{"id":918,"date":"2007-06-16T15:39:04","date_gmt":"2007-06-16T19:39:04","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=918"},"modified":"2007-06-16T15:39:04","modified_gmt":"2007-06-16T19:39:04","slug":"june-15-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=918","title":{"rendered":"June 15, 2007"},"content":{"rendered":"

With the slightly less than expected US Core Rate of Inflation<\/a> the markets decided that the world would still be in existence next week. Maybe Thursday and Friday are a little iffy, say the bond cowboys, but Monday and Tuesday will probably occur as scheduled.<\/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>\n5.68%<\/td>\n5.68%<\/td>\n30,119<\/td>\n14.58<\/td>\n2<\/td>\n+0.3124%<\/td>\n958.8<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.58%<\/td>\n5.73%<\/td>\n135,861<\/td>\n14.65<\/td>\n7<\/td>\n+0.8545%<\/td>\n901.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.82%<\/td>\n1.76%<\/td>\n93,408<\/td>\n0.32<\/td>\n3<\/td>\n+0.4177%<\/td>\n1,051.2<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.81%<\/td>\n3.82%<\/td>\n85,549<\/td>\n2.95<\/td>\n17<\/td>\n+0.1177%<\/td>\n1,022.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.04%<\/td>\n4.66%<\/td>\n170,260<\/td>\n4.18<\/td>\n15<\/td>\n+0.0408%<\/td>\n1,040.0<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.72%<\/td>\n6.95%<\/td>\n89,161<\/td>\n6.13<\/td>\n4<\/td>\n-0.1010%<\/td>\n1,031.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.42%<\/td>\n5.21%<\/td>\n150,409<\/td>\n8.61<\/td>\n34<\/td>\n+0.2491%<\/td>\n1,015.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.08%<\/td>\n5.13%<\/td>\n538,904<\/td>\n15.27<\/td>\n29<\/td>\n+0.4835%<\/td>\n959.2<\/td>\n<\/tr>\n<\/table>\n<\/div>\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.I<\/td>\nFixFloat<\/td>\n+1.0396%<\/td>\n\u00a0<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\n+1.0730%<\/td>\nNow with a pre-tax bid-YTW of 4.95% based on a bid of 23.55 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetualDiscount<\/td>\n+1.1086%<\/td>\nNow with a pre-tax bid-YTW of 4.95% based on a bid of 22.80 and a limitMaturity.<\/td>\n<\/tr>\n
BCE.PR.Z<\/td>\nFixFloat<\/td>\n+1.2389%<\/td>\n\u00a0<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualDiscount<\/td>\n+1.2756%<\/td>\nNow with a pre-tax bid-YTW of 5.43% based on a bid of 22.23 and a limitMaturity.<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium (for now!)<\/td>\n+1.2842%<\/td>\nNow with a pre-tax bid-YTW of 5.28% based on a bid of 24.45 and a limitMaturity.<\/td>\n<\/tr>\n
BCE.PR.G<\/td>\nFixFloat<\/td>\n+3.5348%<\/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
RY.PR.G<\/td>\nPerpetualDiscount<\/td>\n133,104<\/td>\nNow with a pre-tax bid-YTW of 5.11% based on a bid of 22.31 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.L<\/td>\nPerpetualDiscount<\/td>\n58,300<\/td>\nNow with a pre-tax bid-YTW of 5.05% based on a bid of 22.55 and a limitMaturity.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium (for now!)<\/td>\n56,900<\/td>\nNow with a pre-tax bid-YTW of 5.04% based on a bid of 24.36 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n52,060<\/td>\nNow with a pre-tax bid-YTW of 5.08% based on a bid of 22.55 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetualPremium (for now!)<\/td>\n35,190<\/td>\nNow with a pre-tax bid-YTW of 5.08% based on a bid of 23.91 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

There were twenty-one other $25-equivalent index-included issues trading over 10,000 shares today.<\/p>\n","protected":false},"excerpt":{"rendered":"

With the slightly less than expected US Core Rate of Inflation the markets decided that the world would still be in existence next week. Maybe Thursday and Friday are a little iffy, say the bond …<\/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-918","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/918","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=918"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/918\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=918"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=918"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=918"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}