| 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 |
4.22% |
4.24% |
36,183 |
16.98 |
1 |
-0.0405% |
1,019.9 |
| Fixed-Floater |
4.81% |
3.89% |
100,950 |
10.63 |
7 |
-0.1006% |
1,028.9 |
| Floater |
4.49% |
-18.73% |
63,688 |
3.47 |
5 |
+0.2245% |
1,037.2 |
| Op. Retract |
4.64% |
+0.63% |
81,563 |
2.20 |
17 |
-0.0691% |
1,032.0 |
| Split-Share |
5.14% |
2.48% |
139,550 |
2.71 |
8 |
-0.0321% |
1,038.4 |
| Interest Bearing |
6.95% |
5.00% |
76,607 |
2.33 |
7 |
+0.1522% |
1,025.5 |
| Perpetual-Premium |
5.01% |
3.49% |
294,576 |
4.31 |
52 |
+0.0504% |
1,051.7 |
| Perpetual-Discount |
4.56% |
4.56% |
941,546 |
13.14 |
6 |
+0.0274% |
1,053.0 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major price moves today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BCE.PR.T |
Scraps |
425,300 |
Scotia crossed 425,000 at $25.40 in Cash trade. About time someone traded this recent conversion in size! |
| RY.PR.D |
PerpetualPremium |
249,115 |
New Issue. Pre-tax bid-YTW of 4.47% based on a bid of $25.10 and a call at $25.00 on 2016-3-25 |
| WN.PR.C |
PerpetualPremium |
160,500 |
Global crossed 80,000 for cash at 27.08, then 80,000 regular settlement at 26.75. Went ex-dividend today for $0.325. Pre-tax bid-YTW now 4.20% based on a bid of 26.60 and a call 2014-7-31 at $25.00 (but 2013-7-31 at 25.25 gives the same yield … and 2012-7-31 at 25.50 outputs 4.21%, so take your pick). |
| CM.PR.I |
PerpetualPremium |
102,755 |
Recent new issue. Pre-tax bid-YTW of 4.61% based on a bid of 25.31 and a call on 2016-3-1 at 25.00 |
| GWO.PR.F |
PerpetualPremium |
101,070 |
Scotia crossed 68,400 at 27.91, then another 31,600 at the same price. Now with a pre-tax bid-YTW of 1.53% based on a bid of 27.93 and a call 2008-10-30 at $26.00. Pays $1.475, so an early call seems likely even given the declining premium, but somebody obviously disagrees and is betting on 2012-10-30 at $25.00 to yield 3.64% … which is still no great shakes, according to me! |
There were thirty other index-included issues with over 10,000 shares traded today.
This entry was posted on Wednesday, December 13th, 2006 at 11:16 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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