{"id":32233,"date":"2006-08-15T18:33:18","date_gmt":"2006-08-15T22:33:18","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=71"},"modified":"2006-08-15T18:33:18","modified_gmt":"2006-08-15T22:33:18","slug":"august-14-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32233","title":{"rendered":"August 14, 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>\n4.29%<\/td>\n26,170<\/td>\n16.72<\/td>\n2<\/td>\n0.3417%<\/td>\n997.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.15%<\/td>\n266,577<\/td>\n12.09<\/td>\n6<\/td>\n0.0398%<\/td>\n1,003.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.59%<\/td>\n-17.50%<\/td>\n60,395<\/td>\n6.49<\/td>\n5<\/td>\n0.3516%<\/td>\n1,009.0<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.73%<\/td>\n3.25%<\/td>\n76,026<\/td>\n2.77<\/td>\n18<\/td>\n-0.2748%<\/td>\n1,000.4<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.58%<\/td>\n56,695<\/td>\n2.77<\/td>\n10<\/td>\n0.0299%<\/td>\n1,003.7<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n5.41%<\/td>\n61,661<\/td>\n2.15<\/td>\n7<\/td>\n0.0255%<\/td>\n1,009.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29%<\/td>\n4.25%<\/td>\n172,954<\/td>\n4.03<\/td>\n42<\/td>\n-0.0081%<\/td>\n1,009.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74%<\/td>\n4.77%<\/td>\n356,306<\/td>\n14.49<\/td>\n13<\/td>\n0.0578%<\/td>\n1,013.6<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.J<\/td>\nOpRet<\/td>\n-1.1306%<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.E<\/td>\nOpRet<\/td>\n-1.6147%<\/td>\n\u00a0<\/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
BAM.PR.B<\/td>\nFloater<\/td>\n150,530<\/td>\n\u00a0<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n127,913<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n83,950<\/td>\n\u00a0<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n17,320<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n15,830<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were six other index-included issues with volumes of more than 10,000 shares<\/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-32233","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32233","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=32233"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32233\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32233"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32233"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32233"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}