{"id":32251,"date":"2006-08-25T21:05:33","date_gmt":"2006-08-26T01:05:33","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=90"},"modified":"2006-08-25T21:05:33","modified_gmt":"2006-08-26T01:05:33","slug":"august-25-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32251","title":{"rendered":"August 25, 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>\n4.38%<\/td>\n4.36%<\/td>\n28,809<\/td>\n16.57<\/td>\n2<\/td>\n0.2026%<\/td>\n987.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.94%<\/td>\n4.10%<\/td>\n301,838<\/td>\n11.40<\/td>\n6<\/td>\n0.1157%<\/td>\n1,003.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.58%<\/td>\n-20.08%<\/td>\n61,448<\/td>\n6.43<\/td>\n5<\/td>\n0.0168%<\/td>\n1,010.1<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.70%<\/td>\n2.53%<\/td>\n74,078<\/td>\n2.56<\/td>\n18<\/td>\n0.0531%<\/td>\n1,005.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.00%<\/td>\n3.41%<\/td>\n54,803<\/td>\n2.75<\/td>\n10<\/td>\n0.0439%<\/td>\n1,005.7<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.83%<\/td>\n5.23%<\/td>\n58,604<\/td>\n2.12<\/td>\n7<\/td>\n-0.0248%<\/td>\n1,013.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.26%<\/td>\n4.22%<\/td>\n160,712<\/td>\n4.13<\/td>\n42<\/td>\n0.0096%<\/td>\n1,014.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70%<\/td>\n4.70%<\/td>\n330,141<\/td>\n12.37<\/td>\n13<\/td>\n0.1964%<\/td>\n1,023.9<\/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
No major price changes in 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
BC.PR.C<\/td>\nFixedFloater<\/td>\n663,038<\/td>\nDesjardins crossed 650,000 @ 25.03<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetualPremium<\/td>\n75,900<\/td>\nNesbitt crossed 50,000 @ 25.80. This issue has a YTW of 4.46% at the closing bid of $25.75<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n42,670<\/td>\n\u00a0<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualPremium<\/td>\n26,389<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetualPremium<\/td>\n15,175<\/td>\nNational bought a total of 13,100 in four tranches, notably 11,600 from Royal at $25.80<\/td>\n<\/tr>\n<\/table>\n

There were four other index-included issues with volumes of 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-32251","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32251","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=32251"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32251\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32251"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32251"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32251"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}