| 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 |
4.25% |
4.26% |
39,194 |
16.93 |
1 |
+0.0000% |
1,019.9 |
| Fixed-Floater |
4.81% |
3.80% |
105,620 |
8.36 |
7 |
-0.0431% |
1,028.5 |
| Floater |
4.47% |
-20.50% |
62,785 |
6.58 |
5 |
-0.0626% |
1,037.8 |
| Op. Retract |
4.63% |
-0.64% |
82,027 |
2.21 |
17 |
-0.1594% |
1,031.8 |
| Split-Share |
5.11% |
2.97% |
149,083 |
2.72 |
8 |
-0.0824% |
1,039.3 |
| Interest Bearing |
6.87% |
5.05% |
75,820 |
1.88 |
7 |
+0.2230% |
1,028.8 |
| Perpetual-Premium |
5.01% |
3.44% |
259,007 |
4.20 |
51 |
+0.0544% |
1,050.8 |
| Perpetual-Discount |
4.58% |
4.59% |
978,707 |
16.28 |
6 |
-0.0736% |
1,047.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| ELF.PR.F |
PerpetualPremium |
-1.3843% |
Now with a pre-tax bid-YTW of 3.88% based on a bid of 27.07 and a call at 26.00 on 2009-11-16. |
| ACO.PR.A |
Retractible |
-1.2031% |
Still looking expensive at a bid of 27.92 and a pre-tax bid-YTW of 1.92% based on a call 2008-12-31 at 26.00 |
| FCN.PR.A |
InterestBearing |
+1.1905% |
Now with a pre-tax YTW of 4.06% (like T-Bills!) based on a bid of 10.20 and a call 2007-4-30 at 10.00 |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BCE.PR.A |
FixedFloater |
777,300 |
This issue was also one of yesterday’s blocks |
| BCE.PR.R |
FixedFloater |
541,810 |
This was also a big block trader yesterday |
| PWF.PR.K |
PerpetualPremium |
432,730 |
Now with a pre-tax bid-YTW of 4.47% based on a bid of 25.96 and a call 2014-11-30 at 25.00 |
| BCE.PR.S |
RatchetRate |
427,730 |
|
| BC.PR.C |
FixedFloater |
410,214 |
|
| POW.PR.D |
PerpetualPremium |
307,225 |
Now with a pre-tax bid-YTW of 4.40% based on a bid of 26.23 and a call 2014-11-30 at 25.00 |
| PWF.PR.L |
PerpetualPremium |
307,180 |
Now with a pre-tax bid-YTW of 4.38% based on a bid of 26.51 and a call 2015-11-30 at 25.00 |
| GWO.PR.G |
PerpetualPremium |
207,140 |
Now with a pre-tax bid-YTW of 3.86% based on a bid of 26.81 and a call 2010-1-30 at 26.00 |
| RY.PR.W |
PerpetualPremium |
202,507 |
Now with a pre-tax bid-YTW of 3.99% based on a bid of 26.50 and a call 2014-3-26 at 25.00 |
| BCE.PR.C |
FixedFloater |
103,950 |
Also on yesterday’s big block list |
There were thirteen other index-included issues with over 10,000 shares traded today.
Another day of big blocks! Not quite as busy as yesterday, but ’tis enough, ’twill serve.
This entry was posted on Friday, December 8th, 2006 at 1:53 am and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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