{"id":341,"date":"2006-11-29T00:32:18","date_gmt":"2006-11-29T04:32:18","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=341"},"modified":"2006-11-29T00:32:18","modified_gmt":"2006-11-29T04:32:18","slug":"november-28-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=341","title":{"rendered":"November 28, 2006"},"content":{"rendered":"

Huh.<\/p>\n

Past 11pm and I’ve only just found an internet connection that will allow me to update the prices … somebody’s been improving things again!<\/p>\n

Prices have been updated on HIMIPref\u2122 for November 28 but the daily report, I’m afraid, will have to wait. I’ll just quickly note that the volume leaders were BAM.PR.M, CM.PR.I, POW.PR.D, SLF.PR.D & CM.PR.G. Bad performance was registered by AL.PR.F; good performance by BSD.PR.A (which went ex-dividend today).<\/p>\n

Update, 2006-11-29<\/strong><\/p>\n\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>\nMean Current Yield (at bid)<\/td>\nMean YTW<\/td>\nMean Average Trading Value<\/td>\nMean Mod Dur (YTW)<\/td>\nIssues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n4.22%<\/td>\n4.10%<\/td>\n32,977<\/td>\n10.48<\/td>\n2<\/td>\n+0.4921%<\/td>\n1,025.8<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.80%<\/td>\n3.85%<\/td>\n105,137<\/td>\n6.68<\/td>\n7<\/td>\n+0.0341%<\/td>\n1,030.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.47%<\/td>\n-22.96%<\/td>\n63,379<\/td>\n6.59<\/td>\n5<\/td>\n+0.0393%<\/td>\n1,037.6<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.65%<\/td>\n-0.23%<\/td>\n81,911<\/td>\n2.24<\/td>\n18<\/td>\n+0.1564%<\/td>\n1,031.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.98%<\/td>\n3.10%<\/td>\n144,946<\/td>\n3.32<\/td>\n9<\/td>\n+0.0806%<\/td>\n1,036.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.90%<\/td>\n5.62%<\/td>\n68,806<\/td>\n3.88<\/td>\n7<\/td>\n+0.2576%<\/td>\n1,023.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.05%<\/td>\n3.69%<\/td>\n211,468<\/td>\n4.13<\/td>\n48<\/td>\n+0.1393%<\/td>\n1,047.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.60%<\/td>\n4.62%<\/td>\n1,095,008<\/td>\n15.11<\/td>\n9<\/td>\n+0.0902%<\/td>\n1,044.0<\/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
BSD.PR.A<\/td>\nInterestBearing<\/td>\n+1.7000%<\/td>\n\u00a0<\/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.M<\/td>\nPerpetualDiscount<\/td>\n360,925<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualDiscount<\/td>\n187,383<\/td>\n\u00a0<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualPremium<\/td>\n118,855<\/td>\n\u00a0<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetualDiscount<\/td>\n79,783<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualPremium<\/td>\n75,900<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were fourteen other index-included issues trading over 10,000 shares today.<\/p>\n","protected":false},"excerpt":{"rendered":"

Huh. Past 11pm and I’ve only just found an internet connection that will allow me to update the prices … somebody’s been improving things again! Prices have been updated on HIMIPref\u2122 for November 28 but …<\/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-341","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/341","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=341"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/341\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=341"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=341"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=341"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}