{"id":32217,"date":"2006-08-03T21:40:04","date_gmt":"2006-08-04T01:40:04","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=53"},"modified":"2006-08-03T21:40:04","modified_gmt":"2006-08-04T01:40:04","slug":"august-1-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32217","title":{"rendered":"August 1, 2006"},"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>\n4.57%<\/td>\n4.53%<\/td>\n26,925<\/td>\n16.76<\/td>\n2<\/td>\n-0.1002%<\/td>\n993.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.21%<\/td>\n305,581<\/td>\n6.85<\/td>\n6<\/td>\n0.00%<\/td>\n1,002.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.60%<\/td>\n-14.72%<\/td>\n59,050<\/td>\n6.45<\/td>\n5<\/td>\n0.0085%<\/td>\n1,003.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n2.95%<\/td>\n78,843<\/td>\n2.66<\/td>\n18<\/td>\n0.3122%<\/td>\n999.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.70%<\/td>\n59,815<\/td>\n2.74<\/td>\n10<\/td>\n0.0457%<\/td>\n1,002.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n5.15%<\/td>\n65,327<\/td>\n2.19<\/td>\n7<\/td>\n0.1094%<\/td>\n1,010.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30%<\/td>\n4.33%<\/td>\n123,416<\/td>\n3.98<\/td>\n41<\/td>\n0.0887%<\/td>\n1,006.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.77%<\/td>\n4.80%<\/td>\n392,028<\/td>\n15.84<\/td>\n13<\/td>\n0.1289%<\/td>\n1,006.8<\/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
None!<\/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.A<\/td>\nOpRet<\/td>\n176,467<\/td>\n\u00a0<\/td>\n<\/tr>\n
BMO.PR.I<\/td>\nOpRet<\/td>\n75,517<\/td>\nAnonymous internal cross, 74,500 @ 25.79<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n58,669<\/td>\nSee the Change in Terms<\/a><\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualPremium<\/td>\n55,350<\/td>\nRBC crossed 50,000 @ 25.20<\/td>\n<\/tr>\n
TD.PR.M<\/td>\nOpRet<\/td>\n49,250<\/td>\nAnonymous internal cross @ 27.55<\/td>\n<\/tr>\n<\/table>\n

There were seven other index-included issues with volume in excess of 10,000 shares.<\/p>\n

Note that there were changes in index construction<\/a> today.\n<\/p>\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 4.57% 4.53% 26,925 16.76 2 -0.1002% 993.9 Fixed-Floater 4.94% 4.21% 305,581 6.85 6 0.00% 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":[15],"tags":[],"class_list":["post-32217","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32217","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=32217"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32217\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32217"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32217"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32217"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}