{"id":887,"date":"2007-06-02T14:30:51","date_gmt":"2007-06-02T18:30:51","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=887"},"modified":"2007-06-02T14:30:51","modified_gmt":"2007-06-02T18:30:51","slug":"june-1-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=887","title":{"rendered":"June 1, 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>\n5.36%<\/td>\n5.43%<\/td>\n35,195<\/td>\n14.96<\/td>\n2<\/td>\n+0.2894%<\/td>\n954.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.59%<\/td>\n5.50%<\/td>\n141,295<\/td>\n15.01<\/td>\n7<\/td>\n+0.0191%<\/td>\n898.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.78%<\/td>\n-3.64%<\/td>\n85,719<\/td>\n5.9<\/td>\n3<\/td>\n+0.1602%<\/td>\n1,050.9<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.80%<\/td>\n3.85%<\/td>\n82,948<\/td>\n2.97<\/td>\n17<\/td>\n-0.1688%<\/td>\n1,022.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.03%<\/td>\n4.55%<\/td>\n187,553<\/td>\n4.05<\/td>\n15<\/td>\n-0.2839%<\/td>\n1,040.6<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.60%<\/td>\n6.54%<\/td>\n85,139<\/td>\n6.14<\/td>\n4<\/td>\n+0.1248%<\/td>\n1,045.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36%<\/td>\n4.79%<\/td>\n132,692<\/td>\n5.88<\/td>\n34<\/td>\n-0.0909%<\/td>\n1,027.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.90%<\/td>\n4.94%<\/td>\n564,256<\/td>\n15.62<\/td>\n29<\/td>\n-0.4319%<\/td>\n993.3<\/td>\n<\/tr>\n<\/table>\n<\/div>\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
ELF.PR.G<\/td>\nPerpetualDiscount<\/td>\n-3.0872%<\/td>\nNow with a pre-tax bid-YTW of 5.18% based on a bid of 23.23 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
LFE.PR.A<\/td>\nSplitShares<\/td>\n-2.0992%<\/td>\nA recent addition<\/a> to the SplitShare index, following its April addition to the HIMIPref\u2122 universe<\/a>. Now with a pre-tax bid-YTW of 4.73% based on a bid of 10.26 and a hardMaturity<\/a> 2012-12-1.<\/td>\n<\/tr>\n
GWO.PR.E<\/td>\nOpRet<\/td>\n-1.9985%<\/td>\nNow with a pre-tax bid-YTW of 4.07% based on a bid of 25.50 and a call 2011-4-30 at 25.00. There is some uncertainty<\/a> regarding GWO’s capital market plans.<\/td>\n<\/tr>\n
MFC.PR.A<\/td>\nOpRet<\/td>\n-1.7301%<\/td>\nNow with a pre-tax bid-YTW of 3.78% based on a bid of 25.56 and a softMaturity<\/a> 2015-12-18 at 25.00.<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nPerpetualDiscount<\/td>\n-1.2719%<\/td>\nNow with a pre-tax bid-YTW of 4.94% based on a bid of 22.51 and a limitMaturity.<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetualDiscount<\/td>\n-1.1038%<\/td>\nNow with a pre-tax bid-YTW of 4.97% based on a bid of 22.40 and a limitMaturity.<\/td>\n<\/tr>\n
BCE.PR.G<\/td>\nFixFloat<\/td>\n-1.0732%<\/td>\nExchange\/Reset date is 2011-5-1 (exchanges with BCE.PR.H); until then, pays 4.35% of par. Closed at 20.28-92, 5×7 (new low of 20.25 hit today); the Hs closed at 22.75-94, 20×5.<\/td>\n<\/tr>\n
CM.PR.J<\/td>\nPerpetualDiscount<\/td>\n-1.0066%<\/td>\nNow with a pre-tax bid-YTW of 5.03% based on a bid of 22.62 and a limitMaturity.<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixFloat<\/td>\n+1.4894%<\/td>\nExchange\/Reset date is 2011-10-31 (exchanges with BAM.PR.E); until then, pays 4.35% of par. Closed at 23.85-00, 5×5; the Es closed at 24.85-00, 13×12. The Es are currently paying $0.09125 monthly = $1.095 p.a = 4.38% of par.<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetualPremium<\/td>\n+1.5288%<\/td>\nNow with a pre-tax bid-YTW of 5.02% based on a bid of 25.90 and a call 2012-1-9 at 25.00.<\/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
TD.PR.O<\/td>\nPerpetualPremium<\/td>\n70,000<\/td>\nNow with a pre-tax bid-YTW of 4.79% based on a bid of 25.24 and a call 2014-11-30 at 25.00.<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\n62,290<\/td>\nNow with a pre-tax bid-YTW of 4.71% based on a bid of 24.70 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nPerpetualDiscount<\/td>\n57,236<\/td>\nNow with a pre-tax bid-YTW of 4.92% based on a bid of 23.10 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualDiscount<\/td>\n56,035<\/td>\nNow with a pre-tax bid-YTW of 4.90% based on a bid of 24.20 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n48,100<\/td>\nNow with a pre-tax bid-YTW of 4.89% based on a bid of 23.35 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

There were twenty-four 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-887","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/887","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=887"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/887\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=887"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=887"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=887"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}