{"id":32256,"date":"2006-08-30T20:44:35","date_gmt":"2006-08-31T00:44:35","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=95"},"modified":"2006-08-30T20:44:35","modified_gmt":"2006-08-31T00:44:35","slug":"august-30-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32256","title":{"rendered":"August 30, 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>\n4.41%<\/td>\n4.37%<\/td>\n29,755<\/td>\n16.59<\/td>\n2<\/td>\n0.0203%<\/td>\n987.8<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.99%<\/td>\n4.22%<\/td>\n295,464<\/td>\n13.93<\/td>\n6<\/td>\n0.2351%<\/td>\n994.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.59%<\/td>\n-18.06%<\/td>\n61,890<\/td>\n6.44<\/td>\n5<\/td>\n-0.0157%<\/td>\n1,007.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.70%<\/td>\n2.47%<\/td>\n73,737<\/td>\n2.56<\/td>\n18<\/td>\n0.1755%<\/td>\n1,007.6<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.46%<\/td>\n54,504<\/td>\n2.74<\/td>\n10<\/td>\n-0.0905%<\/td>\n1,006.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.82%<\/td>\n5.13%<\/td>\n59,583<\/td>\n1.88<\/td>\n7<\/td>\n0.0838%<\/td>\n1,016.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.25%<\/td>\n4.25%<\/td>\n155,939<\/td>\n4.09<\/td>\n42<\/td>\n0.1016%<\/td>\n1,017.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70%<\/td>\n4.68%<\/td>\n342,629<\/td>\n12.39<\/td>\n13<\/td>\n0.0884%<\/td>\n1,026.7<\/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
BC.PR.B<\/td>\nFixedFloater<\/td>\n+2.1268%<\/td>\nA bid came back to offset yesterday’s swoon … partially! No shares were traded. The quote is now 24.01-85, 5×5.<\/td>\n<\/tr>\n
GWO.PR.E<\/td>\nOpRet<\/td>\n+1.2542%<\/td>\nOn light volume of 991 shares, with only 100 shares bid at $26.65<\/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.B<\/td>\nPerpetualDiscount<\/td>\n230,995<\/td>\nIncreased volume of late may mean that new-issue buyers see an opportunity to exit … or that unsold inventory is being cleared out … or nothing at all. Take your pick. Since the first day of trading, July 20, the PerpetualDiscount index is up a shade over 2.5%<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualDiscount<\/td>\n50,035<\/td>\n\u00a0<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n42,419<\/td>\n\u00a0<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\n38,150<\/td>\nNesbitt bought a total of 25,000 from various dealers at $25.00 shortly before the close.<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n34,300<\/td>\nRBC crossed 27,000 @ 25.80<\/td>\n<\/tr>\n<\/table>\n

There were seven other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.<\/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-32256","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32256","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=32256"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32256\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32256"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32256"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32256"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}