| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.17% |
4.19% |
96,309 |
17.05 |
2 |
+0.0200% |
998.0 |
| Fixed-Floater |
5.19% |
4.17% |
99,950 |
11.2 |
5 |
0.0004% |
999.8 |
| Floater |
4.55% |
-12.93% |
60,535 |
6.45 |
5 |
-0.2771% |
1,001.6 |
| Op. Retract |
4.74% |
3.40% |
79,912 |
2.99 |
18 |
0.0305% |
995.3 |
| Split-Share |
5.16% |
4.11% |
48,834 |
2.96 |
14 |
0.1034% |
1,000.4 |
| Interest Bearing |
6.85% |
5.06% |
67,184 |
2.20 |
7 |
-0.1400% |
1,009.6 |
| Perpetual |
5.19% |
4.53% |
193,028 |
6.98 |
54 |
0.1018% |
1,004.4 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| AL.PR.E |
Floater |
-1.05% |
1,800 shares traded |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.W |
Perpetual |
176,230 |
Jennings crossed 147,500 @25.35 |
| CM.PR.C |
Perpetual |
110,378 |
BMO bought 100,000 from Scotia @26.90, which was the closing bid. At this price, the YTW of this issue is 2.54% |
| MFC.PR.B |
Perpetual |
46,730 |
BMO crossed 44,000 @ 24.55 |
| SLF.PR.B |
Perpetual |
45,550 |
|
| PIC.PR.A |
SplitShare |
21,925 |
|
| BNS.PR.K |
Perpetual |
12,255 |
|
There were 13 issues with volume in excess of 10,000 shares.
This entry was posted on Wednesday, July 26th, 2006 at 9:54 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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