{"id":882,"date":"2007-05-31T23:52:19","date_gmt":"2007-06-01T03:52:19","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=882"},"modified":"2007-05-31T23:52:19","modified_gmt":"2007-06-01T03:52:19","slug":"may-31-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=882","title":{"rendered":"May 31, 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>\n5.35%<\/td>\n5.42%<\/td>\n36,715<\/td>\n14.98<\/td>\n2<\/td>\n+1.7006%<\/td>\n952.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.76%<\/td>\n5.51%<\/td>\n162,487<\/td>\n14.96<\/td>\n6<\/td>\n-0.2911%<\/td>\n898.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.79%<\/td>\n-2.81%<\/td>\n88,032<\/td>\n11.14<\/td>\n3<\/td>\n+0.2836%<\/td>\n1,049.2<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.79%<\/td>\n3.80%<\/td>\n85,906<\/td>\n2.93<\/td>\n17<\/td>\n-0.2482%<\/td>\n1,024.4<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n4.41%<\/td>\n215,947<\/td>\n3.94<\/td>\n13<\/td>\n-0.2466%<\/td>\n1,043.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.55%<\/td>\n6.44%<\/td>\n72,642<\/td>\n5.33<\/td>\n5<\/td>\n-0.2872%<\/td>\n1,043.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.26%<\/td>\n4.85%<\/td>\n197,455<\/td>\n8.17<\/td>\n48<\/td>\n-0.1731%<\/td>\n1,028.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.89%<\/td>\n4.93%<\/td>\n642,053<\/td>\n15.64<\/td>\n19<\/td>\n-0.0997%<\/td>\n997.6<\/td>\n<\/tr>\n<\/table>\n<\/div>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualPremium (pre-rebalancing)<\/td>\n-1.6064%<\/td>\nNow with a pre-tax bid-YTW of 5.10% based on a bid of 24.50 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetualPremium<\/td>\n-1.5757%<\/td>\nNow with a pre-tax bid-YTW of 5.41% based on a bid of 25.61 and a call 2012-1-5 at 25.00<\/td>\n<\/tr>\n
LBS.PR.A<\/td>\nSplitShare<\/td>\n-1.5209%<\/td>\nNow with a pre-tax bid-YTW of 4.75% based on a bid of 10.36 and a hardMaturity<\/a> 2013-11-29 at 10.00.<\/td>\n<\/tr>\n
BAM.PR.J<\/td>\nOpRet<\/td>\n-1.4599%<\/td>\nNow with a pre-tax bid-YTW of 4.59% based on a bid of 27.00 and a softMaturity<\/a> 2018-3-30 at 25.00.<\/td>\n<\/tr>\n
IGM.PR.A<\/td>\nOpRet<\/td>\n-1.4105%<\/td>\nNow with a pre-tax bid-YTW of 4.28% based on a bid of 26.56 and a call 2009-7-30 at 26.00.<\/td>\n<\/tr>\n
BSD.PR.A<\/td>\nInterestBearing<\/td>\n-1.4000%<\/td>\nNow with a pre-tax bid-YTW of 6.24% (as interest) based on a bid of 9.86 and hardMaturity 2015-3-31 at 10.00.<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetualDiscount<\/td>\n-1.2848%<\/td>\nNow with a pre-tax bid-YTW of 5.23% based on a bid of 23.05 and a limitMaturity.<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualPremium (pre-rebalancing)<\/td>\n-1.1546%<\/td>\nNow with a pre-tax bid-YTW of 5.01% based on a bid of 23.97 and a limitMaturity.<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount (pre-rebalancing)<\/td>\n-1.0865%<\/td>\nNow with a pre-tax bid-YTW of 5.30% based on a bid of 22.76 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nPerpetualPremium (pre-rebalancing)<\/td>\n-1.0673%<\/td>\nNow with a pre-tax bid-YTW of 4.90% based on a bid of 24.10 and a limitMaturity.<\/td>\n<\/tr>\n
AL.PR.E<\/td>\nFloater<\/td>\n+1.0359%<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.C<\/td>\nPerpetualPremium (pre-rebalancing)<\/td>\n+1.5327%<\/td>\nNow with a pre-tax bid-YTW of 5.39% based on a bid of 24.51 and a limitMaturity.<\/td>\n<\/tr>\n
BCE.PR.S<\/td>\nRatchet<\/td>\n+3.4803%<\/td>\n\u00a0<\/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
BCE.PR.C<\/td>\nFixFloat<\/td>\n412,955<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixFloat<\/td>\n333,000<\/td>\nNesbitt crossed 325,500 at 22.90 for Cash<\/a>.<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixFloat<\/td>\n210,750<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualPremium (pre-rebalancing)<\/td>\n129,720<\/td>\nNow with a pre-tax bid-YTW of 4.89% based on a bid of 24.25 and a limitMaturity.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n80,600<\/td>\nNesbitt crossed 70,000 at 25.40. Now with a pre-tax bid-YTW of 4.69% based on a bid of 25.40 and a call 2014-11-30 at 25.00.<\/td>\n<\/tr>\n<\/table>\n

There were thirty-nine 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-882","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/882","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=882"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/882\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=882"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=882"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=882"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}