{"id":375,"date":"2006-12-08T01:53:04","date_gmt":"2006-12-08T05:53:04","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=375"},"modified":"2006-12-08T01:53:04","modified_gmt":"2006-12-08T05:53:04","slug":"december-7-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=375","title":{"rendered":"December 7, 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>\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>\n4.25%<\/td>\n4.26%<\/td>\n39,194<\/td>\n16.93<\/td>\n1<\/td>\n+0.0000%<\/td>\n1,019.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.81%<\/td>\n3.80%<\/td>\n105,620<\/td>\n8.36<\/td>\n7<\/td>\n-0.0431%<\/td>\n1,028.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.47%<\/td>\n-20.50%<\/td>\n62,785<\/td>\n6.58<\/td>\n5<\/td>\n-0.0626%<\/td>\n1,037.8<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.63%<\/td>\n-0.64%<\/td>\n82,027<\/td>\n2.21<\/td>\n17<\/td>\n-0.1594%<\/td>\n1,031.8<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.11%<\/td>\n2.97%<\/td>\n149,083<\/td>\n2.72<\/td>\n8<\/td>\n-0.0824%<\/td>\n1,039.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.87%<\/td>\n5.05%<\/td>\n75,820<\/td>\n1.88<\/td>\n7<\/td>\n+0.2230%<\/td>\n1,028.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01%<\/td>\n3.44%<\/td>\n259,007<\/td>\n4.20<\/td>\n51<\/td>\n+0.0544%<\/td>\n1,050.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.58%<\/td>\n4.59%<\/td>\n978,707<\/td>\n16.28<\/td>\n6<\/td>\n-0.0736%<\/td>\n1,047.8<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetualPremium<\/td>\n-1.3843%<\/td>\nNow with a pre-tax bid-YTW of 3.88% based on a bid of 27.07 and a call at 26.00 on 2009-11-16.<\/td>\n<\/tr>\n
ACO.PR.A<\/td>\nRetractible<\/td>\n-1.2031%<\/td>\nStill looking expensive at a bid of 27.92 and a pre-tax bid-YTW of 1.92% based on a call 2008-12-31 at 26.00<\/td>\n<\/tr>\n
FCN.PR.A<\/td>\nInterestBearing<\/td>\n+1.1905%<\/td>\nNow with a pre-tax YTW of 4.06% (like T-Bills!) based on a bid of 10.20 and a call 2007-4-30 at 10.00<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\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
BCE.PR.A<\/td>\nFixedFloater<\/td>\n777,300<\/td>\nThis issue was also one of yesterday’s blocks<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixedFloater<\/td>\n541,810<\/td>\nThis was also a big block trader yesterday<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualPremium<\/td>\n432,730<\/td>\nNow with a pre-tax bid-YTW of 4.47% based on a bid of 25.96 and a call 2014-11-30 at 25.00<\/td>\n<\/tr>\n
BCE.PR.S<\/td>\nRatchetRate<\/td>\n427,730<\/td>\n\u00a0<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n410,214<\/td>\n\u00a0<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualPremium<\/td>\n307,225<\/td>\nNow with a pre-tax bid-YTW of 4.40% based on a bid of 26.23 and a call 2014-11-30 at 25.00<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n307,180<\/td>\nNow with a pre-tax bid-YTW of 4.38% based on a bid of 26.51 and a call 2015-11-30 at 25.00<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nPerpetualPremium<\/td>\n207,140<\/td>\nNow with a pre-tax bid-YTW of 3.86% based on a bid of 26.81 and a call 2010-1-30 at 26.00<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetualPremium<\/td>\n202,507<\/td>\nNow with a pre-tax bid-YTW of 3.99% based on a bid of 26.50 and a call 2014-3-26 at 25.00<\/td>\n<\/tr>\n
BCE.PR.C<\/td>\nFixedFloater<\/td>\n103,950<\/td>\nAlso on yesterday’s big block list<\/td>\n<\/tr>\n<\/table>\n

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

Another day of big blocks! Not quite as busy as yesterday, but ’tis enough, ’twill serve.\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 Mean Current Yield (at bid) Mean YTW Mean Average Trading Value Mean Mod Dur …<\/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-375","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/375","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=375"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/375\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=375"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=375"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=375"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}