{"id":813,"date":"2007-04-30T23:46:34","date_gmt":"2007-05-01T03:46:34","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=813"},"modified":"2007-04-30T23:46:34","modified_gmt":"2007-05-01T03:46:34","slug":"april-30-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=813","title":{"rendered":"April 30, 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>\n4.56%<\/td>\n4.61%<\/td>\n42,404<\/td>\n16.40<\/td>\n2<\/td>\n-0.6230%<\/td>\n972.0<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.48%<\/td>\n4.52%<\/td>\n122,596<\/td>\n16.47<\/td>\n6<\/td>\n+0.1112%<\/td>\n942.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.56%<\/td>\n-19.27%<\/td>\n60,029<\/td>\n4.18<\/td>\n4<\/td>\n-0.0196%<\/td>\n1,062.0<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.74%<\/td>\n3.12%<\/td>\n83,261<\/td>\n2.59<\/td>\n17<\/td>\n-0.0409%<\/td>\n1,032.5<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.04%<\/td>\n4.34%<\/td>\n177,507<\/td>\n4.01<\/td>\n12<\/td>\n-0.1518%<\/td>\n1,044.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.50%<\/td>\n4.87%<\/td>\n61,407<\/td>\n2.25<\/td>\n5<\/td>\n-0.2148%<\/td>\n1,047.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.07%<\/td>\n4.53%<\/td>\n219,572<\/td>\n6.15<\/td>\n54<\/td>\n-0.0271%<\/td>\n1,051.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.58%<\/td>\n4.61%<\/td>\n936,660<\/td>\n16.20<\/td>\n12<\/td>\n-0.2193%<\/td>\n1,054.1<\/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
CM.PR.R<\/td>\nOpRet<\/td>\nHit a 52-week low of 25.52 on volume of 500 – count ’em, 500 – shares, closing at 25.75-00, 2×6. Geez, this market is getting sloppy! Now with a pre-tax bid-YTW of 4.50% based on a bid of 25.75 and a softMaturity<\/a> 2013-4-29 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
RY.PR.G<\/td>\nPerpetualDiscount<\/td>\n839,800<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.62% based on a bid of 24.46 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BNS.PR.L<\/td>\nPerpetualDiscount<\/td>\n133,900<\/td>\nNow with a pre-tax bid-YTW of 4.53% based on a bid of 24.90 and a limitMaturity.<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n57,558<\/td>\nNow with a pre-tax bid-YTW of 4.58% based on a bid of 24.75 and a limitMaturity.<\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualPremium<\/td>\n26,920<\/td>\nNow with a pre-tax bid-YTW of 4.59% based on a bid of 25.00 and a limitMaturity. Goes ex-Dividend<\/a> 5\/2<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n22,211<\/td>\nPays 70% of Canadian Prime on par value. Closed at 24.80-89.<\/td>\n<\/tr>\n<\/table>\n

There were eleven other $25-equivalent index-included issues trading over 10,000 shares 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-813","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/813","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=813"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/813\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=813"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=813"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=813"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}