{"id":32280,"date":"2006-09-22T21:09:55","date_gmt":"2006-09-23T01:09:55","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=120"},"modified":"2006-09-22T21:09:55","modified_gmt":"2006-09-23T01:09:55","slug":"september-22-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32280","title":{"rendered":"September 22, 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>\n4.40%<\/td>\n4.44%<\/td>\n45,781<\/td>\n16.59<\/td>\n1<\/td>\n0.0805%<\/td>\n1,011.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.90%<\/td>\n4.00%<\/td>\n287,783<\/td>\n8.97<\/td>\n6<\/td>\n-0.0910%<\/td>\n1,011.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.64%<\/td>\n-18.70%<\/td>\n96,595<\/td>\n8.10<\/td>\n4<\/td>\n-0.0396%<\/td>\n1,016.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.68%<\/td>\n2.32%<\/td>\n82,179<\/td>\n2.20<\/td>\n18<\/td>\n0.0435%<\/td>\n1,014.4<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.98%<\/td>\n3.07%<\/td>\n58,538<\/td>\n2.68<\/td>\n10<\/td>\n0.0191%<\/td>\n1,011.0<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.86%<\/td>\n4.61%<\/td>\n55,813<\/td>\n2.08<\/td>\n7<\/td>\n-0.0017%<\/td>\n1,022.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13%<\/td>\n3.85%<\/td>\n176,827<\/td>\n4.12<\/td>\n48<\/td>\n0.0660%<\/td>\n1,026.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.59%<\/td>\n4.60%<\/td>\n331,945<\/td>\n16.23<\/td>\n6<\/td>\n0.0407%<\/td>\n1,036.6<\/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
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
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n261,340<\/td>\nRBC crossed 50,000 @ $24.68, then Scotia crossed 150,000 at the same price.<\/td>\n<\/tr>\n
FTN.PR.A<\/td>\nSplitShare<\/td>\n134,240<\/td>\nScotia crossed 60,000 @ $10.43, then 71,000 at the same price about 80 minutes later. These have a pre-tax YTW of 3.42% at the closing bid of $10.41, maturing in December 2008.<\/td>\n<\/tr>\n
BC.PR.E<\/td>\nScraps<\/td>\n131,600<\/td>\nScotia crossed 50,000 @ 25.17, then 80,000 at the same price. This is a ratchet-rate preferred, paying $0.10 monthly, or $1.20 p.a., or 4.8% of face, or 80% of prime. It was discussed briefly in this post<\/a><\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualPremium<\/td>\n107,075<\/td>\nScotia crossed 99,900 @25.40.<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetualPremium<\/td>\n105,000<\/td>\nRBC crossed 100,000 @ 25.85.<\/td>\n<\/tr>\n<\/table>\n

There were five 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-32280","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32280","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=32280"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32280\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32280"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32280"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32280"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}