{"id":32221,"date":"2006-08-04T23:17:27","date_gmt":"2006-08-05T03:17:27","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=57"},"modified":"2006-08-04T23:17:27","modified_gmt":"2006-08-05T03:17:27","slug":"august-4-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32221","title":{"rendered":"August 4, 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>\n4.33%<\/td>\n27,064<\/td>\n16.73<\/td>\n2<\/td>\n0.1808%<\/td>\n996.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.13%<\/td>\n278,149<\/td>\n6.96<\/td>\n6<\/td>\n+0.2064%<\/td>\n1,003.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.60%<\/td>\n-15.74%<\/td>\n59,351<\/td>\n6.50<\/td>\n5<\/td>\n0.2320%<\/td>\n1,006.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n3.04%<\/td>\n77,385<\/td>\n2.71<\/td>\n18<\/td>\n0.0642%<\/td>\n1,001.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.84%<\/td>\n58,552<\/td>\n2.80<\/td>\n10<\/td>\n-0.087%<\/td>\n1,002.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.85%<\/td>\n5.15%<\/td>\n62,987<\/td>\n1.94<\/td>\n7<\/td>\n0.0200%<\/td>\n1,010.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30%<\/td>\n4.41%<\/td>\n178,424<\/td>\n4.06<\/td>\n42<\/td>\n0.0801%<\/td>\n1,007.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.76%<\/td>\n4.80%<\/td>\n367,687<\/td>\n15.14<\/td>\n13<\/td>\n0.0473%<\/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
CM.PR.A<\/td>\nOpRet<\/td>\n+1.50%<\/td>\nNo shares traded! The bid is now 27.00-51, 5×12, up from 26.60-58 yesterday. The YTW at the bid is 1.50%<\/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
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n442,125<\/td>\nHeavy trading on its first day! See A sparkling debut for PWF.PR.L!<\/a><\/td>\n<\/tr>\n
ACO.PR.A<\/td>\nOpRet<\/td>\n68,686<\/td>\nGlobal crossed 33,900 @28.60 for delayed delivery; and then 33,900 @28.25 for regular settlement. The ex-date was today, dividend of $0.359375. Clearly some kind of dividend-capture strategy at work here.<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\n31,236<\/td>\nNational Bank crossed 10,000 @ $25.00 after selling 8,000 to BMO at $25.03<\/td>\n<\/tr>\n
RY.PR.K<\/td>\nOpRet<\/td>\n14,737<\/td>\nBMO crossed 13,500 @ $25.20<\/td>\n<\/tr>\n<\/table>\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-32221","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32221","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=32221"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32221\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32221"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32221"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32221"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}