{"id":952,"date":"2007-07-04T01:32:36","date_gmt":"2007-07-04T05:32:36","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=952"},"modified":"2007-07-04T01:32:36","modified_gmt":"2007-07-04T05:32:36","slug":"july-3-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=952","title":{"rendered":"July 3, 2007"},"content":{"rendered":"

Well, I had a marvellous dinner with a very good friend, but it left no time to do much beyond the most vital system updating! I’ll catch up tomorrow, but in the meantime, feast your eyes on the average returns of the Ratchet Rate Index<\/a> and the Fixed Floater Index<\/a>. It will be a while before we see those kinds of numbers again!<\/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>\n5.34%<\/td>\n5.35%<\/td>\n27,574<\/td>\n14.93<\/td>\n2<\/td>\n+6.9262%<\/td>\n1,026.9<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n5.02%<\/td>\n5.28%<\/td>\n134,587<\/td>\n15.14<\/td>\n8<\/td>\n+12.3231%<\/td>\n1,004.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.66%<\/td>\n-0.09%<\/td>\n75,367<\/td>\n4.27<\/td>\n4<\/td>\n+0.0411%<\/td>\n1,049.5<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.82%<\/td>\n3.86%<\/td>\n87,687<\/td>\n2.88<\/td>\n16<\/td>\n-0.0110%<\/td>\n1,021.2<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.06%<\/td>\n4.72%<\/td>\n132,266<\/td>\n4.11<\/td>\n17<\/td>\n-0.0996%<\/td>\n1,043.7<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.23%<\/td>\n6.42%<\/td>\n71,433<\/td>\n4.46<\/td>\n3<\/td>\n+0.2754%<\/td>\n1,034.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.51%<\/td>\n5.12%<\/td>\n123,415<\/td>\n4.52<\/td>\n26<\/td>\n+0.0243%<\/td>\n1,022.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10%<\/td>\n5.14%<\/td>\n407,912<\/td>\n15.27<\/td>\n38<\/td>\n-0.0447%<\/td>\n965.4<\/td>\n<\/tr>\n<\/table>\n<\/div>\n\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
LBS.PR.A<\/td>\nSplitShare<\/td>\n-1.1374%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.H<\/td>\nRatchet<\/td>\n+6.0246%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.C<\/td>\nFixFloat<\/td>\n+7.2374%%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.S<\/td>\nRatchet<\/td>\n+7.8222%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.Z<\/td>\nFixFloat<\/td>\n+8.7545%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixFloat<\/td>\n+9.9500%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.T<\/td>\nFixFloat<\/td>\n+15.3846%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixFloat<\/td>\n+16.9747%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.I<\/td>\nFixFloat<\/td>\n+19.7922%<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.G<\/td>\nFixFloat<\/td>\n+20.3937%<\/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
WFS.PR.A<\/td>\nSplitShare<\/td>\n286,953<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.I<\/td>\nFixFloat<\/td>\n94,077<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.A<\/td>\nFixFloat<\/td>\n49,149<\/td>\n\u00a0<\/td>\n<\/tr>\n
BCE.PR.R<\/td>\nFixFloat<\/td>\n44,965<\/td>\n\u00a0<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\n41,007<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

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

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

Well, I had a marvellous dinner with a very good friend, but it left no time to do much beyond the most vital system updating! I’ll catch up tomorrow, but in the meantime, feast your …<\/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-952","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/952","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=952"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/952\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=952"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=952"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=952"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}