{"id":32246,"date":"2006-08-21T22:03:15","date_gmt":"2006-08-22T02:03:15","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=85"},"modified":"2006-08-21T22:03:15","modified_gmt":"2006-08-22T02:03:15","slug":"august-21-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32246","title":{"rendered":"August 21, 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>\n4.37%<\/td>\n4.35%<\/td>\n27,491<\/td>\n16.59<\/td>\n2<\/td>\n-0.6225%<\/td>\n987.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.95%<\/td>\n4.23%<\/td>\n260,148<\/td>\n16.56<\/td>\n6<\/td>\n-0.0794%<\/td>\n1,000.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.58%<\/td>\n-20.16%<\/td>\n58,479<\/td>\n6.43<\/td>\n5<\/td>\n0.1990%<\/td>\n1,010.1<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n2.56%<\/td>\n75,564<\/td>\n2.62<\/td>\n18<\/td>\n0.1002%<\/td>\n1,003.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.00%<\/td>\n3.45%<\/td>\n55,827<\/td>\n2.75<\/td>\n10<\/td>\n0.0657%<\/td>\n1,004.9<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.84%<\/td>\n5.29%<\/td>\n60,479<\/td>\n2.13<\/td>\n7<\/td>\n0.0094%<\/td>\n1,011.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.27%<\/td>\n4.19%<\/td>\n165,201<\/td>\n3.92<\/td>\n42<\/td>\n-0.0314%<\/td>\n1,012.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72%<\/td>\n4.72%<\/td>\n342,788<\/td>\n13.08<\/td>\n13<\/td>\n-0.0014%<\/td>\n1,020.1<\/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 in index-listed issues on the day<\/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
BMO.PR.I<\/td>\nOpRet<\/td>\n37,300<\/td>\nScotia bought 35,000 in three tranches, 2×10,000 from CIBC and 15,000 from Desjardins, all at $25.50. The YTW at 25.45 is 2.23%<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualPremium<\/td>\n32,460<\/td>\nBMO bought 27,600 from HSBC in two tranches at 25.50.<\/td>\n<\/tr>\n
TOC.PR.B<\/td>\nFloater<\/td>\n24,277<\/td>\nAnonymous bought 23,700 in two tranches (and therefore not necessarily the same<\/em> anonymous!) from CIBC at 25.50<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n15,108<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n14,610<\/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

\u00a0The YTW on RY.PR.K (an operating retractible) went negative today, based on its closing bid of 25.40.\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-32246","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32246","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=32246"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32246\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32246"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32246"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32246"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}