{"id":2742,"date":"2008-08-28T19:12:05","date_gmt":"2008-08-28T23:12:05","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=2742"},"modified":"2008-08-28T19:12:05","modified_gmt":"2008-08-28T23:12:05","slug":"august-28-2008","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=2742","title":{"rendered":"August 28, 2008"},"content":{"rendered":"

Nothing happened today.<\/p>\n

\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>\nN\/A<\/td>\nN\/A<\/td>\nN\/A<\/td>\nN\/A<\/td>\n0<\/td>\nN\/A<\/td>\nN\/A<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.60%<\/td>\n4.38%<\/td>\n58,290<\/td>\n16.41<\/td>\n7<\/td>\n-0.0690%<\/td>\n1,113.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.04%<\/td>\n4.08%<\/td>\n43,153<\/td>\n17.19<\/td>\n3<\/td>\n+0.5729%<\/td>\n914.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.97%<\/td>\n3.85%<\/td>\n111,108<\/td>\n2.55<\/td>\n17<\/td>\n-0.0146%<\/td>\n1,054.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.35%<\/td>\n5.85%<\/td>\n55,144<\/td>\n4.36<\/td>\n14<\/td>\n+0.2384%<\/td>\n1,042.9<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.25%<\/td>\n6.62%<\/td>\n45,613<\/td>\n5.26<\/td>\n2<\/td>\n0.0000%<\/td>\n1,129.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n6.16%<\/td>\n5.41%<\/td>\n64,674<\/td>\n2.25<\/td>\n1<\/td>\n+1.1415%<\/td>\n1,007.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.07%<\/td>\n6.12%<\/td>\n192,859<\/td>\n13.55<\/td>\n70<\/td>\n+0.0969%<\/td>\n878.0<\/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
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetualDiscount<\/td>\n-3.2080%<\/td>\nNow with a pre-tax bid-YTW of 6.98% based on a bid of 19.31 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetualDiscount<\/td>\n-1.5544%<\/td>\nNow with a pre-tax bid-YTW of 6.09% based on a bid of 19.00 and a limitMaturity.<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualDiscount<\/td>\n-1.3098%<\/td>\nNow with a pre-tax bid-YTW of 6.97% based on a bid of 17.33 and a limitMaturity.<\/td>\n<\/tr>\n
IGM.PR.A<\/td>\nOpRet<\/td>\n-1.1342%<\/td>\nNow with a pre-tax bid-YTW of 4.34% based on a bid of 26.15 and a call 2010-7-30 at 25.67.<\/td>\n<\/tr>\n
TCA.PR.X<\/td>\nPerpetualDiscount<\/td>\n-1.0052%<\/td>\nNow with a pre-tax bid-YTW of 5.94% based on a bid of 47.27 and a limitMaturity.<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetualDiscount<\/td>\n+1.0766%<\/td>\nNow with a pre-tax bid-YTW of 7.18% based on a bid of 16.90 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualDiscount<\/td>\n+1.0821%<\/td>\nNow with a pre-tax bid-YTW of 6.67% based on a bid of 20.55 and a limitMaturity.<\/td>\n<\/tr>\n
CL.PR.B<\/td>\nPerpetualDiscount<\/td>\n+1.1415%<\/td>\nNow with a pre-tax bid-YTW of 5.41% based on a bid of 25.36 and a call 2011-1-30 at 25.00.<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetualDiscount<\/td>\n+1.1423%<\/td>\nNow with a pre-tax bid-YTW of 5.79% based on a bid of 19.48 and a limitMaturity.<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nPerpetualDiscount<\/td>\n+1.3124%<\/td>\nNow with a pre-tax bid-YTW of 5.79% based on a bid of 25.01 and a call 2012-10-30 at 25.00.<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n+1.3506%<\/td>\n <\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetualDiscount<\/td>\n+1.3942%<\/td>\nNow with a pre-tax bid-YTW of 6.13% based on a bid of 24.00 and a limitMaturity.<\/td>\n<\/tr>\n
FBS.PR.B<\/td>\nSplitShare<\/td>\n+1.7672%<\/td>\nAsset coverage of just under 1.5:1 as of August 21, according to TD Securities<\/a>. Now with a pre-tax bid-YTW of 5.41% based on a bid of 9.79 and a hardMaturity<\/a> 2011-12-15 at 10.00.<\/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
RY.PR.D<\/td>\nPerpetualDiscount<\/td>\n180,900<\/td>\nTD crossed 16,300 at 18.60 and 100,000 at 18.70. Now with a pre-tax bid-YTW of 6.08% based on a bid of 18.66 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nPerpetualDiscount<\/td>\n96,392<\/td>\nNational bought 10,000 from Scotia at 19.00; so did “anonymous”. RBC crossed 30,000 at 19.15. Now with a pre-tax bid-YTW of 6.04% based on a bid of 19.19 and a limitMaturity.<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualDiscount<\/td>\n65,600<\/td>\nRBC crossed 28,800 at 20.50, then another 20,000 at the same price. Now with a pre-tax bid-YTW of 6.12% based on a bid of 20.50 and a limitMaturity.<\/td>\n<\/tr>\n
TD.PR.Q<\/td>\nPerpetualDiscount<\/td>\n57,275<\/td>\nAnonymous – possibly a different one every time – bought three blocks of 10,000 each from TD at 24.75. Now with a pre-tax bid-YTW of 5.71% based on a bid of 24.76 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nPerpetualDiscount<\/td>\n44,020<\/td>\nTD crossed 10,100 at 19.40. Now with a pre-tax bid-YTW of 6.11% based on a bid of 19.40 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

There were thirty-two other index-included $25-pv-equivalent issues trading over 10,000 shares today.<\/p>\n","protected":false},"excerpt":{"rendered":"

Nothing happened today. 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 …<\/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-2742","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/2742","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=2742"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/2742\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2742"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2742"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2742"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}