{"id":32230,"date":"2006-08-11T22:06:13","date_gmt":"2006-08-12T02:06:13","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=67"},"modified":"2006-08-11T22:06:13","modified_gmt":"2006-08-12T02:06:13","slug":"august-11-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32230","title":{"rendered":"August 11, 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>\n26,084<\/td>\n16.69<\/td>\n2<\/td>\n-0.3580%<\/td>\n994.5<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.16%<\/td>\n260,451<\/td>\n12.10<\/td>\n6<\/td>\n-0.1120%<\/td>\n1,002.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.60%<\/td>\n-15.49%<\/td>\n58,372<\/td>\n6.48<\/td>\n5<\/td>\n-0.0237%<\/td>\n1,005.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n3.11%<\/td>\n76,392<\/td>\n2.70<\/td>\n18<\/td>\n-0.0576%<\/td>\n1,003.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.61%<\/td>\n56,630<\/td>\n2.78<\/td>\n10<\/td>\n0.0380%<\/td>\n1,003.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n5.41%<\/td>\n61,694<\/td>\n2.16<\/td>\n7<\/td>\n0.0253%<\/td>\n1,008.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29%<\/td>\n4.24%<\/td>\n174,239<\/td>\n4.24<\/td>\n42<\/td>\n0.0604%<\/td>\n1,009.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.73%<\/td>\n4.78%<\/td>\n358,602<\/td>\n15.15<\/td>\n13<\/td>\n0.0790%<\/td>\n1,013.1<\/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
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nVolume<\/td>\nNotes<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n200,800<\/td>\nBMO crossed 200,000 @ 24.40<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualPremium<\/td>\n136,700<\/td>\nNational Crossed 24,000 @ 26.50; BMO bought 99,700 from National @26.49<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n129,842<\/td>\n\u00a0<\/td>\n<\/tr>\n
TOC.PR.B<\/td>\nFloatingRate<\/td>\n60,161<\/td>\nBMO crossed 36,800 @ 25.45<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nPerpetualPremium<\/td>\n56,069<\/td>\nScotia crossed 56,000 @ 27.18The YTW is 3.90% with a modified duration of 2.07 at the closing bid of 27.15<\/td>\n<\/tr>\n<\/table>\n

Another active day. There were nine other “normal” (determined by par value) issues included within the indices that traded more than 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-32230","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32230","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=32230"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32230\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32230"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32230"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32230"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}