{"id":291,"date":"2006-11-16T00:14:21","date_gmt":"2006-11-16T04:14:21","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=291"},"modified":"2006-11-16T00:14:21","modified_gmt":"2006-11-16T04:14:21","slug":"november-15-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=291","title":{"rendered":"November 15, 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>\n4.18%<\/td>\n4.13%<\/td>\n32,302<\/td>\n10.53<\/td>\n2<\/td>\n+0.1607%<\/td>\n1,018.5<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.82%<\/td>\n3.92%<\/td>\n124,432<\/td>\n14.71<\/td>\n7<\/td>\n-0.2968%<\/td>\n1,026.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.49%<\/td>\n-21.99%<\/td>\n66,172<\/td>\n6.52<\/td>\n5<\/td>\n+0.1663%<\/td>\n1,030.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.66%<\/td>\n1.19%<\/td>\n81,252<\/td>\n2.27<\/td>\n18<\/td>\n+0.0646%<\/td>\n1,027.3<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.00%<\/td>\n3.49%<\/td>\n162,026<\/td>\n3.33<\/td>\n9<\/td>\n+0.0469%<\/td>\n1,028.0<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.94%<\/td>\n5.58%<\/td>\n63,579<\/td>\n2.37<\/td>\n7<\/td>\n+0.0142%<\/td>\n1,015.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.07%<\/td>\n4.01%<\/td>\n225,367<\/td>\n4.18<\/td>\n49<\/td>\n0.0112%<\/td>\n1,043.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.59%<\/td>\n4.62%<\/td>\n820,841<\/td>\n14.96<\/td>\n8<\/td>\n+0.0406%<\/td>\n1,038.6<\/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 absolute returns greater than 1% on the day.<\/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
CM.PR.I<\/td>\nPerpetualDiscount<\/td>\n288,892<\/td>\nToday was the first day of trading<\/a>.<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nPerpetualDiscount<\/td>\n202,150<\/td>\nScotia crossed 100,000 at 25.00, so that was half of it! Yield-to-Worst of 4.65% based on never being called – bid price at the close was 24.96. It pays $1.15 and is priced a little higher than the new CM.PR.I, which pay a little bit more and are a better credit. So go figure.<\/td>\n<\/tr>\n
IGM.PR.A<\/td>\nOpRet<\/td>\n143,327<\/td>\nPre-tax YTW at the closing bid of $28.24 is 2.50%, based on a call 2009-7-30 at $26.00.<\/td>\n<\/tr>\n
CM.PR.B<\/td>\nPerpetualPremium<\/td>\n60,120<\/td>\nHas been called for redemption<\/a>.<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualPremium<\/td>\n45,220<\/td>\nPre-tax YTW of 4.38%, based on a closing bid of $25.90 and a call 2014-10-30 at $25.00.<\/td>\n<\/tr>\n<\/table>\n

There were seventeen 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-291","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/291","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=291"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/291\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=291"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=291"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=291"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}