| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.33% |
4.29% |
26,039 |
16.72 |
2 |
-0.0800% |
996.1 |
| Fixed-Floater |
4.94% |
4.06% |
269,384 |
8.87 |
6 |
+0.0012% |
1,003.6 |
| Floater |
4.61% |
-15.40% |
58,621 |
6.47 |
5 |
-0.1508% |
1,005.0 |
| Op. Retract |
4.72% |
3.03% |
76,844 |
2.70 |
18 |
0.0755% |
1,002.0 |
| Split-Share |
5.02% |
3.83% |
57,898 |
2.79 |
10 |
-0.0122% |
1,002.0 |
| Interest Bearing |
6.85% |
5.26% |
62,835 |
2.16 |
7 |
-0.0886% |
1,010.0 |
| Perpetual-Premium |
5.30% |
4.43% |
176,716 |
4.12 |
42 |
-0.0183% |
1,007.2 |
| Perpetual-Discount |
4.75% |
4.80% |
366,161 |
15.14 |
13 |
0.1545% |
1,008.3 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| No major price changes of issues included in indices! |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| IAG.PR.A |
PerpetualDiscount |
207,160 |
RBC crossed 100,000 @ 24.75, then Scotia did the same. The YTW is 4.69% at the closing bid of $24.73 |
| SLF.PR.C |
PerpetualDiscount |
203,700 |
|
| SLF.PR.A |
PerpetualDiscount |
157,575 |
RBC crossed 150,000 @ 24.95 |
| MFC.PR.B |
PerpetualDiscount |
155,500 |
RBC crossed 150,000 @ 24.70 |
| CM.PR.C |
PerpetualPremium |
24,407 |
YTW 3.17% at closing bid of $26.75 |
This entry was posted on Tuesday, August 8th, 2006 at 10:00 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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