{"id":843,"date":"2007-05-10T23:26:18","date_gmt":"2007-05-11T03:26:18","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=843"},"modified":"2007-05-10T23:26:18","modified_gmt":"2007-05-11T03:26:18","slug":"may-10-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=843","title":{"rendered":"May 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>\n4.74%<\/td>\n4.80%<\/td>\n43,199<\/td>\n16.02<\/td>\n2<\/td>\n0.0000%<\/td>\n983.7<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.43%<\/td>\n4.69%<\/td>\n136,206<\/td>\n16.14<\/td>\n6<\/td>\n-0.3453%<\/td>\n952.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.79%<\/td>\n-3.66%<\/td>\n77,599<\/td>\n5.62<\/td>\n3<\/td>\n-0.1723%<\/td>\n1,049.8<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.74%<\/td>\n3.26%<\/td>\n84,254<\/td>\n2.35<\/td>\n17<\/td>\n-0.0109%<\/td>\n1,033.4<\/td>\n<\/tr>\n
Split-Share<\/td>\n4.97%<\/td>\n4.37%<\/td>\n167,000<\/td>\n4.01<\/td>\n12<\/td>\n-0.2354%<\/td>\n1,043.8<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.52%<\/td>\n6.07%<\/td>\n62,837<\/td>\n3.39<\/td>\n5<\/td>\n-0.1457%<\/td>\n1,045.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13%<\/td>\n4.35%<\/td>\n170,483<\/td>\n5.16<\/td>\n48<\/td>\n+0.0188%<\/td>\n1,050.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.62%<\/td>\n4.65%<\/td>\n815,775<\/td>\n16.11<\/td>\n19<\/td>\n-0.1083%<\/td>\n1,052.4<\/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.R<\/td>\nFixFloat<\/td>\n-1.1106%<\/td>\nExchange\/Reset Date is 2010-12-1 (Exchanges with series ‘Q’, not issued); until then, pays 4.54% of par. Closed at 22.26-74, 7×2.<\/td>\n<\/tr>\n
BCE.PR.G<\/td>\nFixFloat<\/td>\n-1.0667%<\/td>\nExchange\/Reset date is 2011-05-01 (Exchanges with BCE.PR.H); until then, pays 4.35% of par. Closed at 22.26-60, 2×8; Hs closed at 23.26-49, 8×49.<\/td>\n<\/tr>\n
WFS.PR.A<\/td>\nSplitShare<\/td>\n-1.0427%<\/td>\nNow with a pre-tax bid-YTW of 4.26% based on a bid of 10.44 and a hardMaturity<\/a> 2011-6-30 at $10.00. Asset coverage is about 2.3:1, based on April 30 NAV<\/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
RY.PR.G<\/td>\nPerpetualDiscount<\/td>\n55,438<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.63% based on a bid of 24.45 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n54,850<\/td>\nTD bought a total of 50,000 from RBC in three tranches, each at 24.90.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n43,165<\/td>\nNow with a pre-tax bid-YTW of 4.65% based on a bid of 25.17 and a call 2016-3-1 at 25.00<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n24,620<\/td>\nRecent new issue<\/a>. Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.87 and a limitMaturity.<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nPerpetualPremium<\/td>\n18,080<\/td>\nNow with a pre-tax bid-YTW of 4.46% based on a bid of 25.60 and a call 2014-4-30 at 25.00.<\/td>\n<\/tr>\n<\/table>\n

There were four 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-843","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/843","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=843"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/843\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=843"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=843"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=843"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}