{"id":936,"date":"2007-06-27T00:05:47","date_gmt":"2007-06-27T04:05:47","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=936"},"modified":"2007-06-27T00:05:47","modified_gmt":"2007-06-27T04:05:47","slug":"june-26-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=936","title":{"rendered":"June 26, 2007"},"content":{"rendered":"

BCE issues were very disappointed to learn that Telus doesn’t want BCE<\/a> and lost back much of their recent gains<\/a>. Predict this, predict that, no information … what a life, eh? I’ll stick to analyzing cash-flows.<\/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>\n5.80%<\/td>\n28,411<\/td>\n14.38<\/td>\n2<\/td>\n-0.1100%<\/td>\n958.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.50%<\/td>\n5.74%<\/td>\n140,272<\/td>\n14.48<\/td>\n7<\/td>\n-1.7177%<\/td>\n915.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.83%<\/td>\n1.82%<\/td>\n88,177<\/td>\n5.84<\/td>\n3<\/td>\n+0.0269%<\/td>\n1,048.7<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.83%<\/td>\n3.92%<\/td>\n86,021<\/td>\n3.05<\/td>\n17<\/td>\n-0.0033%<\/td>\n1,020.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.03%<\/td>\n4.60%<\/td>\n156,131<\/td>\n4.04<\/td>\n15<\/td>\n-0.0881%<\/td>\n1,042.8<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.76%<\/td>\n7.08%<\/td>\n86,386<\/td>\n6.33<\/td>\n4<\/td>\n+0.6535%<\/td>\n1,029.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.42%<\/td>\n5.18%<\/td>\n150,239<\/td>\n8.35<\/td>\n34<\/td>\n+0.0182%<\/td>\n1,018.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.07%<\/td>\n5.11%<\/td>\n501,898<\/td>\n15.30<\/td>\n29<\/td>\n-0.0697%<\/td>\n963.9<\/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
BCE.PR.R<\/td>\nFixFloat<\/td>\n-5.3555%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.C<\/td>\nFixFloat<\/td>\n-2.3504%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixFloat<\/td>\n-1.8065%<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.J<\/td>\nPerpetualDiscount<\/td>\n-1.7301%<\/td>\nNow with a pre-tax bid-YTW of 5.16% based on a bid of 21.80 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
LFE.PR.A<\/td>\nSplitShare<\/td>\n-1.4205%<\/td>\nNow with a pre-tax bid-YTW of 4.49% based on a bid of 10.41 and a hardMaturity<\/a> 2012-12-1 at 10.00<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n-1.4141%<\/td>\nNow with a pre-tax bid-YTW of 5.04% based on a bid of 22.31 and a limitMaturity.<\/td>\n<\/tr>\n
BCE.PR.G<\/td>\nFixFloat<\/td>\n-1.2230%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BSD.PR.A<\/td>\nInterestBearing<\/td>\n+1.0638%<\/td>\nNow with a pre-tax bid-YTW of 6.93% (as interest) based on a bid of 9.50 and a hardMaturity 2010-5-1 at 10.00<\/td>\n<\/tr>\n
FIG.PR.A<\/td>\nInterestBearing<\/td>\n+1.8908%<\/td>\nNow with a pre-tax bid-YTW of 6.80% (as interest) based on a bid of 9.70 and a hardMaturity 2014-12-31 at 10.00<\/td>\n<\/tr>\n<\/table>\n\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
CM.PR.A<\/td>\nOpRet<\/td>\n503,325<\/td>\nHaven’t seen one of these for a while! Global crossed 249,300 for cash<\/a> at 26.06, then crossed 249,300 for regular settlement at 25.72. Went ex-dividend<\/a> today for 0.33125. Now with a pre-tax bid-YTW of 4.66% based on a bid of 25.51 and a softMaturity<\/a> 2011-7-30 at 25.00.<\/td>\n<\/tr>\n
BPO.PR.F<\/td>\nScraps (would be OpRet, but there are credit concerns)<\/td>\n103,846<\/td>\nDesjardins crossed 100,000 at 25.75. \/\/Now with a pre-tax bid-YTW of 5.52% based on a bid of 25.62 and a softMaturity 2013-3-30 at 25.00.<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nPerpetualPremium (for now!)<\/td>\n56,135<\/td>\nRBC crossed 50,000 at 24.70. Now with a pre-tax bid-YTW of 5.30% based on a bid of 24.60 and a limitMaturity.<\/td>\n<\/tr>\n
BCE.PR.C<\/td>\nFixFloat<\/td>\n31,705<\/td>\n\u00a0<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nPerpetualDiscount<\/td>\n25,500<\/td>\nNow with a pre-tax bid-YTW of 5.08% based on a bid of 22.50 and a limitMaturity.<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nPerpetualDiscount<\/td>\n23,900<\/td>\nNow with a pre-tax bid-YTW of 5.07% based on a bid of 22.30 and a limitMaturity<\/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":"

BCE issues were very disappointed to learn that Telus doesn’t want BCE and lost back much of their recent gains. Predict this, predict that, no information … what a life, eh? I’ll stick to analyzing …<\/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-936","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/936","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=936"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/936\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=936"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=936"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=936"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}