{"id":32270,"date":"2006-09-18T12:50:27","date_gmt":"2006-09-18T16:50:27","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=110"},"modified":"2006-09-18T12:50:27","modified_gmt":"2006-09-18T16:50:27","slug":"september-15-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32270","title":{"rendered":"September 15, 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>\n44,215<\/td>\n16.49<\/td>\n1<\/td>\n0.0407%<\/td>\n999.6<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.91%<\/td>\n3.88%<\/td>\n320,079<\/td>\n11.53<\/td>\n6<\/td>\n0.0529%<\/td>\n1,011.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.66%<\/td>\n-15.45%<\/td>\n95,396<\/td>\n8.12<\/td>\n4<\/td>\n0.3020%<\/td>\n1,011.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.69%<\/td>\n2.54%<\/td>\n80,772<\/td>\n2.40<\/td>\n18<\/td>\n0.0728%<\/td>\n1,012.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.98%<\/td>\n2.29%<\/td>\n56,485<\/td>\n2.70<\/td>\n10<\/td>\n0.2561%<\/td>\n1,012.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n4.69%<\/td>\n56,971<\/td>\n2.09<\/td>\n7<\/td>\n-0.0011%<\/td>\n1,020.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14%<\/td>\n4.16%<\/td>\n179,827<\/td>\n4.24<\/td>\n48<\/td>\n0.0089%<\/td>\n1,023.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.61%<\/td>\n4.62%<\/td>\n321,973<\/td>\n16.21<\/td>\n6<\/td>\n0.1369%<\/td>\n1,031.7<\/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 index-included issues had bid\/bid price changes in excess of 1% 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
GWO.PR.X<\/td>\nOpRet<\/td>\n201,884<\/td>\nYTW is 2.82% based on a call in 2009; YTM is 3.28% if it survives until its soft retraction in 2013.<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n188,450<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.B<\/td>\nOpRet<\/td>\n182,875<\/td>\nYTW 3.12% based on call in 2009 immediately prior to retraction period.<\/td>\n<\/tr>\n
CM.PR.B<\/td>\nPerpetualPremium<\/td>\n137,600<\/td>\nYTW 4.23% based on call effective March ’07; it pays $1.50, just a shade under the RY.PR.S<\/a>, which paid $1.525 and were called at a similar premium at the first opportunity.<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n111,221<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were twenty-two other index-included 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-32270","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32270","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=32270"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32270\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32270"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32270"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32270"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}