{"id":32219,"date":"2006-08-04T18:44:15","date_gmt":"2006-08-04T22:44:15","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=55"},"modified":"2006-08-04T18:44:15","modified_gmt":"2006-08-04T22:44:15","slug":"august-2-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32219","title":{"rendered":"August 2, 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>\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>\n4.34%<\/td>\n4.30%<\/td>\n26,351<\/td>\n16.71<\/td>\n2<\/td>\n0%<\/td>\n993.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.13%<\/td>\n295,668<\/td>\n6.94<\/td>\n6<\/td>\n-0.0065%<\/td>\n1,002.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.61%<\/td>\n-11.68%<\/td>\n59,896<\/td>\n6.48<\/td>\n5<\/td>\n-0.2258%<\/td>\n1,001.3<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n3.06%<\/td>\n78,096<\/td>\n2.71<\/td>\n18<\/td>\n0.1003%<\/td>\n1,000.09<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.58%<\/td>\n59,589<\/td>\n2.76<\/td>\n10<\/td>\n-0.0170%<\/td>\n1,002.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.85%<\/td>\n5.21%<\/td>\n65,069<\/td>\n2.18<\/td>\n7<\/td>\n-0.0916%<\/td>\n1,010.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30%<\/td>\n4.36%<\/td>\n122,782<\/td>\n3.94<\/td>\n41<\/td>\n-0.0028%<\/td>\n1,006.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.76%<\/td>\n4.80%<\/td>\n385,848<\/td>\n15.84<\/td>\n13<\/td>\n0.0725%<\/td>\n1,007.5<\/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
AL.PR.E<\/td>\nFloater<\/td>\n-1.62%<\/td>\nVolume of 13,375 shares<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualPremium<\/td>\n-1.48%<\/td>\nVolume of 11,980 shares<\/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
TCA.PR.Y<\/td>\nPerpetualPremium<\/td>\n45,894<\/td>\n\u00a0<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\n19,370<\/td>\n\u00a0<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetualPremium<\/td>\n13,600<\/td>\n\u00a0<\/td>\n<\/tr>\n
AL.PR.E<\/td>\nFloater<\/td>\n13,375<\/td>\nLost 1.62% on day<\/td>\n<\/tr>\n
BMO.PR.H<\/td>\nPerpetualPremium<\/td>\n13,040 shares<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were five other index-included issues with volume in excess of 10,000 shares.\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 Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. …<\/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-32219","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32219","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=32219"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32219\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32219"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32219"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32219"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}