{"id":841,"date":"2007-05-10T01:58:25","date_gmt":"2007-05-10T05:58:25","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=841"},"modified":"2007-05-10T01:58:25","modified_gmt":"2007-05-10T05:58:25","slug":"may-9-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=841","title":{"rendered":"May 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>\n4.71%<\/td>\n4.76%<\/td>\n44,233<\/td>\n16.08<\/td>\n2<\/td>\n-0.1915%<\/td>\n983.7<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.41%<\/td>\n4.64%<\/td>\n136,343<\/td>\n16.23<\/td>\n6<\/td>\n-0.0197%<\/td>\n955.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.78%<\/td>\n-5.14%<\/td>\n77,128<\/td>\n0.72<\/td>\n3<\/td>\n-0.1416%<\/td>\n1,051.7<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.74%<\/td>\n3.24%<\/td>\n84,671<\/td>\n2.36<\/td>\n17<\/td>\n+0.0515%<\/td>\n1,033.5<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.96%<\/td>\n4.25%<\/td>\n169,759<\/td>\n4.01<\/td>\n12<\/td>\n+0.0111%<\/td>\n1,046.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.51%<\/td>\n6.02%<\/td>\n63,426<\/td>\n3.40<\/td>\n5<\/td>\n-0.1526%<\/td>\n1,046.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13%<\/td>\n4.33%<\/td>\n171,967<\/td>\n5.17<\/td>\n48<\/td>\n+0.0328%<\/td>\n1,050.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.62%<\/td>\n4.65%<\/td>\n835,451<\/td>\n16.12<\/td>\n19<\/td>\n-0.0274%<\/td>\n1,053.5<\/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
AL.PR.E<\/td>\nFloater<\/td>\n-1.0089%<\/td>\nMore apparent fallout from the proposed acquisition<\/a>.<\/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
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n128,120<\/td>\nNow with a pre-tax bid-YTW of 4.64% based on a bid of 25.20 and a call 2016-3-1.<\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualDiscount<\/td>\n77,570<\/td>\nNow with a pre-tax bid-YTW of 4.56% based on a bid of 24.66 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n64,885<\/td>\nNow with a pre-tax bid-YTW of 4.29% based on a bid of 25.97 and a call 2014-11-30 at 25.00<\/td>\n<\/tr>\n
CM.PR.H<\/td>\nPerpetualPremium<\/td>\n55,555<\/td>\nNow with a pre-tax bid-YTW of 4.42% based on a bid of 25.65 and a call 2014-4-29 at 25.00<\/td>\n<\/tr>\n
NA.PR.L<\/td>\nPerpetualPremium<\/td>\n29,198<\/td>\nNow with a pre-tax bid-YTW of 4.37% based on a bid of 25.74 and a call 2014-6-14 at 25.00.<\/td>\n<\/tr>\n<\/table>\n

There were thirteen other $25-equivalent index-included issues trading over 10,000 shares today.<\/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-841","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/841","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=841"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/841\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=841"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=841"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=841"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}