{"id":545,"date":"2007-02-01T22:17:12","date_gmt":"2007-02-02T02:17:12","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=545"},"modified":"2007-02-01T22:17:12","modified_gmt":"2007-02-02T02:17:12","slug":"february-1-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=545","title":{"rendered":"February 1, 2007"},"content":{"rendered":"

Technical difficulties (like mainly the fact that I have no brains at all and wiped out a few records in files that now have to be rebuilt … if this gets any worse I’m going to condemned to analyzing equities) preclude preparation of the Index Reports for the next few days. This post will be updated in due course. Sorry!<\/p>\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
BCE.PR.C<\/td>\nFixedFloater<\/td>\n+1.1041%<\/td>\n\u00a0<\/td>\n<\/tr>\n
HSB.PR.C<\/td>\nPerpetualPremium<\/td>\n+1.1236%<\/td>\nNow with a pre-tax bid-YTW of 3.87% based on a bid of $27.00 and a call 2010-7-30 at $26.00<\/td>\n<\/tr>\n
AL.PR.E<\/td>\nFloater<\/td>\n+1.3717%<\/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
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n203,400<\/td>\nNow with a pre-tax bid-YTW of 4.52% based on a bid of $25.39 and a call 2016-3-1 at $25.00<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nPerpetualDiscount<\/td>\n172,524<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.96 and a limitMaturity<\/a><\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualDiscount<\/td>\n59,550<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.96 and a limitMaturity.<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualPremium<\/td>\n29,090<\/td>\nNow with a pre-tax bid-YTW of 4.43% based on a bid of $25.75 and a call 2014-10-30 at $25.00.<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n28,975<\/td>\nNow with a pre-tax bid-YTW of 4.58% based on a bid of $24.77 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

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

Update, finally!<\/strong><\/p>\n

\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>\n4.03%<\/td>\n4.03%<\/td>\n27,943<\/td>\n17.39<\/td>\n1<\/td>\n+0.1603%<\/td>\n1,039.5<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.82%<\/td>\n3.58%<\/td>\n108,216<\/td>\n6.36<\/td>\n7<\/td>\n+0.1919%<\/td>\n1,040.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.46%<\/td>\n-24.77%<\/td>\n59,009<\/td>\n6.60<\/td>\n5<\/td>\n+0.2230%<\/td>\n1,051.4<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n2.49%<\/td>\n75,761<\/td>\n2.10<\/td>\n18<\/td>\n-0.0205%<\/td>\n1,027.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.15%<\/td>\n-0.40%<\/td>\n284,727<\/td>\n2.53<\/td>\n13<\/td>\n+0.0263%<\/td>\n1,044.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.65%<\/td>\n6.08%<\/td>\n67,549<\/td>\n4.71<\/td>\n7<\/td>\n-0.0275%<\/td>\n1,032.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.04%<\/td>\n4.07%<\/td>\n242,162<\/td>\n4.99<\/td>\n51<\/td>\n+0.0838%<\/td>\n1,051.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.55%<\/td>\n4.58%<\/td>\n973,833<\/td>\n16.24<\/td>\n9<\/td>\n+0.0627%<\/td>\n1,053.6<\/td>\n<\/tr>\n<\/table>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

Technical difficulties (like mainly the fact that I have no brains at all and wiped out a few records in files that now have to be rebuilt … if this gets any worse I’m going …<\/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-545","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/545","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=545"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/545\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=545"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=545"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=545"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}