{"id":693,"date":"2007-03-15T21:52:00","date_gmt":"2007-03-16T01:52:00","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=693"},"modified":"2007-03-15T21:52:00","modified_gmt":"2007-03-16T01:52:00","slug":"march-15-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=693","title":{"rendered":"March 15, 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>\n4.03%<\/td>\n3.74%<\/td>\n77,840<\/td>\n3.87<\/td>\n1<\/td>\n+0.4762%<\/td>\n1,055.7<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.97%<\/td>\n3.50%<\/td>\n106,156<\/td>\n4.61<\/td>\n5<\/td>\n+0.1106%<\/td>\n1,042.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.73%<\/td>\n-18.25%<\/td>\n75,575<\/td>\n5.59<\/td>\n3<\/td>\n-0.3267%<\/td>\n1,052.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.71%<\/td>\n2.69%<\/td>\n75,822<\/td>\n2.14<\/td>\n17<\/td>\n-0.0215%<\/td>\n1,034.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.06%<\/td>\n0.40%<\/td>\n182,962<\/td>\n3.11<\/td>\n15<\/td>\n+0.0113%<\/td>\n1,048.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.49%<\/td>\n4.12%<\/td>\n65,810<\/td>\n2.33<\/td>\n5<\/td>\n-0.1605%<\/td>\n1,043.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01%<\/td>\n3.75%<\/td>\n238,381<\/td>\n5.13<\/td>\n53<\/td>\n+0.0509%<\/td>\n1,057.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.52%<\/td>\n4.52%<\/td>\n931,908<\/td>\n13.49<\/td>\n10<\/td>\n+0.0282%<\/td>\n1,067.9<\/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 notable price moves today.<\/td>\n<\/tr>\n<\/table>\n\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
FAL.PR.H<\/td>\nScraps (Would be PerpetualPremium, but there are rating concerns)<\/td>\n203,300<\/td>\nDesjardins crossed 200,000 at $26.00 at the end of a burst of nine trades that took the price from $25.80 to $26.00. Now with a pre-tax bid-YTW of 3.58% based on a bid of $25.73 and a call 2008-4-30 at $25.00.<\/td>\n<\/tr>\n
CM.PR.D<\/td>\nPerpetualPremium<\/td>\n153,530<\/td>\nNesbitt crossed 150,000 at $27.04. Now with a pre-tax bid-YTW of 2.78% based on a bid of $27.03 and a call 2008-5-30 at $26.00. Too rich for my blood!<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n150,223<\/td>\nScotia crossed 119,100 at $24.75<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n101,500<\/td>\nNational Bank crossed 100,000 at 26.45. Now with a pre-tax bid-YTW of 4.09% based on a bid of $26.43 and a call 2014-11-30 at $25.00.<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetualPremium<\/td>\n84,520<\/td>\nTD crossed 80,000 at $26.30. Now with a pre-tax bid-YTW of 4.14% based on a bid of $26.25 and a call 2014-3-26 at $25.00.<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nPerpetualDiscount<\/td>\n63,075<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.50% based on a bid of $24.76 and a limitMaturity<\/a>.<\/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":"

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-693","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/693","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=693"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/693\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=693"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=693"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=693"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}