{"id":897,"date":"2007-06-06T23:59:06","date_gmt":"2007-06-07T03:59:06","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=897"},"modified":"2007-06-06T23:59:06","modified_gmt":"2007-06-07T03:59:06","slug":"june-6-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=897","title":{"rendered":"June 6, 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>\n5.43%<\/td>\n5.50%<\/td>\n34,678<\/td>\n14.83<\/td>\n2<\/td>\n0.0000%<\/td>\n956.6<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.63%<\/td>\n5.62%<\/td>\n138,823<\/td>\n14.84<\/td>\n7<\/td>\n-0.5030%<\/td>\n892.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.78%<\/td>\n-3.63%<\/td>\n89,030<\/td>\n5.91<\/td>\n3<\/td>\n+0.0133%<\/td>\n1,051.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.80%<\/td>\n3.81%<\/td>\n84,404<\/td>\n3.19<\/td>\n17<\/td>\n-0.0332%<\/td>\n1,022.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.03%<\/td>\n4.60%<\/td>\n182,692<\/td>\n4.03<\/td>\n15<\/td>\n-0.0915%<\/td>\n1,040.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.63%<\/td>\n6.74%<\/td>\n88,032<\/td>\n6.13<\/td>\n4<\/td>\n-0.1892%<\/td>\n1,039.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.38%<\/td>\n5.07%<\/td>\n138,853<\/td>\n7.46<\/td>\n34<\/td>\n-0.1712%<\/td>\n1,021.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.99%<\/td>\n5.02%<\/td>\n562,211<\/td>\n15.46<\/td>\n29<\/td>\n-0.0819%<\/td>\n977.2<\/td>\n<\/tr>\n<\/table>\n<\/div>\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
MFC.PR.A<\/td>\nOpRet<\/td>\n-1.9724%<\/td>\nNew low of 24.82 today. Now with a pre-tax bid-YTW of 4.18% based on a bid of 24.85 and a softMaturity<\/a> 2015-12-18 at 25.00.<\/td>\n<\/tr>\n
BCE.PR.I<\/td>\nFixFloat<\/td>\n-1.9259%<\/td>\nNew low of 19.76 today, with a few odd-lots trading at 19.75. Exchange\/Reset date is 2011-8-1 (exchanges with series ‘AJ’, not issued); until then, pays 4.65% of par.<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixFloat<\/td>\n-1.7073%<\/td>\nNew low of 20.00 today. Exchange\/Reset date is 2010-12-1 (exchanges with series ‘Q’, not issued); until then, pays 4.54% of par.<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualPremium (for now!)<\/td>\n-1.4141%<\/td>\nNew low of 24.36 today. Now with a pre-tax bid-YTW of 4.97% based on a bid of 24.40 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetualDiscount<\/td>\n-1.3095%<\/td>\nNew low of 22.52 today, but volumes are still low. Tick … tick … tick …<\/a>. Now with a pre-tax bid-YTW of 5.31% based on a bid of 22.61 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n-1.0865%<\/td>\nNew low of 22.55 today. Now with a pre-tax bid-YTW of 5.02% based on a bid of 22.76 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.L<\/td>\nPerpetualDiscount<\/td>\n-1.0865%<\/td>\nNew low of 22.89 today. Now with a pre-tax bid-YTW of 5.00% based on a bid of 22.76 and a limitMaturity.<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualDiscount<\/td>\n+1.1442%<\/td>\nA rebound from three days of horror<\/a>. Now with a pre-tax bid-YTW of 5.45% based on a bid of 22.10 and a limitMaturity.<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetualDiscount<\/td>\n+1.3212%<\/td>\nNow with a pre-tax bid-YTW of 5.01% based on a bid of 22.24 and a limitMaturity.<\/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
IGM.PR.A<\/td>\nOpRet<\/td>\n202,199<\/td>\nNow with a pre-tax bid-YTW of 4.43% based on a bid of 26.50 and a call 2009-7-30 at 26.00.<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n60,540<\/td>\nNow with a pre-tax bid-YTW of 5.04% based on a bid of 22.35 and a limitMaturity.<\/td>\n<\/tr>\n
CM.PR.C<\/td>\nPerpetualPremium<\/td>\n59,875<\/td>\nNesbitt crossed 37,100 at 26.20. To be redeemed<\/a> July 31.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium (for now!)<\/td>\n56,736<\/td>\nRBC crossed 25,000 at 24.95. Now with a pre-tax bid-YTW of 4.91% based on a bid of 24.95 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualPremium (for now!)<\/td>\n41,920<\/td>\nNesbitt sold 19,000 to RBC at 24.50. Now with a pre-tax bid-YTW of 4.97% based on a bid of 24.40 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

There were thirty-six 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-897","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/897","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=897"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/897\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=897"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=897"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=897"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}