{"id":747,"date":"2007-04-09T23:32:18","date_gmt":"2007-04-10T03:32:18","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=747"},"modified":"2007-04-09T23:32:18","modified_gmt":"2007-04-10T03:32:18","slug":"april-9-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=747","title":{"rendered":"April 9, 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>\n4.13%<\/td>\n4.09%<\/td>\n46,156<\/td>\n17.12<\/td>\n2<\/td>\n+0.0199%<\/td>\n1,050.2<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.96%<\/td>\n3.97%<\/td>\n85,926<\/td>\n17.14<\/td>\n6<\/td>\n+0.1675%<\/td>\n1,030.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.58%<\/td>\n-18.14%<\/td>\n59,641<\/td>\n0.09<\/td>\n4<\/td>\n+0.0100%<\/td>\n1,054.6<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.73%<\/td>\n3.18%<\/td>\n84,566<\/td>\n2.19<\/td>\n17<\/td>\n+0.0338%<\/td>\n1,033.3<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.00%<\/td>\n3.80%<\/td>\n164,934<\/td>\n3.27<\/td>\n12<\/td>\n-0.0935%<\/td>\n1,049.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.54%<\/td>\n4.38%<\/td>\n62,821<\/td>\n2.28<\/td>\n5<\/td>\n+0.0640%<\/td>\n1,042.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.04%<\/td>\n3.95%<\/td>\n192,316<\/td>\n5.38<\/td>\n53<\/td>\n-0.0716%<\/td>\n1,057.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.54%<\/td>\n962,934<\/td>\n16.33<\/td>\n11<\/td>\n-0.0400%<\/td>\n1,066.4<\/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 major price moves 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
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n58,290<\/td>\nRecent new issue<\/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
CM.PR.D<\/td>\nPerpetualPremium<\/td>\n43,349<\/td>\nTD crossed 35,000 at 26.67. Now with a pre-tax bid-YTW of 3.26% based on a bid of 26.59 and a call 2008-5-30 at $26.00.<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n20,093<\/td>\nNow with a pre-tax bid-YTW of 4.80% based on a bid of 24.86 and a limitMaturity. Not bad, if the credit stays good<\/a>!<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n17,020<\/td>\nNow with a pre-tax bid-YTW of 4.54% based on a bid of 24.91 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nPerpetualDiscount<\/td>\n15,500<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.80 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

There were six 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-747","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/747","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=747"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/747\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=747"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=747"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=747"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}