{"id":567,"date":"2007-02-07T23:03:53","date_gmt":"2007-02-08T03:03:53","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=567"},"modified":"2007-02-07T23:03:53","modified_gmt":"2007-02-08T03:03:53","slug":"february-7-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=567","title":{"rendered":"February 7, 2007"},"content":{"rendered":"
\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>\n4.04%<\/td>\n4.04%<\/td>\n28,646<\/td>\n17.37<\/td>\n1<\/td>\n0.4407%<\/td>\n1,042.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.79%<\/td>\n3.27%<\/td>\n98,815<\/td>\n6.39<\/td>\n7<\/td>\n+0.0400%<\/td>\n1,045.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.45%<\/td>\n-27.39%<\/td>\n57,131<\/td>\n6.58<\/td>\n5<\/td>\n-0.0078%<\/td>\n1,054.8<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n2.28%<\/td>\n74,956<\/td>\n2.09<\/td>\n18<\/td>\n+0.0963%<\/td>\n1,028.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.09%<\/td>\n1.12%<\/td>\n308,072<\/td>\n2.65<\/td>\n14<\/td>\n+0.0982%<\/td>\n1,043.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.70%<\/td>\n3.14%<\/td>\n72,699<\/td>\n3.87<\/td>\n6<\/td>\n-0.1340%<\/td>\n1,035.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.03%<\/td>\n3.88%<\/td>\n232,654<\/td>\n5.06<\/td>\n51<\/td>\n+0.0610%<\/td>\n1,052.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.54%<\/td>\n4.57%<\/td>\n1,083,267<\/td>\n15.29<\/td>\n10<\/td>\n+0.0688%<\/td>\n1,054.6<\/td>\n<\/tr>\n<\/table>\n<\/div>\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
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n120,429<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.58% based on a bid of $24.66 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
IGM.PR.A<\/td>\nOpRet<\/td>\n106,677<\/td>\nNow with a pre-tax bid-YTW of 2.69% based on a bid of 27.92 and a call 2009-7-30 at $26.00. Yield will be 3.81% if it makes it to the softMaturity<\/a> 2013-6-29 … but with a dividend of $1.4375, I’d be surprised if a perpetual lasted that long.<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetualDiscount<\/td>\n74,975<\/td>\nNow with a pre-tax bid-YTW of 4.81% based on a bid of $24.92 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n63,260<\/td>\nCanaccord crossed 33,400 at $25.58. Now with a pre-tax bid-YTW of 4.45% based on a bid of $25.55 and a call 2016-3-1 at 4.45%<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n58,850<\/td>\nScotia crossed 50,000 at $24.95. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.95 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

There were eighteen 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-567","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/567","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=567"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/567\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=567"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=567"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=567"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}