| 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 |
| Index |
Mean Current Yield (at bid) |
Mean YTW |
Mean Average Trading Value |
Mean Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.13% |
4.12% |
25,591 |
17.21 |
1 |
+0.2787% |
1,047.4 |
| Fixed-Floater |
4.81% |
3.59% |
80,834 |
8.13 |
7 |
+0.2559% |
1,041.6 |
| Floater |
4.47% |
-21.17% |
54,320 |
3.35 |
5 |
-0.0701% |
1,049.5 |
| Op. Retract |
4.71% |
2.18% |
74,758 |
2.05 |
18 |
-0.0896% |
1,030.7 |
| Split-Share |
5.10% |
0.66% |
239,561 |
2.79 |
14 |
-0.0166% |
1,044.5 |
| Interest Bearing |
6.49% |
4.64% |
63,070 |
2.96 |
5 |
-0.2005% |
1,039.6 |
| Perpetual-Premium |
5.03% |
3.83% |
214,065 |
5.01 |
51 |
+0.0867% |
1,054.7 |
| Perpetual-Discount |
4.53% |
4.55% |
1,073,660 |
14.67 |
11 |
+0.1609% |
1,061.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| ACO.PR.A |
OpRet |
-2.4731% |
The bids just faded away and it closed at 27.21-50, 1×9, on volumen of 2,129 shares. Still with a pre-tax bid-YTW of 2.90% based on a bid of $27.21 and a call 2008-12-31 at $26.00, but buyers are hoping for the softMaturity 2011-11-30 at $25.00, yielding 3.72%. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| GWO.PR.F |
PerpetualPremium |
140,399 |
Desjardins crossed 90,000 at 28.11, then another 50,000 at the same price. Now with a pre-tax bid-YTW of 1.65% based on a bid of 27.96 and a call 2008-10-30 at $26.00. Somebody has decided that particular call is not too likely! |
| RY.PR.A |
PerpetualDiscount |
34,538 |
Now with a pre-tax bid-YTW of 4.49% based on a bid of $24.87 and a limitMaturity. |
| CM.PR.I |
PerpetualPremium |
33,531 |
Now with a pre-tax bid-YTW of 4.50% based on a bid of 25.50 and a call 2016-3-1 at $25.00. |
| SLF.PR.D |
PerpetualDiscount |
29,419 |
Now with a pre-tax bid-YTW of 4.49% based on a bid of $24.73 and a limitMaturity. |
| CM.PR.J |
PerpetualDiscount |
28,425 |
Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.94 and a limitMaturity. |
There were twelve other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Monday, February 26th, 2007 at 10:37 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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[…] Gets hit again, to close at $26.80-00, on volume of 1,405 shares, which traded in a range of $26.69-01. Actually, at the bid level of $26.80, it starts to look reasonable, with a pre-tax bid-YTW of 3.78% based on a call at $26.00 2008-12-31. […]