{"id":878,"date":"2007-05-30T22:41:27","date_gmt":"2007-05-31T02:41:27","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=878"},"modified":"2007-05-30T22:41:27","modified_gmt":"2007-05-31T02:41:27","slug":"may-30-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=878","title":{"rendered":"May 30, 2007"},"content":{"rendered":"

Scheduling problems related to month-end mean I’m going to have to delay production of the daily Market Action report until tomorrow … sorry!<\/p>\n

HIMIPref\u2122 has been updated, but that’s all I’m going to get done tonight. Anecdotal evidence only … but I saw some definite signs of Retail Panic today. Some PWF.PR.I traded at 25.49? Ridiculous.<\/p>\n

Update, 2007-5-31<\/strong>:<\/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>\n5.41%<\/td>\n5.51%<\/td>\n37,700<\/td>\n14.92<\/td>\n2<\/td>\n-2.8671%<\/td>\n936.2<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.75%<\/td>\n5.43%<\/td>\n153,772<\/td>\n15.00<\/td>\n6<\/td>\n-0.5095%<\/td>\n901.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.81%<\/td>\n-0.03%<\/td>\n82,883<\/td>\n5.61<\/td>\n3<\/td>\n-0.0400%<\/td>\n1,046.3<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.78%<\/td>\n3.68%<\/td>\n85,176<\/td>\n2.94<\/td>\n17<\/td>\n-0.1094%<\/td>\n1,027.0<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.00%<\/td>\n4.32%<\/td>\n216,581<\/td>\n3.82<\/td>\n13<\/td>\n-0.0038%<\/td>\n1,046.1<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.53%<\/td>\n6.34%<\/td>\n72,397<\/td>\n5.33<\/td>\n5<\/td>\n+0.3799%<\/td>\n1,046.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.25%<\/td>\n4.94%<\/td>\n193,433<\/td>\n8.20<\/td>\n48<\/td>\n-0.3872%<\/td>\n1,029.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.89%<\/td>\n4.92%<\/td>\n649,289<\/td>\n15.65<\/td>\n19<\/td>\n-1.0231%<\/td>\n998.6<\/td>\n<\/tr>\n<\/table>\n<\/div>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\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.S<\/td>\nRatchet<\/td>\n-5.8952%<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualPremium (for now!)<\/td>\n-3.1621%<\/td>\n\u00a0<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nPerpetualDiscount<\/td>\n-3.0216%<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n-2.5578%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetualDiscount<\/td>\n-2.1684%<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.J<\/td>\nPerpetualDiscount<\/td>\n-2.0627%<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.D<\/td>\nPerpetualPremium (for now!)<\/td>\n-2.0276%<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nPerpetualPremium<\/td>\n-2.0270%<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.C<\/td>\nPerpetualPremium (for now!)<\/td>\n-1.9496%<\/td>\n\u00a0<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nPerpetualDiscount<\/td>\n-1.8803%<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetualPremium<\/td>\n-1.8667%<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n-1.6667%<\/td>\n\u00a0<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetualDiscount<\/td>\n-1.6427%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetualDiscount<\/td>\n-1.4768%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.C<\/td>\nFixFloat<\/td>\n-1.2500%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixFloat<\/td>\n-1.2148%<\/td>\n\u00a0<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetualDiscount<\/td>\n-1.1740%<\/td>\n\u00a0<\/td>\n<\/tr>\n
GWO.PR.E<\/td>\nSplitShare<\/td>\n-1.0062%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BSD.PR.A<\/td>\nInterest<\/td>\n+1.2146%<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n\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
BBD.PR.D<\/td>\nScraps (would be FixFloat, but there are credit concerns)<\/td>\n756,568<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualPremium (for now!)<\/td>\n97,100<\/td>\n\u00a0<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n76,755<\/td>\n\u00a0<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nPerpetualDiscount<\/td>\n63,520<\/td>\n\u00a0<\/td>\n<\/tr>\n
BNS.PR.L<\/td>\nPerpetualDiscount<\/td>\n60,900<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nPerpetualPremium<\/td>\n57,650<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

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

Sorry this update was so late! But now I must begin working on May 31!\n<\/p>\n

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

Scheduling problems related to month-end mean I’m going to have to delay production of the daily Market Action report until tomorrow … sorry! HIMIPref\u2122 has been updated, but that’s all I’m going to get done …<\/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-878","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/878","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=878"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/878\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=878"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=878"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=878"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}