{"id":32261,"date":"2006-09-06T21:12:31","date_gmt":"2006-09-07T01:12:31","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=100"},"modified":"2006-09-06T21:12:31","modified_gmt":"2006-09-07T01:12:31","slug":"september-6-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32261","title":{"rendered":"September 6, 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>\n4.47%<\/td>\n4.49%<\/td>\n39,033<\/td>\n16.51<\/td>\n1<\/td>\n-0.8147%<\/td>\n991.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.96%<\/td>\n4.21%<\/td>\n338,654<\/td>\n13.99<\/td>\n6<\/td>\n0.2265%<\/td>\n1,000.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.63%<\/td>\n-15.64%<\/td>\n78,789<\/td>\n8.03<\/td>\n4<\/td>\n0.1404%<\/td>\n1,009.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.69%<\/td>\n2.28%<\/td>\n72,104<\/td>\n2.28<\/td>\n18<\/td>\n0.0667%<\/td>\n1,010.4<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.99%<\/td>\n3.86%<\/td>\n53,350<\/td>\n2.75<\/td>\n10<\/td>\n-0.1068%<\/td>\n1,006.2<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.80%<\/td>\n4.96%<\/td>\n57,428<\/td>\n1.86<\/td>\n7<\/td>\n0.1029%<\/td>\n1,019.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.16%<\/td>\n4.20%<\/td>\n183,072<\/td>\n4.46<\/td>\n48<\/td>\n-0.0390%<\/td>\n1,019.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.62%<\/td>\n4.63%<\/td>\n293,447<\/td>\n16.18<\/td>\n6<\/td>\n0.0143%<\/td>\n1,028.8<\/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
BC.PR.B<\/td>\nFixedFloater<\/td>\n+1.9167%<\/td>\nVolume of 600 shares in a single trade at $24.79. Currently quoted at 24.46-80, 6×5<\/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>\n255,405<\/td>\nBoy, changing the terms<\/a> on these things really helps out volume, eh?<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualPremium<\/td>\n103,150<\/td>\nRBC crossed 100,000 shares at $25.30. These have a pre-tax Yield-to-Worst of 4.62% at the closing bid of $25.27<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n89,510<\/td>\nBMO crossed a lot of 39,500 @24.30 and another lot of 25,400 shares at the same price<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nPerpetualPremium<\/td>\n88,348<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n85,003<\/td>\nRBC crossed 68,800 @ 24.70. This issue has a pre-tax YTW of 4.89% at the closing bid of 24.66.<\/td>\n<\/tr>\n<\/table>\n

There were six other index-included 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-32261","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32261","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=32261"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32261\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32261"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32261"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32261"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}