{"id":32260,"date":"2006-09-05T21:36:34","date_gmt":"2006-09-06T01:36:34","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=99"},"modified":"2006-09-05T21:36:34","modified_gmt":"2006-09-06T01:36:34","slug":"september-5-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32260","title":{"rendered":"September 5, 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>\n4.43%<\/td>\n4.44%<\/td>\n39,444<\/td>\n16.59<\/td>\n1<\/td>\n1.1537%<\/td>\n999.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.97%<\/td>\n4.13%<\/td>\n323,934<\/td>\n13.93<\/td>\n6<\/td>\n-0.1862%<\/td>\n997.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.64%<\/td>\n-14.16%<\/td>\n75,883<\/td>\n8.05<\/td>\n4<\/td>\n-0.0100%<\/td>\n1,008.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.69%<\/td>\n2.19%<\/td>\n71,741<\/td>\n2.55<\/td>\n18<\/td>\n0.1813%<\/td>\n1,009.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.99%<\/td>\n3.74%<\/td>\n53,766<\/td>\n2.75<\/td>\n10<\/td>\n0.1391%<\/td>\n1,007.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.81%<\/td>\n4.97%<\/td>\n57,318<\/td>\n1.86<\/td>\n7<\/td>\n0.1005%<\/td>\n1,018.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.16%<\/td>\n4.22%<\/td>\n184,712<\/td>\n4.44<\/td>\n48<\/td>\n0.0280%<\/td>\n1,019.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.62%<\/td>\n4.63%<\/td>\n282,685<\/td>\n16.18<\/td>\n6<\/td>\n0.0614%<\/td>\n1,028.6<\/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-1.6393%<\/td>\nNow bid at 24.00-89<\/td>\n<\/tr>\n
BCE.PR.S<\/td>\nRatchet<\/td>\n+1.1537<\/td>\nOn 5,800 shares – a fairly active day for this issue. Now quoted at 24.55-69, 20×31<\/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.S<\/td>\nPerpetualPremium<\/td>\n297,251<\/td>\nThis issue has been called<\/a> for value October 6. Nesbitt crossed 288,000 at $26.09<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nPerpetualPremium<\/td>\n175,000<\/td>\nNesbitt crossed the entire day’s volume at 26.65. The issue has a YTW of 4.46% at the closing bid of 26.58<\/td>\n<\/tr>\n
CM.PR.D<\/td>\nPerpetualPremium<\/td>\n105,674<\/td>\nNesbitt crossed 100,000 @ 27.00. The YTW at this price is 3.59%<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n94,145<\/td>\nNesbitt crossed 70,500 @24.30. This issue has the distinction of being the lowest-priced index-included perpetual and has a YTW of 4.63% at the closing bid of 24.25<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n74,170<\/td>\nNesbitt crossed 71,000 @ 24.31<\/td>\n<\/tr>\n<\/table>\n

There were four other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.\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-32260","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32260","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=32260"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32260\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32260"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32260"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32260"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}