{"id":458,"date":"2007-01-09T00:14:06","date_gmt":"2007-01-09T04:14:06","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=458"},"modified":"2007-01-09T00:14:06","modified_gmt":"2007-01-09T04:14:06","slug":"january-8-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=458","title":{"rendered":"January 8, 2007"},"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. 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>\n4.11%<\/td>\n4.12%<\/td>\n29,321<\/td>\n17.22<\/td>\n1<\/td>\n-0.8397%<\/td>\n1,027.5<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.78%<\/td>\n3.52%<\/td>\n83,608<\/td>\n8.36<\/td>\n7<\/td>\n+0.5784%<\/td>\n1,038.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.56%<\/td>\n-22.62%<\/td>\n65,494<\/td>\n4.60<\/td>\n4<\/td>\n+0.2368%<\/td>\n1,043.1<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.67%<\/td>\n1.90%<\/td>\n81,625<\/td>\n2.04<\/td>\n17<\/td>\n-0.0274%<\/td>\n1,032.8<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.11%<\/td>\n1.02%<\/td>\n191,300<\/td>\n2.26<\/td>\n10<\/td>\n-0.0159%<\/td>\n1,049.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.70%<\/td>\n5.56%<\/td>\n74,024<\/td>\n2.38<\/td>\n6<\/td>\n-0.0260%<\/td>\n1,036.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01%<\/td>\n3.47%<\/td>\n261,681<\/td>\n4.76<\/td>\n55<\/td>\n-0.0875%<\/td>\n1,054.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.50%<\/td>\n4.52%<\/td>\n797,867<\/td>\n16.37<\/td>\n3<\/td>\n-0.3876%<\/td>\n1,056.6<\/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
WFS.PR.A<\/td>\nSplitShare<\/td>\n-1.0082%<\/td>\nNow with a pre-tax bid-YTW of 10.80 and a hardMaturity<\/a> 2011-06-30 at $10.00<\/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
RY.PR.A<\/td>\nPerpetualPremium<\/td>\n120,400<\/td>\nScotia crossed 86,600 at 25.00 – possibly related to the Scotia<\/a> and BMO<\/a> new issues announced today.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n112,816<\/td>\nNow with a pre-tax bid-YTW of 4.61% based on a bid of $25.16 and a call 2016-3-1 at $25.00.<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n77,600<\/td>\nNow with a pre-tax bid-YTW of 4.60% based on a bid of $24.90 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n70,900<\/td>\nNesbitt crossed 40,000 at 26.30. Now with a pre-tax bid-YTW of 4.05% based on a bid of $26.30 and a call 2014-11-30 at $25.00.<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualPremium<\/td>\n52,650<\/td>\nNesbitt crossed 45,000 at $25.80. Now with a pre-tax bid-YTW of 4.26% based on a bid of $25.71 and a call 2014-4-18 at $25.00<\/td>\n<\/tr>\n<\/table>\n

There were twenty other “$25 p.v. equivalent” 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. In this version, index values are based at 1,000.0 on 2006-6-30 Index Mean Current Yield …<\/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-458","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/458","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=458"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/458\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=458"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=458"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=458"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}