{"id":32229,"date":"2006-08-10T21:07:41","date_gmt":"2006-08-11T01:07:41","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=66"},"modified":"2006-08-10T21:07:41","modified_gmt":"2006-08-11T01:07:41","slug":"august-10-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32229","title":{"rendered":"August 10, 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>\n4.32%<\/td>\n4.28%<\/td>\n26,501<\/td>\n16.73<\/td>\n2<\/td>\n0.1002%<\/td>\n998.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.10%<\/td>\n263,800<\/td>\n12.10<\/td>\n6<\/td>\n0.0996%<\/td>\n1,003.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.60%<\/td>\n-16.20%<\/td>\n58,031<\/td>\n6.47<\/td>\n5<\/td>\n-0.0395%<\/td>\n1,005.7<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n3.14%<\/td>\n76,756<\/td>\n2.70<\/td>\n18<\/td>\n0.2298%<\/td>\n1,003.8<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.62%<\/td>\n57,299<\/td>\n2.78<\/td>\n10<\/td>\n0.0852%<\/td>\n1,003.0<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n5.37%<\/td>\n62,148<\/td>\n2.16<\/td>\n7<\/td>\n-0.1412%<\/td>\n1,008.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29%<\/td>\n4.36%<\/td>\n175,286<\/td>\n4.24<\/td>\n42<\/td>\n0.0576%<\/td>\n1,008.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74%<\/td>\n4.77%<\/td>\n361,219<\/td>\n13,75<\/td>\n13<\/td>\n0.3045%<\/td>\n1,012.26<\/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
There were no major price changes of index-included issues today!<\/td>\n<\/tr>\n<\/table>\n\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
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\n259,811<\/td>\nBMO traded 80,000 as an internal cross @ 24.76; BMO bought 25,000 from RBC @24.75; BMO bought 21,200 from TD @24.75<\/td>\n<\/tr>\n
MFC.PR.A<\/td>\nOpRet<\/td>\n162,573<\/td>\nDesjardins bought 25,000 from BMO @26.52.
\nThe YTW is 3.41% with a ModifiedDuration(YTW) of 7.76 at the closing bid of 26.55<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\n126,700<\/td>\nBMO bought 50,000 from National @25.20; BMO crossed 30,000 (IC) @25,19<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n117,800<\/td>\nRBC crossed 83,300 @ 24.00; Scotia bought 10,000 from RBC @24.00; Scotia bought 17,800 from RBC @24.00.
\nThe YTW is 5.00% with a ModifiedDuration(YTW) of 15.45 at the closing bid of $24.00<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualPremium<\/td>\n106,588<\/td>\nBMO bought 95,000 from Nat @26.49.
\nThe YTW is 4.54% with a modified duration of 6.38 at the closing bid of 26.49<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n104,275<\/td>\nNational crossed 50,000 @25.40; Anonymous bought 50,000 from National @25.40<\/td>\n<\/tr>\n<\/table>\n

A busy day! There were 15 other index-included issues with volumes 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-32229","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32229","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=32229"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32229\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32229"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32229"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32229"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}