{"id":750,"date":"2007-04-11T03:58:38","date_gmt":"2007-04-11T07:58:38","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=750"},"modified":"2007-04-11T03:58:38","modified_gmt":"2007-04-11T07:58:38","slug":"april-10-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=750","title":{"rendered":"April 10, 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>\n4.08%<\/td>\n47,493<\/td>\n17.13<\/td>\n2<\/td>\n+0.0000%<\/td>\n1,050.2<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.98%<\/td>\n3.98%<\/td>\n88,531<\/td>\n17.11<\/td>\n6<\/td>\n-0.4102%<\/td>\n1,026.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.57%<\/td>\n-19.13%<\/td>\n58,497<\/td>\n0.13<\/td>\n4<\/td>\n+0.1183%<\/td>\n1,055.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n3.09%<\/td>\n84,569<\/td>\n2.13<\/td>\n17<\/td>\n+0.0822%<\/td>\n1,034.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.82%<\/td>\n162,068<\/td>\n3.26<\/td>\n12<\/td>\n-0.0663%<\/td>\n1,048.4<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.53%<\/td>\n5.60%<\/td>\n64,134<\/td>\n2.29<\/td>\n5<\/td>\n+0.1210%<\/td>\n1,043.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.04%<\/td>\n3.95%<\/td>\n191,024<\/td>\n5.20<\/td>\n53<\/td>\n+0.0257%<\/td>\n1,058.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.53%<\/td>\n4.55%<\/td>\n946,431<\/td>\n16.32<\/td>\n11<\/td>\n-0.1058%<\/td>\n1,065.2<\/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.R<\/td>\nFixedFloater<\/td>\n-1.1160%<\/td>\n\u00a0<\/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>\n72,600<\/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
BCE.PR.A<\/td>\nFixedFloater<\/td>\n44,700<\/td>\nBecomes exchangeble to Series “AB” Ratchet Rate Preferred 2007-09-01. The dividend rate paid on the BCE.PR.A will be reset at that time … I bet it will be less than the current $1.3625!<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetualDiscount<\/td>\n24,585<\/td>\nNow with a pre-tax bid-YTW of 4.52% based on a bid of 24.70 and a limitMaturity.<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualPremium<\/td>\n22,185<\/td>\nNow with a pre-tax bid-YTW of 4.44% based on a bid of 25.73 and a call 2014-10-30 at $25.00.<\/td>\n<\/tr>\n
CM.PR.J<\/td>\nPerpetualDiscount<\/td>\n19,970<\/td>\nNow with a pre-tax bid-YTW of 4.54% based on a bid of $24.76 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

There were fifteen 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-750","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/750","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=750"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/750\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=750"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=750"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=750"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}