{"id":933,"date":"2007-06-26T00:09:21","date_gmt":"2007-06-26T04:09:21","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=933"},"modified":"2007-06-26T00:09:21","modified_gmt":"2007-06-26T04:09:21","slug":"june-25-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=933","title":{"rendered":"June 25, 2007"},"content":{"rendered":"

\u00a0<\/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>\n5.66%<\/td>\n5.78%<\/td>\n29,564<\/td>\n14.40<\/td>\n2<\/td>\n+0.3098%<\/td>\n959.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.40%<\/td>\n5.61%<\/td>\n139,067<\/td>\n14.65<\/td>\n7<\/td>\n+0.2492%<\/td>\n931.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.83%<\/td>\n2.31%<\/td>\n89,320<\/td>\n5.85<\/td>\n3<\/td>\n+0.0941%<\/td>\n1,048.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.83%<\/td>\n3.97%<\/td>\n85,920<\/td>\n3.12<\/td>\n17<\/td>\n+0.0440%<\/td>\n1,020.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.02%<\/td>\n4.57%<\/td>\n158,983<\/td>\n3.98<\/td>\n15<\/td>\n+0.0636%<\/td>\n1,043.7<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.80%<\/td>\n7.15%<\/td>\n85,677<\/td>\n6.12<\/td>\n4<\/td>\n-0.2294%<\/td>\n1,022.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.41%<\/td>\n5.18%<\/td>\n149,877<\/td>\n8.33<\/td>\n34<\/td>\n+0.0403%<\/td>\n1,018.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.06%<\/td>\n5.11%<\/td>\n509,165<\/td>\n15.30<\/td>\n29<\/td>\n-0.1440%<\/td>\n964.6<\/td>\n<\/tr>\n<\/table>\n<\/div>\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
SLF.PR.A<\/td>\nPerpetualDiscount<\/td>\n-1.5481%<\/td>\nNow with a pre-tax bid-YTW of 5.06% based on a bid of 23.53 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetualDiscount<\/td>\n-1.0835%<\/td>\nNow with a pre-tax bid-YTW of 5.45% based on a bid of 21.91 and a limitMaturity.<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetualPremium<\/td>\n+1.2749%<\/td>\nNow with a pre-tax bid-YTW of 5.40% based on a bid of 25.42 and a limitMaturity (which seems odd, I know, but almost the entire premium is about to be paid as a dividend).<\/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
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n68,200<\/td>\nNow with a pre-tax bid-YTW of 5.08% based on a bid of 22.25 and a limitMaturity.<\/td>\n<\/tr>\n
TD.PR.O<\/td>\nPerpetualPremium (for now!)<\/td>\n55,100<\/td>\nNow with a pre-tax bid-YTW of 5.07% based on a bid of 24.25 and a limitMaturity.<\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualDiscount<\/td>\n54,916<\/td>\nNow with a pre-tax bid-YTW of 5.12% based on a bid of 22.19 and a limitMaturity.<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\n54,687<\/td>\nThere was an anonymous seller of 18,800 to RBC and 11,200 to Nesbitt, in four tranches, all at 23.50. Now with a pre-tax bid-YTW of 4.97% based on a bid of 23.50 and a limitMaturity.<\/td>\n<\/tr>\n
ALB.PR.A<\/td>\nSplitShare<\/td>\n34,763<\/td>\nNow with a pre-tax bid-YTW of 4.11% based on a bid of 25.10 and a call at 25.00 2008-3-29.<\/td>\n<\/tr>\n<\/table>\n

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

\u00a0 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 …<\/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-933","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/933","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=933"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/933\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=933"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=933"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=933"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}