{"id":32225,"date":"2006-08-08T22:00:50","date_gmt":"2006-08-09T02:00:50","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=61"},"modified":"2006-08-08T22:00:50","modified_gmt":"2006-08-09T02:00:50","slug":"august-8-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32225","title":{"rendered":"August 8, 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>\n26,039<\/td>\n16.72<\/td>\n2<\/td>\n-0.0800%<\/td>\n996.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.06%<\/td>\n269,384<\/td>\n8.87<\/td>\n6<\/td>\n+0.0012%<\/td>\n1,003.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.61%<\/td>\n-15.40%<\/td>\n58,621<\/td>\n6.47<\/td>\n5<\/td>\n-0.1508%<\/td>\n1,005.0<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n3.03%<\/td>\n76,844<\/td>\n2.70<\/td>\n18<\/td>\n0.0755%<\/td>\n1,002.0<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.02%<\/td>\n3.83%<\/td>\n57,898<\/td>\n2.79<\/td>\n10<\/td>\n-0.0122%<\/td>\n1,002.0<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.85%<\/td>\n5.26%<\/td>\n62,835<\/td>\n2.16<\/td>\n7<\/td>\n-0.0886%<\/td>\n1,010.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30%<\/td>\n4.43%<\/td>\n176,716<\/td>\n4.12<\/td>\n42<\/td>\n-0.0183%<\/td>\n1,007.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.75%<\/td>\n4.80%<\/td>\n366,161<\/td>\n15.14<\/td>\n13<\/td>\n0.1545%<\/td>\n1,008.3<\/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
No major price changes of issues included in indices!<\/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
IAG.PR.A<\/td>\nPerpetualDiscount<\/td>\n207,160<\/td>\nRBC crossed 100,000 @ 24.75, then Scotia did the same. The YTW is 4.69% at the closing bid of $24.73<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nPerpetualDiscount<\/td>\n203,700<\/td>\n\u00a0<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nPerpetualDiscount<\/td>\n157,575<\/td>\nRBC crossed 150,000 @ 24.95<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\n155,500<\/td>\nRBC crossed 150,000 @ 24.70<\/td>\n<\/tr>\n
CM.PR.C<\/td>\nPerpetualPremium<\/td>\n24,407<\/td>\nYTW 3.17% at closing bid of $26.75<\/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-32225","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32225","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=32225"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32225\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32225"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32225"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32225"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}