{"id":32279,"date":"2006-09-22T13:03:07","date_gmt":"2006-09-22T17:03:07","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=119"},"modified":"2006-09-22T13:03:07","modified_gmt":"2006-09-22T17:03:07","slug":"september-21-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32279","title":{"rendered":"September 21, 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>\n4.41%<\/td>\n4.44%<\/td>\n44,742<\/td>\n16.57<\/td>\n1<\/td>\n0.3232%<\/td>\n1,010.5<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.90%<\/td>\n3.96%<\/td>\n296,813<\/td>\n8.97<\/td>\n6<\/td>\n-0.1241%<\/td>\n1,012.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.63%<\/td>\n-18.12%<\/td>\n96,823<\/td>\n8.13<\/td>\n4<\/td>\n0.1099%<\/td>\n1,016.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.69%<\/td>\n2.25%<\/td>\n82,807<\/td>\n2.20<\/td>\n18<\/td>\n0.0270%<\/td>\n1,013.9<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.98%<\/td>\n3.04%<\/td>\n58,243<\/td>\n2.68<\/td>\n10<\/td>\n-0.0914%<\/td>\n1,010.8<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n4.47%<\/td>\n56,345<\/td>\n2.08<\/td>\n7<\/td>\n0.0925%<\/td>\n1,022.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14%<\/td>\n4.11%<\/td>\n177,754<\/td>\n4.16<\/td>\n48<\/td>\n0.0904%<\/td>\n1,026.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.59%<\/td>\n4.61%<\/td>\n326,749<\/td>\n16.23<\/td>\n6<\/td>\n0.0966%<\/td>\n1,036.2<\/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
There were no index-included issues with absolute value of returns greater than 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
ACO.PR.A<\/td>\nOpRet<\/td>\n333,237<\/td>\nPre-tax YTW 3.65% at the closing bid of $27.15, the second best in the OpRet index, based on a call in December 2008 at $26. It could very well survive longer, however, since the call price declines by $0.50 p.a.<\/td>\n<\/tr>\n
CM.PR.D<\/td>\nPerpetualPremium<\/td>\n51,200<\/td>\nPre-tax YTW of only 3.54% at the closing bid of $27.07, not particularly good for a perp., but I suppose the $1.4375 annual dividend is high enough to convince the market to treat it as a retractible. But I’d rather pay $27.10 for the BNS.PR.J!<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n42,352<\/td>\n\u00a0<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n30,579<\/td>\n\u00a0<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nPerpetualDiscount<\/td>\n29,790<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

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

\n

\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-32279","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32279","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=32279"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32279\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32279"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32279"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32279"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}