{"id":32210,"date":"2006-08-01T19:12:37","date_gmt":"2006-08-01T23:12:37","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=46"},"modified":"2006-08-01T19:12:37","modified_gmt":"2006-08-01T23:12:37","slug":"july-31-2006-before-rebalancing","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32210","title":{"rendered":"July 31, 2006 (Before Rebalancing)"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n
Index<\/td>\nCurrent Yield (at bid)<\/td>\nYTW<\/td>\nAverage Trading Value<\/td>\nMod Dur (YTW)<\/td>\nIssues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n4.24%<\/td>\n4.25%<\/td>\n91,756<\/td>\n16.95<\/td>\n2<\/td>\n-0.3005%<\/td>\n994.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.23%<\/td>\n4.10%<\/td>\n98,940<\/td>\n8.30<\/td>\n5<\/td>\n-0.2289%<\/td>\n1,002.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.54%<\/td>\n-15.03%<\/td>\n58,437<\/td>\n6.43<\/td>\n5<\/td>\n0.0000%<\/td>\n1,003.4<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.74%<\/td>\n3.05%<\/td>\n78,683<\/td>\n2.75<\/td>\n18<\/td>\n0.0333%<\/td>\n996.0<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.17%<\/td>\n4.00%<\/td>\n47,359<\/td>\n2.77<\/td>\n14<\/td>\n0.1627%<\/td>\n1,001.8<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n5.26%<\/td>\n65,738<\/td>\n2.19<\/td>\n7<\/td>\n0.0429%<\/td>\n1,009.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31%<\/td>\n4.39%<\/td>\n123,668<\/td>\n3.86<\/td>\n40<\/td>\n0.0121%<\/td>\n1,006.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.77%<\/td>\n4.81%<\/td>\n383,145<\/td>\n15.15<\/td>\n14<\/td>\n-0.0314%<\/td>\n1,005.5<\/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
ACO.PR.A<\/td>\nOpRet<\/td>\n+1.28%<\/td>\n13,777 shares traded<\/td>\n<\/tr>\n
DFN.PR.A<\/td>\nSplitShare<\/td>\n+1.25%<\/td>\n7,165 shares traded<\/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
HSB.PR.D<\/td>\nPerpetualPremium<\/td>\n53,000<\/td>\n\u00a0<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nPerpetualDiscount<\/td>\n45,100<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n24,270<\/td>\n\u00a0<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualPremium<\/td>\n17,825<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.X<\/td>\nOpRet<\/td>\n15,192<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were seven other index-included issues with volume in excess of 10,000 shares.<\/p>\n","protected":false},"excerpt":{"rendered":"

Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. Index Value Ratchet 4.24% 4.25% 91,756 16.95 2 -0.3005% 994.9 Fixed-Floater 5.23% 4.10% 98,940 8.30 5 -0.2289% 1,002.5 Floater 4.54% …<\/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-32210","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32210","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=32210"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32210\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32210"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32210"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32210"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}