{"id":391,"date":"2006-12-12T23:36:43","date_gmt":"2006-12-13T03:36:43","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=391"},"modified":"2006-12-12T23:36:43","modified_gmt":"2006-12-13T03:36:43","slug":"december-12-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=391","title":{"rendered":"December 12, 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>\n4.23%<\/td>\n4.24%<\/td>\n36,419<\/td>\n16.97<\/td>\n1<\/td>\n+0.0000%<\/td>\n1,020.3<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.81%<\/td>\n3.83%<\/td>\n102,144<\/td>\n8.37<\/td>\n7<\/td>\n-0.1061%<\/td>\n1,030.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.48%<\/td>\n-17.73%<\/td>\n63,425<\/td>\n6.60<\/td>\n5<\/td>\n-0.2710%<\/td>\n1,034.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.63%<\/td>\n+0.08%<\/td>\n82,309<\/td>\n2.20<\/td>\n17<\/td>\n-0.0319%<\/td>\n1,032.8<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.12%<\/td>\n2.98%<\/td>\n139,602<\/td>\n2.70<\/td>\n8<\/td>\n-0.0579%<\/td>\n1,038.7<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.90%<\/td>\n5.43%<\/td>\n76,350<\/td>\n3.84<\/td>\n7<\/td>\n-0.1846%<\/td>\n1,023.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01%<\/td>\n3.54%<\/td>\n249,455<\/td>\n4.41<\/td>\n51<\/td>\n+0.0680%<\/td>\n1,051.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.56%<\/td>\n4.56%<\/td>\n951,558<\/td>\n13.14<\/td>\n6<\/td>\n+0.2833%<\/td>\n1,052.7<\/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
AL.PR.E<\/td>\nFloater<\/td>\n-1.3884%<\/td>\nAny dreams I ever had of attempting to understand this issue, with its bizarre dividend calculation methodology<\/a>, have long since vanished. It pays 100% of Prime, is priced at 26.28, and has been callable at $25.00 for 13 years.<\/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
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n184,344<\/td>\nRecent new issue<\/a>, pre-tax bid-YTW now 4.63% based on a bid of $25.27 and a call at $25.00 2016-3-1.<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetualDiscount<\/td>\n158,700<\/td>\nRecent new issue<\/a>, pre-tax bid-YTW now 4.77% based on a bid of 25.06 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
TOC.PR.B<\/td>\nFloater<\/td>\n140,350<\/td>\nScotia crossed 139,500 at $25.90.<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n29,500<\/td>\nNow with a pre-tax bid-YTW of 4.45% based on a bid of $25.10 and a call 2015-6-23 at $25.00<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n28,427<\/td>\nNational Bank crossed 25,000 at $24.90<\/td>\n<\/tr>\n<\/table>\n

There were nineteen other index-included issues with over 10,000 shares traded 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 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-391","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/391","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=391"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/391\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=391"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=391"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=391"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}