{"id":677,"date":"2007-03-14T22:22:40","date_gmt":"2007-03-15T02:22:40","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=677"},"modified":"2007-03-14T22:22:40","modified_gmt":"2007-03-15T02:22:40","slug":"march-13-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=677","title":{"rendered":"March 14, 2007"},"content":{"rendered":"

I now notice that with my customary elan, I have managed to over-write the post for March 13, instead of simply using it as a template. Sorry about that, guys!<\/p>\n

\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>\n4.03%<\/td>\n3.89%<\/td>\n77,362<\/td>\n3.87<\/td>\n1<\/td>\n+0.3584%<\/td>\n1,050.7<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.97%<\/td>\n3.58%<\/td>\n107,474<\/td>\n4.60<\/td>\n5<\/td>\n+0.0316%<\/td>\n1,041.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.71%<\/td>\n-19.80%<\/td>\n73,119<\/td>\n0.11<\/td>\n3<\/td>\n+0.2892%<\/td>\n1,055.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n2.71%<\/td>\n76,879<\/td>\n2.14<\/td>\n17<\/td>\n+0.0799%<\/td>\n1,034.4<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.06%<\/td>\n0.17%<\/td>\n186,066<\/td>\n3.11<\/td>\n15<\/td>\n+0.2650%<\/td>\n1,048.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.48%<\/td>\n4.09%<\/td>\n65,421<\/td>\n2.34<\/td>\n5<\/td>\n+0.0906%<\/td>\n1,044.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01%<\/td>\n3.75%<\/td>\n240,916<\/td>\n5.33<\/td>\n53<\/td>\n+0.0392%<\/td>\n1,057.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.52%<\/td>\n4.52%<\/td>\n942,456<\/td>\n13.49<\/td>\n10<\/td>\n-0.0709%<\/td>\n1,067.6<\/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
DIV.PR.A<\/td>\nSplitShare<\/td>\n+1.0317%<\/td>\nNo real story here … I suppose the market maker just realized that it’s being redeemed next week<\/a> and put a decent bid on it.<\/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
RY.PR.F<\/td>\nPerpetualDiscount<\/td>\n395,889<\/td>\nNew issue settled today<\/a>. Now with a pre-tax bid-YTW of 4.51% based on a bid of $24.75 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
TD.PR.M<\/td>\nOpRet<\/td>\n75,400<\/td>\nTD crossed 25,000 at 27.20, then Scotia crossed 50,000 at the same price. Now with a pre-tax bid-YTW of 2.59% based on a bid of $27.22 and a call 2009-5-30 at $26.00. The market, obviously, is hoping for the yield of 3.31% resulting if it survives to the softMaturity<\/a> 2013-10-30 at $25.00. Well, stranger things have happened!<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualPremium<\/td>\n74,867<\/td>\nScotia crossed 50,000 at 26.45. Now with a pre-tax bid-YTW of 4.31% based on a bid of $26.36 and a call 2014-11-30 at $25.00.<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nPerpetualPremium<\/td>\n56,910<\/td>\nScotia crossed 50,000 at $25.75. Now with a pre-tax bid-YTW of 4.27% based on a bid of $25.72 and a call 2014-4-30 at $25.00.<\/td>\n<\/tr>\n
CM.PR.D<\/td>\nPerpetualPremium<\/td>\n52,450<\/td>\nDesjardins crossed 50,000 at 27.03. Now with a pre-tax bid-YTW of 2.77% based on a bid of $27.03 and a call 2008-5-30 at $26.00.<\/td>\n<\/tr>\n<\/table>\n

There were sixteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.\n<\/p>\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

I now notice that with my customary elan, I have managed to over-write the post for March 13, instead of simply using it as a template. Sorry about that, guys! Note that these indices are …<\/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-677","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/677","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=677"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/677\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=677"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=677"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=677"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}