{"id":466,"date":"2007-01-11T23:53:35","date_gmt":"2007-01-12T03:53:35","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=466"},"modified":"2007-01-11T23:53:35","modified_gmt":"2007-01-12T03:53:35","slug":"january-11-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=466","title":{"rendered":"January 11, 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>\n4.09%<\/td>\n4.10%<\/td>\n26,170<\/td>\n17.25<\/td>\n1<\/td>\n-0.0403%<\/td>\n1,028.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.78%<\/td>\n3.44%<\/td>\n82,080<\/td>\n10.14<\/td>\n7<\/td>\n-0.0436%<\/td>\n1,040.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.57%<\/td>\n-22.41%<\/td>\n65,513<\/td>\n8.23<\/td>\n4<\/td>\n-0.0784%<\/td>\n1,041.3<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.67%<\/td>\n2.02%<\/td>\n82,205<\/td>\n2.04<\/td>\n17<\/td>\n-0.0932%<\/td>\n1,032.3<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.06%<\/td>\n1.07%<\/td>\n403,351<\/td>\n2.86<\/td>\n11<\/td>\n-0.1108%<\/td>\n1,043.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.69%<\/td>\n5.49%<\/td>\n74,638<\/td>\n2.66<\/td>\n6<\/td>\n+0.1522%<\/td>\n1,036.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.02%<\/td>\n3.77%<\/td>\n252,058<\/td>\n4.91<\/td>\n55<\/td>\n-0.0934%<\/td>\n1,052.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.51%<\/td>\n4.51%<\/td>\n792,398<\/td>\n16.35<\/td>\n3<\/td>\n+0.0673%<\/td>\n1,055.6<\/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
There were no index-included issues with major price changes today.<\/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
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n313,859<\/td>\nNesbitt crossed 100,000 at $24.90. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.87 and a limitMaturity<\/a><\/td>\n<\/tr>\n
AL.PR.F<\/td>\nFloater<\/td>\n172,800<\/td>\nGlobal crossed 86,000 at $25.77 for cash<\/a>, then 86,000 at 25.48 for regular settlement. The issue went exDividend<\/a> today for $0.28125.<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n100,700<\/td>\nScotia crossed 100,000 at 24.70.<\/td>\n<\/tr>\n
PWF.PR.J<\/td>\nOpRet<\/td>\n80,932<\/td>\nDesjardins crossed 80,000 at 26.86. Now with a pre-tax bid-YTW of 2.23% based on a bid of $26.75 and a call 2008-5-30 at $26.00. Obviously, there are some willing to bet that it will last until its softMaturity<\/a> 2013-7-30 at $25.0. Pays only 1.175, with a 0.25 annual decline in redemption premium, so they might be right. Maybe.<\/td>\n<\/tr>\n
BNA.PR.C<\/td>\nSplitShare<\/td>\n72,300<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.47%, based on a bid of $24.76 and a hardMaturity<\/a> 2019-1-10 at $25.00. That’s basically even with the recent perpetual issues!<\/td>\n<\/tr>\n<\/table>\n

There were nine other “$25 p.v. equivalent” 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. 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-466","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/466","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=466"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/466\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=466"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=466"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=466"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}