{"id":571,"date":"2007-02-09T00:22:07","date_gmt":"2007-02-09T04:22:07","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=571"},"modified":"2007-02-09T00:22:07","modified_gmt":"2007-02-09T04:22:07","slug":"february-8-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=571","title":{"rendered":"February 8, 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>\n4.05%<\/td>\n4.06%<\/td>\n30,942<\/td>\n17.33<\/td>\n1<\/td>\n-0.2792%<\/td>\n1,039.5<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.80%<\/td>\n3.44%<\/td>\n97,063<\/td>\n8.21<\/td>\n7<\/td>\n-0.2349%<\/td>\n1,043.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.44%<\/td>\n-27.51%<\/td>\n56,296<\/td>\n6.58<\/td>\n5<\/td>\n+0.0548%<\/td>\n1,055.4<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n2.36%<\/td>\n75,363<\/td>\n2.09<\/td>\n18<\/td>\n+0.0586%<\/td>\n1,029.3<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.10%<\/td>\n1.33%<\/td>\n300,265<\/td>\n2.65<\/td>\n14<\/td>\n-0.0784%<\/td>\n1,042.2<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.69%<\/td>\n3.14%<\/td>\n73,775<\/td>\n3.87<\/td>\n6<\/td>\n+0.1116%<\/td>\n1,036.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.03%<\/td>\n3.81%<\/td>\n229,533<\/td>\n5.06<\/td>\n51<\/td>\n+0.0076%<\/td>\n1,052.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.56%<\/td>\n1,081,053<\/td>\n15.29<\/td>\n10<\/td>\n+0.0928%<\/td>\n1,055.6<\/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>\n291,795<\/td>\nRecent new issue.<\/a><\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualPremium<\/td>\n142,005<\/td>\n\u00a0Now with a pre-tax bid-YTW of 4.79% based on a bid of 25.01 and a limitMaturity<\/a>. But it’s Pfd-2(low) by DBRS<\/a> and Credit Watch Negative<\/a>!<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nPerpetualDiscount<\/td>\n26,865<\/td>\n\u00a0Now with a pre-tax bid-YTW of 4.53% based on a bid of $25.00 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.G<\/td>\nPerpetualPremium<\/td>\n26,800<\/td>\n\u00a0Now with a pre-tax bid-YTW of 4.18% based on a bid of $26.87 and a call 2010-05-31 at $26.00.<\/td>\n<\/tr>\n
CM.PR.H<\/td>\nPerpetualPremium<\/td>\n25,635<\/td>\n\u00a0Now with a pre-tax bid-YTW of 4.28% based on a bid of $25.88 and a call 2014-4-29 at $25.00<\/td>\n<\/tr>\n<\/table>\n

There were fourteen 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-571","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/571","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=571"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/571\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=571"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=571"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=571"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}