{"id":32220,"date":"2006-08-04T19:50:50","date_gmt":"2006-08-04T23:50:50","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=56"},"modified":"2006-08-04T19:50:50","modified_gmt":"2006-08-04T23:50:50","slug":"august-3-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32220","title":{"rendered":"August 3, 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>\n4.33%<\/td>\n4.29%<\/td>\n26,812<\/td>\n16.72<\/td>\n2<\/td>\n0%<\/td>\n995.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.95%<\/td>\n4.19%<\/td>\n286,504<\/td>\n12.13<\/td>\n6<\/td>\n-0.0913%<\/td>\n1,001.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.61%<\/td>\n-14.62%<\/td>\n59,847<\/td>\n6.48<\/td>\n5<\/td>\n0.2939%<\/td>\n1,004.2<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n3.13%<\/td>\n77,869<\/td>\n2.66<\/td>\n18<\/td>\n0.0487%<\/td>\n1,000.6<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.78%<\/td>\n59,091<\/td>\n2.80<\/td>\n10<\/td>\n0.0890%<\/td>\n1,003.0<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.85%<\/td>\n5.15%<\/td>\n63,899<\/td>\n2.18<\/td>\n7<\/td>\n0.0697%<\/td>\n1,010.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30%<\/td>\n4.42%<\/td>\n121,418<\/td>\n4.05<\/td>\n41<\/td>\n-0.0274%<\/td>\n1,006.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.76%<\/td>\n4.80%<\/td>\n375,590<\/td>\n15.83<\/td>\n13<\/td>\n-0.1188%<\/td>\n1,006.3<\/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
AL.PR.E<\/td>\nFloater<\/td>\n1.22%<\/td>\nWas down 1.62% yesterday<\/td>\n<\/tr>\n<\/table>\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
ACO.PR.A<\/td>\nOpRet<\/td>\n75,505<\/td>\nDesjardins crossed 75,000 shares @ 28.25. At this price, they have a YTW of about 2.5%<\/td>\n<\/tr>\n
WN.PR.C<\/td>\nPerpetualPremium<\/td>\n22,200<\/td>\nRBC crossed 19,700 shares at 25.35<\/td>\n<\/tr>\n
BMO.PR.I<\/td>\nOpRet<\/td>\n18,400<\/td>\nRBC crossed 16,400 shares at 25.50<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nPerpetualDiscount<\/td>\n13,200<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\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-32220","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32220","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=32220"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32220\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32220"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32220"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32220"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}