{"id":836,"date":"2007-05-08T22:33:04","date_gmt":"2007-05-09T02:33:04","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=836"},"modified":"2007-05-08T22:33:04","modified_gmt":"2007-05-09T02:33:04","slug":"may-7-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=836","title":{"rendered":"May 8, 2007"},"content":{"rendered":"

Up to my old tricks! Instead of using the May 7 report as a template for the May 8 report, I over-wrote it … so the May 7 report is gone forever. Sorry!<\/p>\n

\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>\n4.66%<\/td>\n4.68%<\/td>\n45,424<\/td>\n16.12<\/td>\n2<\/td>\n+0.1068%<\/td>\n985.6<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.41%<\/td>\n4.61%<\/td>\n137,569<\/td>\n16.28<\/td>\n6<\/td>\n-1.5764%<\/td>\n955.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.77%<\/td>\n-8.72%<\/td>\n73,508<\/td>\n6.22<\/td>\n3<\/td>\n+0.0405%<\/td>\n1,053.1<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.74%<\/td>\n3.23%<\/td>\n84,913<\/td>\n2.54<\/td>\n17<\/td>\n+0.0093%<\/td>\n1,033.0<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.96%<\/td>\n4.22%<\/td>\n171,492<\/td>\n3.88<\/td>\n12<\/td>\n-0.1230%<\/td>\n1,046.2<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.50%<\/td>\n5.88%<\/td>\n63,129<\/td>\n2.24<\/td>\n5<\/td>\n+0.0395%<\/td>\n1,048.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13%<\/td>\n4.31%<\/td>\n170,070<\/td>\n5.15<\/td>\n48<\/td>\n+0.0446%<\/td>\n1,050.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.61%<\/td>\n4.64%<\/td>\n766,146<\/td>\n16.14<\/td>\n18<\/td>\n+0.0523%<\/td>\n1,053.8<\/td>\n<\/tr>\n<\/table>\n<\/div>\n\n\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.Z<\/td>\nFixFloat<\/td>\n-3.2609%<\/td>\nExchange\/Reset date is 2007-12-1 (exchanges with BCE.PR.Y); until then, pays 5.319% of par. Closed at 23.26-56, 2×1; the Ys closed at 23.10-67, 3×2.<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixFloat<\/td>\n-2.1730%<\/td>\nExchange\/Reset date is 2010-12-1 (Exchanges with Series ‘Q’, not issued); until then pays 4.54% of par. Closed at 22.51-00, 5×3.<\/td>\n<\/tr>\n
BCE.PR.C<\/td>\nFixFloat<\/td>\n-1.9665%<\/td>\nExchange\/Reset date is 2008-3-1 (exchanges with Series ‘AD’, not issued); until then pays 5.54% of par. Closed at 23.43-73, 1×5.<\/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>\n189,850<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.62% based on a bid of 24.48 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BNS.PR.L<\/td>\nPerpetualDiscount<\/td>\n115,154<\/td>\nNow with a pre-tax bid-YTW of 4.55% based on a bid of 24.84 and a limitMaturity.<\/td>\n<\/tr>\n
AL.PR.E<\/td>\nFloater<\/td>\n103,100<\/td>\nPresumably due to uncertainty regarding the Credit-Watch: Developing<\/a>.<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualPremium<\/td>\n58,420<\/td>\nScotia crossed 56,000 at 25.80. Now with a pre-tax bid-YTW of 4.62% based on a bid of 25.72 and a call 2014-11-30 at 25.00.<\/td>\n<\/tr>\n
CM.PR.H<\/td>\nPerpetualPremium<\/td>\n57,895<\/td>\nNow with a pre-tax bid-YTW of 4.41% based on a bid of 25.65 and a call 2014-4-29 at 25.00.<\/td>\n<\/tr>\n<\/table>\n

There were seventeen other $25-equivalent index-included issues trading over 10,000 shares today.\n<\/p>\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

Up to my old tricks! Instead of using the May 7 report as a template for the May 8 report, I over-wrote it … so the May 7 report is gone forever. Sorry! Note that …<\/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-836","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/836","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=836"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/836\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=836"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=836"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=836"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}