Nothing happened today.

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 |
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Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |

Ratchet | N/A | N/A | N/A | N/A | 0 | N/A | N/A |

Fixed-Floater | 4.60% | 4.38% | 58,290 | 16.41 | 7 | -0.0690% | 1,113.9 |

Floater | 4.04% | 4.08% | 43,153 | 17.19 | 3 | +0.5729% | 914.9 |

Op. Retract | 4.97% | 3.85% | 111,108 | 2.55 | 17 | -0.0146% | 1,054.7 |

Split-Share | 5.35% | 5.85% | 55,144 | 4.36 | 14 | +0.2384% | 1,042.9 |

Interest Bearing | 6.25% | 6.62% | 45,613 | 5.26 | 2 | 0.0000% | 1,129.2 |

Perpetual-Premium | 6.16% | 5.41% | 64,674 | 2.25 | 1 | +1.1415% | 1,007.3 |

Perpetual-Discount | 6.07% | 6.12% | 192,859 | 13.55 | 70 | +0.0969% | 878.0 |

Major Price Changes |
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Issue | Index | Change | Notes |

ELF.PR.F | PerpetualDiscount | -3.2080% | Now with a pre-tax bid-YTW of 6.98% based on a bid of 19.31 and a limitMaturity. |

CIU.PR.A | PerpetualDiscount | -1.5544% | Now with a pre-tax bid-YTW of 6.09% based on a bid of 19.00 and a limitMaturity. |

ELF.PR.G | PerpetualDiscount | -1.3098% | Now with a pre-tax bid-YTW of 6.97% based on a bid of 17.33 and a limitMaturity. |

IGM.PR.A | OpRet | -1.1342% | Now with a pre-tax bid-YTW of 4.34% based on a bid of 26.15 and a call 2010-7-30 at 25.67. |

TCA.PR.X | PerpetualDiscount | -1.0052% | Now with a pre-tax bid-YTW of 5.94% based on a bid of 47.27 and a limitMaturity. |

BAM.PR.N | PerpetualDiscount | +1.0766% | Now with a pre-tax bid-YTW of 7.18% based on a bid of 16.90 and a limitMaturity. |

CM.PR.G | PerpetualDiscount | +1.0821% | Now with a pre-tax bid-YTW of 6.67% based on a bid of 20.55 and a limitMaturity. |

CL.PR.B | PerpetualDiscount | +1.1415% | Now with a pre-tax bid-YTW of 5.41% based on a bid of 25.36 and a call 2011-1-30 at 25.00. |

MFC.PR.C | PerpetualDiscount | +1.1423% | Now with a pre-tax bid-YTW of 5.79% based on a bid of 19.48 and a limitMaturity. |

GWO.PR.F | PerpetualDiscount | +1.3124% | Now with a pre-tax bid-YTW of 5.79% based on a bid of 25.01 and a call 2012-10-30 at 25.00. |

BAM.PR.B | Floater | +1.3506% | |

POW.PR.C | PerpetualDiscount | +1.3942% | Now with a pre-tax bid-YTW of 6.13% based on a bid of 24.00 and a limitMaturity. |

FBS.PR.B | SplitShare | +1.7672% | Asset coverage of just under 1.5:1 as of August 21, according to TD Securities. Now with a pre-tax bid-YTW of 5.41% based on a bid of 9.79 and a hardMaturity 2011-12-15 at 10.00. |

Volume Highlights |
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Issue | Index | Volume | Notes |

RY.PR.D | PerpetualDiscount | 180,900 | TD crossed 16,300 at 18.60 and 100,000 at 18.70. Now with a pre-tax bid-YTW of 6.08% based on a bid of 18.66 and a limitMaturity. |

RY.PR.C | PerpetualDiscount | 96,392 | National bought 10,000 from Scotia at 19.00; so did “anonymous”. RBC crossed 30,000 at 19.15. Now with a pre-tax bid-YTW of 6.04% based on a bid of 19.19 and a limitMaturity. |

PWF.PR.K | PerpetualDiscount | 65,600 | RBC crossed 28,800 at 20.50, then another 20,000 at the same price. Now with a pre-tax bid-YTW of 6.12% based on a bid of 20.50 and a limitMaturity. |

TD.PR.Q | PerpetualDiscount | 57,275 | Anonymous – possibly a different one every time – bought three blocks of 10,000 each from TD at 24.75. Now with a pre-tax bid-YTW of 5.71% based on a bid of 24.76 and a limitMaturity. |

RY.PR.B | PerpetualDiscount | 44,020 | TD crossed 10,100 at 19.40. Now with a pre-tax bid-YTW of 6.11% based on a bid of 19.40 and a limitMaturity. |

There were thirty-two other index-included $25-pv-equivalent issues trading over 10,000 shares today.