{"id":32258,"date":"2006-09-01T19:31:35","date_gmt":"2006-09-01T23:31:35","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=97"},"modified":"2006-09-01T19:31:35","modified_gmt":"2006-09-01T23:31:35","slug":"august-31-2006-after-rebalancing","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32258","title":{"rendered":"August 31, 2006 (After Rebalancing)"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\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>\n4.46%<\/td>\n4.48%<\/td>\n37,598<\/td>\n16.54<\/td>\n1<\/td>\nN\/A<\/td>\n988.2<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.97%<\/td>\n4.14%<\/td>\n314,544<\/td>\n13.94<\/td>\n6<\/td>\nN\/A<\/td>\n997.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.64%<\/td>\n-17.11%<\/td>\n71,202<\/td>\n8.06<\/td>\n4<\/td>\nN\/A<\/td>\n1,008.6<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n2.39%<\/td>\n73,364<\/td>\n2.55<\/td>\n18<\/td>\nN\/A<\/td>\n1,006.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.99<\/td>\n3.74<\/td>\n54,846<\/td>\n2.76<\/td>\n10<\/td>\nN\/A<\/td>\n1,005.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.82%<\/td>\n5.03%<\/td>\n58,842<\/td>\n1.88<\/td>\n7<\/td>\nN\/A<\/td>\n1,017.2<\/td>\n<\/tr>\n
Perpetual Premium<\/td>\n5.16%<\/td>\n4.33%<\/td>\n190,187<\/td>\n4.49<\/td>\n48<\/td>\nN\/A<\/td>\n1,018.1<\/td>\n<\/tr>\n
Perpetual Discount<\/td>\n4.61%<\/td>\n4.67%<\/td>\n278,857<\/td>\n15.99<\/td>\n6<\/td>\nN\/A<\/td>\n1,029.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Index Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
BC.PR.E<\/td>\nRatchet<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
AL.PR.F<\/td>\nFloater<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
SXT.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CL.PR.B<\/td>\nPerpetualPremium<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CAC.PR.A<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
CM.PR.H<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n<\/table>\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. Index Value Ratchet 4.46% 4.48% 37,598 16.54 1 N\/A 988.2 Fixed-Floater 4.97% 4.14% 314,544 13.94 6 N\/A 997.6 Floater 4.64% …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[10],"tags":[],"class_list":["post-32258","post","type-post","status-publish","format-standard","hentry","category-index-construction-and-reporting"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32258","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=32258"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32258\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32258"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32258"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32258"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}