{"id":433,"date":"2006-12-28T22:58:51","date_gmt":"2006-12-29T02:58:51","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=433"},"modified":"2006-12-28T22:58:51","modified_gmt":"2006-12-29T02:58:51","slug":"december-28-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=433","title":{"rendered":"December 28, 2006"},"content":{"rendered":"

Data has been input to the HIMIPref\u2122 database but commentary will not be ready until tomorrow. My apologies.<\/p>\n

Update (finally!)<\/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. In this version, index values are based at 1,000.0 on 2006-6-30<\/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>\n4.10%<\/td>\n4.10%<\/td>\n32,656<\/td>\n17.26<\/td>\n1<\/td>\n+0.0000%<\/td>\n1,036.2<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.78%<\/td>\n3.71%<\/td>\n94,105<\/td>\n6.54<\/td>\n7<\/td>\n+0.0567%<\/td>\n1,037.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.49%<\/td>\n-19.48%<\/td>\n60,693<\/td>\n6.63<\/td>\n5<\/td>\n-0.0156%<\/td>\n1,038.3<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.65%<\/td>\n0.74%<\/td>\n84,850<\/td>\n2.17<\/td>\n17<\/td>\n+0.1165%<\/td>\n1,032.5<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.08%<\/td>\n2.06%<\/td>\n238,695<\/td>\n2.50<\/td>\n9<\/td>\n-0.1115%<\/td>\n1,042.7<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.94%<\/td>\n5.62%<\/td>\n80,252<\/td>\n1.60<\/td>\n7<\/td>\n+0.9179%<\/td>\n1,033.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.02%<\/td>\n3.56%<\/td>\n266,101<\/td>\n4.41<\/td>\n52<\/td>\n-0.0054%<\/td>\n1,054.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.52%<\/td>\n810,985<\/td>\n11.74<\/td>\n6<\/td>\n-0.0986%<\/td>\n1,059.6<\/td>\n<\/tr>\n<\/table>\n\n\n\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
DFN.PR.A<\/td>\nSplitShare<\/td>\n-1.3084%<\/td>\n\u00a0<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualPremium<\/td>\n-1.0054%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BSD.PR.A<\/td>\nInterestBearing<\/td>\n+1.0101%<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nPerpetualPremium<\/td>\n+1.0101%<\/td>\n\u00a0<\/td>\n<\/tr>\n
MST.PR.A<\/td>\nInterestBearing<\/td>\n+1.4808%<\/td>\n\u00a0<\/td>\n<\/tr>\n
STW.PR.A<\/td>\nInterestBearing<\/td>\n+3.4619%<\/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
TD.PR.N<\/td>\nOpRet<\/td>\n115,700<\/td>\n\u00a0<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nScraps<\/td>\n90,000<\/td>\n\u00a0<\/td>\n<\/tr>\n
TD.PR.M<\/td>\nOpRet<\/td>\n50,000<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n15,665<\/td>\n\u00a0<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetualDiscount<\/td>\n14,402<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

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

\u00a0Update:<\/b> There was an error in the calculation of returns for ELF.PR.G – it went ex-dividend on 12\/28 and the dividend was improperly recorded in HIMIPref™. This error has now been corrected.<\/p>\n","protected":false},"excerpt":{"rendered":"

Data has been input to the HIMIPref\u2122 database but commentary will not be ready until tomorrow. My apologies. Update (finally!) Note that these indices are experimental; the absolute and relative daily values are expected to …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[33,15],"tags":[],"class_list":["post-433","post","type-post","status-publish","format-standard","hentry","category-data-fixes","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/433","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=433"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/433\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=433"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=433"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=433"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}