{"id":744,"date":"2007-04-06T13:28:06","date_gmt":"2007-04-06T17:28:06","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=744"},"modified":"2007-04-06T13:28:06","modified_gmt":"2007-04-06T17:28:06","slug":"april-5-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=744","title":{"rendered":"April 5, 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>\n4.09%<\/td>\n48,057<\/td>\n17.12<\/td>\n2<\/td>\n+0.0000%<\/td>\n1,050.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.97%<\/td>\n3.99%<\/td>\n87,413<\/td>\n17.14<\/td>\n6<\/td>\n-0.5028%<\/td>\n1,028.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.58%<\/td>\n-17.77%<\/td>\n61,718<\/td>\n0.09<\/td>\n4<\/td>\n-0.0392%<\/td>\n1,054.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.73%<\/td>\n3.16%<\/td>\n84,998<\/td>\n2.14<\/td>\n17<\/td>\n+0.0757%<\/td>\n1,033.0<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.00%<\/td>\n3.74%<\/td>\n168,106<\/td>\n3.20<\/td>\n12<\/td>\n-0.0298%<\/td>\n1,050.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.54%<\/td>\n3.45%<\/td>\n63,137<\/td>\n2.29<\/td>\n5<\/td>\n-0.1420%<\/td>\n1,041.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.04%<\/td>\n3.83%<\/td>\n195,008<\/td>\n5.12<\/td>\n53<\/td>\n-0.0435%<\/td>\n1,058.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.52%<\/td>\n4.54%<\/td>\n981,834<\/td>\n15.48<\/td>\n11<\/td>\n-0.0215%<\/td>\n1,066.8<\/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
GWO.PR.H<\/td>\nPerpetualPremium<\/td>\n-1.1197%<\/td>\nOn volume of 11,555 shares, about average for this issue. Now with a pre-tax bid-YTW of 4.50% based on a bid of 25.61 and a call 2014-10-30 at $25.00<\/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
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n724,590<\/td>\nNew issue settled today<\/a>. Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.87 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BCE.PR.C<\/td>\nFixedFloater<\/td>\n62,000<\/td>\nBecomes exchangeable into the Ratchet-Rate series AD March 1, 2008. Until then, it pays a fixed dividend of $1.385 p.a. Afterwards … I bet it’s less!<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualPremium<\/td>\n54,102<\/td>\nNow with a pre-tax bid-YTW of 4.51% based on a bid of $25.66 and a call 2014-11-30 at $25.00.<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixedFloater<\/td>\n52,330<\/td>\nExchangeable into Ratchet-Rate series AB on September 1, 2007. Until then, it pays $1.3625 p.a. … afterwards … who knows?<\/td>\n<\/tr>\n
BCE.PR.H<\/td>\nRatchetRate<\/td>\n41,900<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were thirteen 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-744","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/744","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=744"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/744\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=744"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=744"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=744"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}