\nBMO crossed 65,000 for cash at $26.81, then bought 100,000 for cash from Desjardins at the same price. Odd. They’re nowhere near their ex-Date. I commented on this issue on October 26<\/a><\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualPremium<\/td>\n50,195<\/td>\nBMO bought 14,600 from National @ $25.39, then another 10,700 at the same price.<\/td>\n<\/tr>\n
LBS.PR.A<\/td>\nSplitShare<\/td>\n116,200<\/td>\nRecent new issue<\/a><\/td>\n<\/tr>\n<\/table>\n

There were sixteen 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-232","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/232","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=232"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/232\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=232"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=232"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=232"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}