{"id":414,"date":"2006-12-19T23:02:00","date_gmt":"2006-12-20T03:02:00","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=414"},"modified":"2006-12-19T23:02:00","modified_gmt":"2006-12-20T03:02:00","slug":"december-19-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=414","title":{"rendered":"December 19, 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>\n4.17%<\/td>\n4.20%<\/td>\n32,732<\/td>\n17.06<\/td>\n1<\/td>\n+0.3235%<\/td>\n1,024.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.78%<\/td>\n3.76%<\/td>\n101,817<\/td>\n8.37<\/td>\n7<\/td>\n+0.1236%<\/td>\n1,035.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.48%<\/td>\n-22.00%<\/td>\n63,265<\/td>\n3.48<\/td>\n5<\/td>\n-0.3826%<\/td>\n1,041.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.64%<\/td>\n0.78%<\/td>\n82,577<\/td>\n2.19<\/td>\n17<\/td>\n-0.0512%<\/td>\n1,031.8<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.06%<\/td>\n2.12%<\/td>\n248,989<\/td>\n2.52<\/td>\n9<\/td>\n-0.1149%<\/td>\n1,042.6<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.96%<\/td>\n5.80%<\/td>\n80,991<\/td>\n1.86<\/td>\n7<\/td>\n-0.0968%<\/td>\n1,026.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n4.99%<\/td>\n3.61%<\/td>\n291,270<\/td>\n4.18<\/td>\n52<\/td>\n+0.1171%<\/td>\n1,054.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.52%<\/td>\n4.49%<\/td>\n916,896<\/td>\n11.75<\/td>\n6<\/td>\n+0.0807%<\/td>\n1,060.8<\/td>\n<\/tr>\n<\/table>\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
ENB.PR.D<\/td>\nInterestBearing<\/td>\n-1.1811%<\/td>\nCalled yesterday<\/a>. I guess it was a surprise to some people!<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n+1.1240%<\/td>\nNow with a pre-tax bid-YTW of 4.14% based on a bid of 26.99 and a call at $25.00, 2015-11-30.<\/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
FBS.PR.B<\/td>\nSplitShare<\/td>\n288,977<\/td>\nRecent New Issue<\/a>. Now with a pre-tax bid-YTW of 1.23% based on a bid of $10.38 and a call at $10.00 2008-1-14.<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n59,073<\/td>\nNesbitt crossed 23,000 at $25.80.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n55,140<\/td>\nNew Issue November 15<\/a>, continues to trade heavily. Now with a pre-tax bid-YTW of 4.52% based on a bid of $25.50 and a call 2016-3-1 at 4.52%<\/td>\n<\/tr>\n
CM.PR.B<\/td>\nPerpetualPremium<\/td>\n48,026<\/td>\nBasically a money market instrument, since it is being called Jan. 31.<\/a><\/td>\n<\/tr>\n
RY.PR.D<\/td>\nPerpetualPremium<\/td>\n45,045<\/td>\nRecent New Issue<\/a>, now with a pre-tax bid-YTW of 4.41% based on a bid of $25.22 and a call 2016-3-25 at $25.00<\/td>\n<\/tr>\n<\/table>\n

There were seventeen other index-included issues with over 10,000 shares traded today.\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-414","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/414","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=414"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/414\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=414"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=414"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=414"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}