| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Mean Current Yield (at bid) |
Mean YTW |
Mean Average Trading Value |
Mean Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.12% |
4.04% |
44,328 |
10.65 |
2 |
-0.0796% |
1,019.1 |
| Fixed-Floater |
4.96% |
3.14% |
166,010 |
8.76 |
7 |
0.1406% |
1,026.8 |
| Floater |
4.53% |
-14.40% |
76,237 |
6.49 |
5 |
-0.1646% |
1,019.1 |
| Op. Retract |
4.68% |
2.05% |
87,212 |
2.39 |
17 |
-0.0205% |
1,018.8 |
| Split-Share |
4.94% |
3.78% |
160,188 |
3.27 |
11 |
-0.0705% |
1,022.1 |
| Interest Bearing |
6.89% |
5.15% |
56,533 |
2.00 |
7 |
-0.0015% |
1,022.7 |
| Perpetual-Premium |
5.09% |
3.94% |
212,455 |
4.27 |
47 |
0.0236% |
1,036.7 |
| Perpetual-Discount |
4.58% |
4.60% |
521,501 |
16.21 |
7 |
0.1488% |
1,037.3 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| PWF.PR.A |
Floater |
-1.0172% |
After yesterday’s huge gain, not entirely unexpected. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.G |
PerpetualPremium |
601,400 |
An active day! Scotia bought 200,000 from RBC, then RBC crossed 200,000, then Scotia crossed 100,000, then Scotia bought two lots of 50,000 each from RBC. All these trades were done at $26.95. An interesting issue – YTW is 4.17% based on a closing bid of $26.89 and call at $26.00 on 2010-5-31 … but it only increases to 4.25% if it survives until its $25.00 call 2014-5-31. Pays $1.35. |
| POW.PR.D |
PerpetualPremium |
404,275 |
Lots of blocks in the 50,000 share range at $25.70, with RBC and Desjardins in the thick of things. Another entirely reasonable issue, with a Pre-Tax YTW of 4.65% based on a call 2014-11-30. Pays $1.25, issued almost exactly a year ago. |
| GWO.PR.G |
PerpetualPremium |
109,035 |
RBC crossed 100,000 @ 26.70. Yields less than the above two active traders, 4.17% based on a call at $25.25 on 2013-1-30 and a closing bid of $26.72. |
| RY.PR.W |
PerpetualPremium |
70,488 |
Pre-tax YTW of 4.13% based on a closing bid of $26.15 and a call at $25.00 on 2014-3-26. It went ex-dividend today. |
| MFC.PR.C |
PerpetualDiscount |
60,350 |
|
There were nineteen other index-included issues trading over 10,000 shares today.
This entry was posted on Tuesday, October 24th, 2006 at 9:50 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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