{"id":738,"date":"2007-04-04T22:53:40","date_gmt":"2007-04-05T02:53:40","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=738"},"modified":"2007-04-04T22:53:40","modified_gmt":"2007-04-05T02:53:40","slug":"april-4-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=738","title":{"rendered":"April 4, 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>\n4.14%<\/td>\n4.10%<\/td>\n45,864<\/td>\n17.11<\/td>\n2<\/td>\n+0.0004%<\/td>\n1,050.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.95%<\/td>\n3.96%<\/td>\n85,337<\/td>\n17.16<\/td>\n6<\/td>\n-0.4319%<\/td>\n1,033.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.58%<\/td>\n-18.22%<\/td>\n61,752<\/td>\n0.26<\/td>\n4<\/td>\n-0.2152%<\/td>\n1,055.0<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.73%<\/td>\n3.18%<\/td>\n85,831<\/td>\n2.15<\/td>\n17<\/td>\n-0.1758%<\/td>\n1,032.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.00%<\/td>\n3.69%<\/td>\n170,502<\/td>\n3.21<\/td>\n12<\/td>\n+0.0333%<\/td>\n1,050.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.53%<\/td>\n3.04%<\/td>\n63,163<\/td>\n2.29<\/td>\n5<\/td>\n+0.0481%<\/td>\n1,043.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.04%<\/td>\n3.85%<\/td>\n197,137<\/td>\n5.13<\/td>\n53<\/td>\n+0.0202%<\/td>\n1,059.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.54%<\/td>\n825,567<\/td>\n16.34<\/td>\n10<\/td>\n+0.0121%<\/td>\n1,067.0<\/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
BCE.PR.I<\/td>\nFixedFloater<\/td>\n-1.7289%<\/td>\nOn high volume (for this issue) of 17,277 shares.<\/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
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n261,200<\/td>\nNational Bank crossed 50,000 at 24.95. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.95 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
TD.PR.M<\/td>\nOpRet<\/td>\n122,100<\/td>\nWent ex-dividend today<\/a> and Global crossed 60,800 for cash<\/a> at 27.51 and 60,800 for regular settlement at 27.21. Now with a pre-tax bid-YTW of 3.04% based on a bid of 26.72 and a call 2009-5-30 at 26.00.<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixedFloater<\/td>\n100,400<\/td>\nRBC bought two tranches of 10,000 shares each from National Bank at 25.05; Nesbitt crossed 50,000 at 25.06.<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetualPremium<\/td>\n71,340<\/td>\nRBC crossed 60,000 at 26.30. Now with a pre-tax bid-YTW of 4.21% based on a bid of $26.21 and a call 2014-3-26 at $25.00.<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nPerpetualDiscount<\/td>\n40,600<\/td>\nNesbitt crossed 30,000 at 24.85. Now with a pre-tax bid-YTW of 4.51% based on a bid of $24.76 and a limitMaturity.<\/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-738","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/738","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=738"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/738\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=738"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=738"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=738"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}