{"id":495,"date":"2007-01-19T01:25:25","date_gmt":"2007-01-19T05:25:25","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=495"},"modified":"2007-01-19T01:25:25","modified_gmt":"2007-01-19T05:25:25","slug":"january-18-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=495","title":{"rendered":"January 18, 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>\n4.06%<\/td>\n4.08%<\/td>\n25,937<\/td>\n17.30<\/td>\n1<\/td>\n+0.2015%<\/td>\n1,030.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.75%<\/td>\n2.98%<\/td>\n75,444<\/td>\n10.72<\/td>\n7<\/td>\n+0.1230%<\/td>\n1,048.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.56%<\/td>\n-23.86%<\/td>\n64,020<\/td>\n8.22<\/td>\n4<\/td>\n+0.1556%<\/td>\n1,043.1<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.67%<\/td>\n2.19%<\/td>\n78,460<\/td>\n2.02<\/td>\n17<\/td>\n+0.0402%<\/td>\n1,031.9<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.06%<\/td>\n1.12%<\/td>\n402,233<\/td>\n2.85<\/td>\n11<\/td>\n-0.0443%<\/td>\n1,044.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.70%<\/td>\n5.58%<\/td>\n74,501<\/td>\n2.64<\/td>\n6<\/td>\n+0.0033%<\/td>\n1,036.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.02%<\/td>\n3.70%<\/td>\n234,728<\/td>\n5.14<\/td>\n55<\/td>\n+0.0085%<\/td>\n1,052.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.51%<\/td>\n4.53%<\/td>\n1,218,255<\/td>\n16.35<\/td>\n4<\/td>\n+0.0807%<\/td>\n1,055.4<\/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 moves 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
BNS.PR.K<\/td>\nPerpetualPremium<\/td>\n202,800<\/td>\nTD crossed 100,000 at 26.00, then another\u00a0100,000 at the same price 90 minutes later. Now with a pre-tax bid-YTW of 4.20% based on a bid of 25.95 and a call 2014-05-28 at $25.00<\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualDiscount<\/td>\n131,233<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.94 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
GWO.PR.X<\/td>\nOpRet<\/td>\n108,160<\/td>\nNesbitt crossed 85,000 at $27.51; Desjardins crossed 18,500 at 27.56. Now with a pre-tax bid-YTW of 2.48% based on a bid of $27.56 and a call 2009-10-30 at $26.00.<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualPremium<\/td>\n58,860<\/td>\nRBC crossed 50,000 at 26.00. Now with a pre-tax bid-YTW of 4.41% based on a bid of $25.82 and a call 2014-10-31 at $25.00.<\/td>\n<\/tr>\n
RY.PR.D<\/td>\nPerpetualPremium<\/td>\n34,440<\/td>\nRBC bought a 19,800 from Scotia in three successive trades at 25.01. Now with a pre-tax bid-YTW of 4.54% based on a limitMaturity<\/a>.<\/td>\n<\/tr>\n<\/table>\n

There were thirteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.<\/p>\n

Updated 2007-1-24<\/b> … Correction of some trading information<\/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-495","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/495","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=495"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/495\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=495"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=495"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=495"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}