{"id":672,"date":"2007-03-08T22:35:44","date_gmt":"2007-03-09T02:35:44","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=672"},"modified":"2007-03-08T22:35:44","modified_gmt":"2007-03-09T02:35:44","slug":"march-8-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=672","title":{"rendered":"March 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>\n4.01%<\/td>\n3.88%<\/td>\n90,918<\/td>\n3.89<\/td>\n1<\/td>\n0.0000%<\/td>\n1,047.4<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.98%<\/td>\n3.60%<\/td>\n110,307<\/td>\n4.61<\/td>\n5<\/td>\n-0.2041%<\/td>\n1,040.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.71%<\/td>\n-16.84%<\/td>\n73,207<\/td>\n11.03<\/td>\n3<\/td>\n+0.1310%<\/td>\n1,049.8<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.69%<\/td>\n2.37%<\/td>\n77,791<\/td>\n2.11<\/td>\n17<\/td>\n+0.0822%<\/td>\n1,034.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.07%<\/td>\n1.13%<\/td>\n192,781<\/td>\n3.23<\/td>\n15<\/td>\n+0.0956%<\/td>\n1,044.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.48%<\/td>\n3.55%<\/td>\n65,505<\/td>\n2.33<\/td>\n5<\/td>\n+0.1826%<\/td>\n1,040.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.00%<\/td>\n3.67%<\/td>\n250,940<\/td>\n5.18<\/td>\n53<\/td>\n+0.0132%<\/td>\n1,057.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.53%<\/td>\n810,417<\/td>\n13.16<\/td>\n9<\/td>\n+0.0358%<\/td>\n1,066.7<\/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 issues with notable performance 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
YPG.PR.A<\/td>\nScraps<\/td>\n181,300<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.51% based on a bid of $24.71 and a softMaturity<\/a> 2012-12-30.<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n116,800<\/td>\nRBC crossed 100,000 at 24.95. Now with a pre-tax bid-YTW of 4.50% based on a bid of $24.95 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n111,100<\/td>\nTD crossed 100,000 at $26.40. Now with a pre-tax bid-YTW of 4.13% based on a bid of $26.34 and a call 2014-11-30 at 25.00<\/td>\n<\/tr>\n
DIV.PR.A<\/td>\nSplitShare<\/td>\n79,800<\/td>\nDundee crossed 75,200 at $25.40. This issue will be redeemed March 20 for a total of $25.51071.<\/a><\/td>\n<\/tr>\n
BCE.PR.Z<\/td>\nFixedFloater<\/td>\n72,169<\/td>\nNesbitt crossed 70,000 at $25.50.<\/td>\n<\/tr>\n<\/table>\n

There were twenty 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-672","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/672","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=672"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/672\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=672"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=672"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=672"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}