{"id":32248,"date":"2006-08-22T20:51:12","date_gmt":"2006-08-23T00:51:12","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=87"},"modified":"2006-08-22T20:51:12","modified_gmt":"2006-08-23T00:51:12","slug":"august-22-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32248","title":{"rendered":"August 22, 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>\n27,146<\/td>\n16.60<\/td>\n2<\/td>\n0.1214%<\/td>\n988.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.98%<\/td>\n4.27%<\/td>\n258,200<\/td>\n13.97<\/td>\n6<\/td>\n-0.6151%<\/td>\n994.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.57%<\/td>\n-22.39%<\/td>\n59,999<\/td>\n6.42<\/td>\n5<\/td>\n0.2253%<\/td>\n1,012.4<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n2.88%<\/td>\n76,317<\/td>\n2.57<\/td>\n18<\/td>\n0.0821%<\/td>\n1,003.9<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.53%<\/td>\n55,913<\/td>\n2.75<\/td>\n10<\/td>\n-0.1889%<\/td>\n1,003.0<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.84%<\/td>\n5.19%<\/td>\n60,185<\/td>\n2.12<\/td>\n7<\/td>\n0.0172%<\/td>\n1,012.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.27%<\/td>\n4.13%<\/td>\n164,875<\/td>\n3.77<\/td>\n42<\/td>\n0.0849%<\/td>\n1,013.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72%<\/td>\n4.73%<\/td>\n341,736<\/td>\n13.09<\/td>\n13<\/td>\n-0.0179%<\/td>\n1,019.9<\/td>\n<\/tr>\n<\/table>\n\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
BCE.PR.A<\/td>\nFixedFloater<\/td>\n-3.89%<\/td>\nBid disappeared after about 1,100 shares traded at 25.19 at the close. Closing bid was $24.22<\/td>\n<\/tr>\n
FTN.PR.A<\/td>\nSplitShare<\/td>\n-1.34%<\/td>\n15,180 shares traded, a relatively heavy day for this issue<\/td>\n<\/tr>\n
AL.PR.F<\/td>\nFloater<\/td>\n+1.29%<\/td>\nOn average volume<\/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
SLF.PR.A<\/td>\nPerpetualDiscount<\/td>\n204,300<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n121,822<\/td>\n\u00a0<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n76,600<\/td>\nBMO bought 71,400 from Scotia at $24.40<\/td>\n<\/tr>\n
IGM.PR.A<\/td>\nOperatingRetractible<\/td>\n46,393<\/td>\nScotia crossed 40,000 @ 28.00. This the highest priced issue in the OperatingRetractible index, with a coupon of $1.4375 and a pre-tax YTW of 3.08% @$28.00<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n21,628<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were six other index-included issues with volumes of more than 10,000 shares.
\nThe YTW on RY.PR.K (an operating retractible) moved back into positive territory today, pre-tax YTW of 3.48% based on a closing bid of $25.27\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-32248","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32248","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=32248"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32248\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32248"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32248"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32248"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}