{"id":32274,"date":"2006-09-19T21:27:46","date_gmt":"2006-09-20T01:27:46","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=114"},"modified":"2006-09-19T21:27:46","modified_gmt":"2006-09-20T01:27:46","slug":"september-19-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32274","title":{"rendered":"September 19, 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>\n4.44%<\/td>\n4.47%<\/td>\n44,205<\/td>\n16.52<\/td>\n1<\/td>\n0.6517%<\/td>\n1,005.7<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.90%<\/td>\n3.83%<\/td>\n311,685<\/td>\n8.94<\/td>\n6<\/td>\n-0.1302%<\/td>\n1,013.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.65%<\/td>\n-16.90%<\/td>\n97,467<\/td>\n8.12<\/td>\n4<\/td>\n-0.1495%<\/td>\n1,014.0<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.69%<\/td>\n2.24%<\/td>\n83,257<\/td>\n2.39<\/td>\n18<\/td>\n0.0480%<\/td>\n1,013.6<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.99%<\/td>\n3.07%<\/td>\n56,534<\/td>\n2.69<\/td>\n10<\/td>\n-0.1046%<\/td>\n1,010.2<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.87%<\/td>\n4.71%<\/td>\n56,441<\/td>\n2.09<\/td>\n7<\/td>\n-0.0514%<\/td>\n1,021.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14%<\/td>\n4.17%<\/td>\n179,918<\/td>\n4.20<\/td>\n48<\/td>\n0.0894%<\/td>\n1,024.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.61%<\/td>\n4.62%<\/td>\n322,419<\/td>\n16.21<\/td>\n6<\/td>\n0.0001%<\/td>\n1,033.6<\/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
FTN.PR.A<\/td>\nSplitShare<\/td>\n-1.0476%<\/td>\nOn volume of 3,165 shares<\/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
BAM.PR.K<\/td>\nFloater<\/td>\n56,700<\/td>\nScotia crossed 50,000 @ 24.25<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n40,375<\/td>\nThe cheapest perpetual around, paying $1.125 annually and quoted at 24.47-55. Why it should trade for less than RY.PR.A, quoted at 24.75-87, paying 1.1125, is quite beyond me.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n38,230<\/td>\nAn entirely reasonable issue, with a YTW of 4.47% based on a call in November 2014.<\/td>\n<\/tr>\n
IGM.PR.A<\/td>\nOpRet<\/td>\n23,120<\/td>\nThe most expensive (relative to par) index-included issue tracked by HIMIPref\u2122. YTW of 2.95% based on a call in 2009; 3.86% if it survives until 2013.<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualPremium<\/td>\n22,240<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were twelve other index-included issues trading over 10,000 shares today.<\/p>\n

And, best of all, I was able to recover prices from the TSX with no hitches!\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-32274","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32274","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=32274"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32274\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32274"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32274"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32274"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}