{"id":572,"date":"2007-02-11T22:49:18","date_gmt":"2007-02-12T02:49:18","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=572"},"modified":"2007-02-11T22:49:18","modified_gmt":"2007-02-12T02:49:18","slug":"february-9-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=572","title":{"rendered":"February 9, 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>\n29,721<\/td>\n17.32<\/td>\n1<\/td>\n0.0000%<\/td>\n1,039.5<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.80%<\/td>\n3.46%<\/td>\n94,800<\/td>\n6.37<\/td>\n7<\/td>\n+0.0117%<\/td>\n1,043.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.46%<\/td>\n-25.74%<\/td>\n56,145<\/td>\n6.58<\/td>\n5<\/td>\n-0.2790%<\/td>\n1,052.4<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n2.34%<\/td>\n75,677<\/td>\n2.09<\/td>\n18<\/td>\n-0.0430%<\/td>\n1,028.8<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.09%<\/td>\n1.09%<\/td>\n296,448<\/td>\n2.65<\/td>\n14<\/td>\n0.0824%<\/td>\n1,043.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.69%<\/td>\n2.47%<\/td>\n74,207<\/td>\n3.87<\/td>\n6<\/td>\n+0.0103%<\/td>\n1,036.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.04%<\/td>\n3.65%<\/td>\n228,637<\/td>\n5.13<\/td>\n51<\/td>\n-0.0429%<\/td>\n1,052.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.56%<\/td>\n1,071,358<\/td>\n15.30<\/td>\n10<\/td>\n+0.1167%<\/td>\n1,056.8<\/td>\n<\/tr>\n<\/table>\n<\/div>\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
WN.PR.B<\/td>\nOpRet<\/td>\n-1.5066%<\/td>\nA reaction to the Credit-Watch Negative<\/a>. Now with a pre-tax bid-YTW of 3.40% based on a bid of 26.15 and a softMaturity<\/a> 2009-6-30.<\/td>\n<\/tr>\n
WN.PR.C<\/td>\nPerpetualPremium<\/td>\n-1.4903%<\/td>\nCredit watch negative! Now with a pre-tax bid-YTW of 4.82% based on a call 2014-7-31 at $25.00.<\/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
BCE.PR.H<\/td>\nFixedFloater<\/td>\n800,500<\/td>\nFormerly BC.PR.E<\/a><\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nPerpetualDiscount<\/td>\n191,855<\/td>\nNow with a pre-tax bid-YTW of 4.54% based on a bid of 24.76 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n122,560<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.82 and a limitMaturity.<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualPremium<\/td>\n91,821<\/td>\nCredit Watch Negative! Now with a pre-tax bid-YTW of 4.84% based on a bid of $24.78 and a limitMaturity.<\/td>\n<\/tr>\n
WN.PR.B<\/td>\nOpRet<\/td>\n79,620<\/td>\nWith a major price move, too!<\/td>\n<\/tr>\n<\/table>\n

There were nineteen 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-572","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/572","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=572"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/572\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=572"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=572"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=572"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}