{"id":32237,"date":"2006-08-17T12:40:16","date_gmt":"2006-08-17T16:40:16","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=76"},"modified":"2006-08-17T12:40:16","modified_gmt":"2006-08-17T16:40:16","slug":"august-16-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32237","title":{"rendered":"August 16, 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>\n4.31%<\/td>\n25,731<\/td>\n16.67<\/td>\n2<\/td>\n-0.5379%<\/td>\n993.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.13%<\/td>\n267,651<\/td>\n14.04<\/td>\n6<\/td>\n-0.0592%<\/td>\n1,003.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.60%<\/td>\n-18.01%<\/td>\n58,912<\/td>\n6.44<\/td>\n5<\/td>\n-0.0392%<\/td>\n1,007.4<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.73%<\/td>\n3.31%<\/td>\n75,942<\/td>\n2.77<\/td>\n18<\/td>\n-0.0043%<\/td>\n1,000.0<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.61%<\/td>\n56,434<\/td>\n2.77<\/td>\n10<\/td>\n0.0166%<\/td>\n1,001.9<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.85%<\/td>\n5.39%<\/td>\n60,756<\/td>\n2.14<\/td>\n7<\/td>\n0.0090%<\/td>\n1,010.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28%<\/td>\n4.21%<\/td>\n170,187<\/td>\n3.94<\/td>\n42<\/td>\n0.1012%<\/td>\n1,011.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72%<\/td>\n4.75%<\/td>\n349,324<\/td>\n13.79<\/td>\n13<\/td>\n0.0822%<\/td>\n1,016.7<\/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
ACO.PR.A<\/td>\nOpRet<\/td>\n-1.4953%<\/td>\n\u00a0<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetualDiscount<\/td>\n+1.0309%<\/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
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n257,700<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualPremium<\/td>\n203,000<\/td>\n\u00a0<\/td>\n<\/tr>\n
HSB.PR.D<\/td>\nPerpetualPremium<\/td>\n202,600<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualDiscount<\/td>\n55,826<\/td>\n\u00a0<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetualPremium<\/td>\n31,090<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were nine other index-included issues with volumes of more than 10,000 shares<\/p>\n

\n

\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-32237","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32237","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=32237"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32237\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32237"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32237"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32237"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}