{"id":937,"date":"2007-06-28T00:19:00","date_gmt":"2007-06-28T04:19:00","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=937"},"modified":"2007-06-28T00:19:00","modified_gmt":"2007-06-28T04:19:00","slug":"june-27-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=937","title":{"rendered":"June 27, 2007"},"content":{"rendered":"

BCE issues were hammered again<\/a>, presumably in a delayed reaction to the Telus affront<\/a>. The FixedFloater index (comprised entirely of BCE issues) is above its early-June lows, but has now given up the monster gains<\/a> that accompanied the initial approach<\/a>.<\/p>\n

CPD, the subject of a recent article<\/a>, went ex-dividend on 6\/26<\/a> for just a hair under $0.20 per share, so don’t faint when you look at the NAVs<\/a>!<\/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>\n5.78%<\/td>\n5.78%<\/td>\n27,375<\/td>\n14.42<\/td>\n2<\/td>\n-0.0028%<\/td>\n958.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.62%<\/td>\n5.91%<\/td>\n138,660<\/td>\n14.41<\/td>\n7<\/td>\n-1.7921%<\/td>\n899.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.84%<\/td>\n1.19%<\/td>\n87,293<\/td>\n11.21<\/td>\n3<\/td>\n-0.1335%<\/td>\n1,047.3<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.84%<\/td>\n4.06%<\/td>\n86,360<\/td>\n3.33<\/td>\n17<\/td>\n-0.0451%<\/td>\n1,019.7<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.04%<\/td>\n4.60%<\/td>\n153,957<\/td>\n3.88<\/td>\n15<\/td>\n+0.0773%<\/td>\n1,043.6<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.77%<\/td>\n6.93%<\/td>\n85,715<\/td>\n6.14<\/td>\n4<\/td>\n+0.2953%<\/td>\n1,032.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.43%<\/td>\n5.16%<\/td>\n150,453<\/td>\n7.94<\/td>\n34<\/td>\n+0.1308%<\/td>\n1,020.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.06%<\/td>\n5.10%<\/td>\n497,685<\/td>\n15.32<\/td>\n29<\/td>\n+0.1485%<\/td>\n965.3<\/td>\n<\/tr>\n<\/table>\n<\/div>\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.A<\/td>\nFixFloat<\/td>\n-4.1612%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.I<\/td>\nFixFloat<\/td>\n-3.0884%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.G<\/td>\nFixFloat<\/td>\n-2.4673%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixFloat<\/td>\n-2.4390%<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.D<\/td>\nOpRet<\/td>\n-1.6573%<\/td>\nNow with a pre-tax bid-YTW of 4.46% based on a bid of 26.11 and a softMaturity<\/a> 2012-10-30 at 25.00.<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetualDiscount<\/td>\n+1.0879%<\/td>\nNow with a pre-tax bid-YTW of 5.18% based on a bid of 24.16 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetualPremium<\/td>\n+1.2326%<\/td>\nNow with a pre-tax bid-YTW of 5.30% based on a bid of 25.46 and a call 2012-1-5 at 25.00.<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualDiscount<\/td>\n+1.2745%<\/td>\nNow with a pre-tax bid-YTW of 5.44% based on a bid of 22.25 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
CM.PR.I<\/td>\nPerpetualDiscount<\/td>\n54,458<\/td>\nNow with a pre-tax bid-YTW of 5.06% based on a bid of 23.20 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nPerpetualDiscount<\/td>\n34,186<\/td>\nNow with a pre-tax bid-YTW of 4.99% based on a bid of 23.77 and a limitMaturity.<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n32,035<\/td>\nNow with a pre-tax bid-YTW of 5.06% based on a bid of 22.66 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nPerpetualDiscount<\/td>\n30,345<\/td>\nNow with a pre-tax bid-YTW of 5.11% based on a bid of 22.30 and a limitMaturity.<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetualDiscount<\/td>\n21,083<\/td>\nNow with a pre-tax bid-YTW of 5.09% based on a bid of 22.20 and a limitMaturity.<\/td>\n<\/tr>\n<\/table>\n

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

BCE issues were hammered again, presumably in a delayed reaction to the Telus affront. The FixedFloater index (comprised entirely of BCE issues) is above its early-June lows, but has now given up the monster gains …<\/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-937","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/937","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=937"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/937\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=937"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=937"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=937"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}