| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.46% |
4.49% |
40,775 |
16.50 |
1 |
-0.2033% |
999.2 |
| Fixed-Floater |
4.92% |
3.89% |
315,244 |
11.51 |
6 |
0.1723% |
1,009.4 |
| Floater |
4.65% |
-16.89% |
86,632 |
8.06 |
4 |
0.1107% |
1,011.3 |
| Op. Retract |
4.69% |
2.36% |
76,486 |
2.40 |
18 |
0.0709% |
1,012.2 |
| Split-Share |
4.98% |
2.81% |
53,431 |
2.71 |
10 |
0.2255% |
1,012.0 |
| Interest Bearing |
6.86% |
4.89% |
58,000 |
2.09 |
7 |
0.2051% |
1,019.2 |
| Perpetual-Premium |
5.15% |
4.25% |
182,619 |
4.45 |
48 |
0.0361% |
1,022.5 |
| Perpetual-Discount |
4.62% |
4.63% |
312,630 |
16.19 |
6 |
0.0382% |
1,029.2 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BAM.PR.S |
InterestBearing |
+1.1815% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.B |
PerpetualPremium |
245,470 |
|
| BAM.PR.K |
Floater |
202,000 |
|
| WN.PR.C |
PerpetualPremium |
170,410 |
|
| PWF.PR.K |
PerpetualPremium |
115,300 |
|
| GWO.PR.I |
PerpetualDiscount |
62,550 |
|
There were twenty-one other index-included issues trading over 10,000 shares today.
This entry was posted on Thursday, September 14th, 2006 at 12:53 pm and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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