{"id":523,"date":"2007-01-25T22:58:27","date_gmt":"2007-01-26T02:58:27","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=523"},"modified":"2007-01-25T22:58:27","modified_gmt":"2007-01-26T02:58:27","slug":"january-25-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=523","title":{"rendered":"January 25, 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>\n4.01%<\/td>\n4.03%<\/td>\n27,427<\/td>\n17.38<\/td>\n1<\/td>\n+0.2405%<\/td>\n1,036.2<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.74%<\/td>\n3.03%<\/td>\n73,250<\/td>\n8.20<\/td>\n7<\/td>\n+0.2887%<\/td>\n1,049.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.54%<\/td>\n-23.4%<\/td>\n61,674<\/td>\n4.16<\/td>\n4<\/td>\n+0.1669%<\/td>\n1,048.6<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.68%<\/td>\n2.20%<\/td>\n80,508<\/td>\n2.00<\/td>\n17<\/td>\n-0.0086%<\/td>\n1,031.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.05%<\/td>\n0.06%<\/td>\n377,084<\/td>\n2.83<\/td>\n11<\/td>\n-0.0259%<\/td>\n1,045.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.70%<\/td>\n5.94%<\/td>\n72,374<\/td>\n4.49<\/td>\n6<\/td>\n+0.0493%<\/td>\n1,035.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01%<\/td>\n3.79%<\/td>\n266,212<\/td>\n5.54<\/td>\n56<\/td>\n-0.0649%<\/td>\n1,051.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.50%<\/td>\n4.52%<\/td>\n1,453,490<\/td>\n16.34<\/td>\n5<\/td>\n-0.1763%<\/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
BC.PR.C<\/td>\nFixedFloater<\/td>\n+1.9335%<\/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
BNS.PR.L<\/td>\nPerpetualPremium<\/td>\n229,110<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.49% based on a bid of $25.05 and a call 2016-5-27 at $25.00.<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nPerpetualDiscount<\/td>\n116,736<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.99 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
GWO.PR.X<\/td>\nOpRet<\/td>\n79,013<\/td>\nRBC crossed 75,000 at $27.65. Now with a pre-tax bid-YTW of 2.42% based on a bid of $27.61 and a call 2009-10-30 at $26.00. I had my rant about this yesterday<\/a> and even updated my evidence<\/a>, so I’ll give it a rest for now.<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualPremium<\/td>\n59,800<\/td>\nNow with a pre-tax bid-YTW of 4.44% based on a bid of $25.80 and a call 2014-10-30 at $25.00.<\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualDiscount<\/td>\n58,190<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.99 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n<\/table>\n

There were fourteen 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-523","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/523","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=523"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/523\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=523"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=523"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=523"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}