{"id":637,"date":"2007-02-26T22:37:04","date_gmt":"2007-02-27T02:37:04","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=637"},"modified":"2007-02-26T22:37:04","modified_gmt":"2007-02-27T02:37:04","slug":"february-26-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=637","title":{"rendered":"February 26, 2006"},"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>\n4.13%<\/td>\n4.12%<\/td>\n25,591<\/td>\n17.21<\/td>\n1<\/td>\n+0.2787%<\/td>\n1,047.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.81%<\/td>\n3.59%<\/td>\n80,834<\/td>\n8.13<\/td>\n7<\/td>\n+0.2559%<\/td>\n1,041.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.47%<\/td>\n-21.17%<\/td>\n54,320<\/td>\n3.35<\/td>\n5<\/td>\n-0.0701%<\/td>\n1,049.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n2.18%<\/td>\n74,758<\/td>\n2.05<\/td>\n18<\/td>\n-0.0896%<\/td>\n1,030.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.10%<\/td>\n0.66%<\/td>\n239,561<\/td>\n2.79<\/td>\n14<\/td>\n-0.0166%<\/td>\n1,044.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.49%<\/td>\n4.64%<\/td>\n63,070<\/td>\n2.96<\/td>\n5<\/td>\n-0.2005%<\/td>\n1,039.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.03%<\/td>\n3.83%<\/td>\n214,065<\/td>\n5.01<\/td>\n51<\/td>\n+0.0867%<\/td>\n1,054.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.55%<\/td>\n1,073,660<\/td>\n14.67<\/td>\n11<\/td>\n+0.1609%<\/td>\n1,061.6<\/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
ACO.PR.A<\/td>\nOpRet<\/td>\n-2.4731%<\/td>\nThe bids just faded away and it closed at 27.21-50, 1×9, on volumen of 2,129 shares. Still with a pre-tax bid-YTW of 2.90% based on a bid of $27.21 and a call 2008-12-31 at $26.00, but buyers are hoping for the softMaturity<\/a> 2011-11-30 at $25.00, yielding 3.72%.<\/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
GWO.PR.F<\/td>\nPerpetualPremium<\/td>\n140,399<\/td>\nDesjardins crossed 90,000 at 28.11, then another 50,000 at the same price. Now with a pre-tax bid-YTW of 1.65% based on a bid of 27.96 and a call 2008-10-30 at $26.00. Somebody has decided that particular call is not too likely!<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n34,538<\/td>\nNow with a pre-tax bid-YTW of 4.49% based on a bid of $24.87 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n33,531<\/td>\nNow with a pre-tax bid-YTW of 4.50% based on a bid of 25.50 and a call 2016-3-1 at $25.00.<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetualDiscount<\/td>\n29,419<\/td>\nNow with a pre-tax bid-YTW of 4.49% based on a bid of $24.73 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.J<\/td>\nPerpetualDiscount<\/td>\n28,425<\/td>\nNow with a pre-tax bid-YTW of 4.53% based on a bid of $24.94 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

There were twelve 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-637","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/637","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=637"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/637\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=637"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=637"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=637"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}