{"id":32211,"date":"2006-08-01T20:38:49","date_gmt":"2006-08-02T00:38:49","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=47"},"modified":"2006-08-01T20:38:49","modified_gmt":"2006-08-02T00:38:49","slug":"july-31-2006-after-rebalancing","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32211","title":{"rendered":"July 31, 2006 (After 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>\nN\/A<\/td>\n994.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.23%<\/td>\n4.10%<\/td>\n98,940<\/td>\n8.30<\/td>\n5<\/td>\nN\/A<\/td>\n1,002.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.60%<\/td>\n-15.57%<\/td>\n59,854<\/td>\n4.60<\/td>\n5<\/td>\nN\/A<\/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>\nN\/A<\/td>\n996.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.02<\/td>\n3.64<\/td>\n60,673<\/td>\n2.81<\/td>\n10<\/td>\nN\/A<\/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>\nN\/A<\/td>\n1,009.8<\/td>\n<\/tr>\n
Perpetual Premium<\/td>\n5.30%<\/td>\n4.40%<\/td>\n124,309<\/td>\n3.97<\/td>\n41<\/td>\nN\/A<\/td>\n1,006.0<\/td>\n<\/tr>\n
Perpetual Discount<\/td>\n4.77%<\/td>\n4.80%<\/td>\n401,377<\/td>\n15.83<\/td>\n13<\/td>\nN\/A<\/td>\n1,005.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Index Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CVF.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
MUH.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
BNA.PR.B<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
BNA.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
NA.PR.L<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
AL.PR.F<\/td>\nScraps<\/td>\nFloater<\/td>\nVolume<\/td>\n<\/tr>\n<\/table>\n

<\/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 N\/A 994.9 Fixed-Floater 5.23% 4.10% 98,940 8.30 5 N\/A 1,002.5 Floater 4.60% …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[10,15],"tags":[],"class_list":["post-32211","post","type-post","status-publish","format-standard","hentry","category-index-construction-and-reporting","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32211","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=32211"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32211\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32211"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32211"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32211"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}