{"id":938,"date":"2007-06-29T10:23:25","date_gmt":"2007-06-29T14:23:25","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=938"},"modified":"2007-06-29T10:23:25","modified_gmt":"2007-06-29T14:23:25","slug":"june-28-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=938","title":{"rendered":"June 28, 2007"},"content":{"rendered":"

Very sorry … due to month-end scheduling difficulties, the report for June 28 will be delayed. I hope to have everything caught up by the end of the day.<\/p>\n

Later…<\/strong><\/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>\n5.71%<\/td>\n5.78%<\/td>\n27,182<\/td>\n14.42<\/td>\n2<\/td>\n+0.1107%<\/td>\n959.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.63%<\/td>\n5.94%<\/td>\n138,991<\/td>\n14.37<\/td>\n7<\/td>\n-0.0904%<\/td>\n898.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.84%<\/td>\n2.64%<\/td>\n86,065<\/td>\n5.85<\/td>\n3<\/td>\n-0.0262%<\/td>\n1,047.1<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.83%<\/td>\n4.08%<\/td>\n85,381<\/td>\n3.57<\/td>\n17<\/td>\n+0.0047%<\/td>\n1,019.8<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.04%<\/td>\n4.63%<\/td>\n151,439<\/td>\n4.05<\/td>\n15<\/td>\n-0.0096%<\/td>\n1,043.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.80%<\/td>\n7.00%<\/td>\n84,576<\/td>\n6.13<\/td>\n4<\/td>\n-0.4232%<\/td>\n1,027.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.43%<\/td>\n5.14%<\/td>\n149,443<\/td>\n7.81<\/td>\n34<\/td>\n+0.1047%<\/td>\n1,021.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.07%<\/td>\n5.11%<\/td>\n492,114<\/td>\n15.32<\/td>\n29<\/td>\n-0.0920%<\/td>\n964.4<\/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
BSD.PR.A<\/td>\nInterestBearing<\/td>\n-2.8272%<\/td>\nNow with a pre-tax bid-YTW of 7.32% (as interest) based on a bid of 9.28 and a hardMaturity<\/a> 2015-3-31 at 10.00.<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetualDiscount<\/td>\n-2.4713%<\/td>\nNow with a pre-tax bid-YTW of 5.20% based on a bid of 22.10 and a limitMaturity<\/a>.<\/td>\n<\/tr>\n
BCE.PR.Z<\/td>\nFixFloat<\/td>\n-2.1739%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixFloat<\/td>\n-1.2797%<\/td>\n\u00a0<\/td>\n<\/tr>\n
FIG.PR.A<\/td>\nInterestBearing<\/td>\n+1.0341%<\/td>\nNow with a pre-tax bid-YTW of 6.68% based on a bid of 9.77 and a hardMaturity 2014-12-31 at 10.00.<\/td>\n<\/tr>\n
CU.PR.A<\/td>\nPerpetualPremium<\/td>\n+1.0576%<\/td>\nNow with a pre-tax bid-YTW of 5.17% based on a bid of 25.80 and a call 2012-3-31 at 25.00.<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualDiscount<\/td>\n+2.0225%<\/td>\nNow with a pre-tax bid-YTW of 5.33% based on a bid of 22.70 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
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\n116,820<\/td>\nNow with a pre-tax bid-YTW of 5.06% based on a bid of 22.25 and a limitMaturity.<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nPerpetualDiscount<\/td>\n110,800<\/td>\nNow with a pre-tax bid-YTW of 5.06% based on a bid of 22.50 and a limitMaturity.<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetualDiscount<\/td>\n105,360<\/td>\nNow with a pre-tax bid-YTW of 5.03% based on a bid of 22.21 and a limitMaturity.<\/td>\n<\/tr>\n
BMO.PR.G<\/td>\nOpRet<\/td>\n79,494<\/td>\nNow with a pre-tax bid-YTW of 4.80% based on a bid of 25.11 and a softMaturity<\/a> 2008-5-24 at 25.00.<\/td>\n<\/tr>\n
BNS.PR.J<\/td>\nPerpetualPremium<\/td>\n23,100<\/td>\nNow with a pre-tax bid-YTW of 4.91% based on a bid of 25.40 and a call 2013-11-28 at 25.00.<\/td>\n<\/tr>\n<\/table>\n

There were eleven other $25-equivalent index-included issues trading over 10,000 shares today.\n<\/p>\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

Very sorry … due to month-end scheduling difficulties, the report for June 28 will be delayed. I hope to have everything caught up by the end of the day. Later… Note that these indices are …<\/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-938","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/938","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=938"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/938\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=938"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=938"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=938"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}