| 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 |
4.03% |
3.74% |
77,840 |
3.87 |
1 |
+0.4762% |
1,055.7 |
| Fixed-Floater |
4.97% |
3.50% |
106,156 |
4.61 |
5 |
+0.1106% |
1,042.3 |
| Floater |
4.73% |
-18.25% |
75,575 |
5.59 |
3 |
-0.3267% |
1,052.5 |
| Op. Retract |
4.71% |
2.69% |
75,822 |
2.14 |
17 |
-0.0215% |
1,034.2 |
| Split-Share |
5.06% |
0.40% |
182,962 |
3.11 |
15 |
+0.0113% |
1,048.5 |
| Interest Bearing |
6.49% |
4.12% |
65,810 |
2.33 |
5 |
-0.1605% |
1,043.3 |
| Perpetual-Premium |
5.01% |
3.75% |
238,381 |
5.13 |
53 |
+0.0509% |
1,057.9 |
| Perpetual-Discount |
4.52% |
4.52% |
931,908 |
13.49 |
10 |
+0.0282% |
1,067.9 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with notable price moves today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| FAL.PR.H |
Scraps (Would be PerpetualPremium, but there are rating concerns) |
203,300 |
Desjardins crossed 200,000 at $26.00 at the end of a burst of nine trades that took the price from $25.80 to $26.00. Now with a pre-tax bid-YTW of 3.58% based on a bid of $25.73 and a call 2008-4-30 at $25.00. |
| CM.PR.D |
PerpetualPremium |
153,530 |
Nesbitt crossed 150,000 at $27.04. Now with a pre-tax bid-YTW of 2.78% based on a bid of $27.03 and a call 2008-5-30 at $26.00. Too rich for my blood! |
| BAM.PR.K |
Floater |
150,223 |
Scotia crossed 119,100 at $24.75 |
| TD.PR.O |
PerpetualPremium |
101,500 |
National Bank crossed 100,000 at 26.45. Now with a pre-tax bid-YTW of 4.09% based on a bid of $26.43 and a call 2014-11-30 at $25.00. |
| RY.PR.W |
PerpetualPremium |
84,520 |
TD crossed 80,000 at $26.30. Now with a pre-tax bid-YTW of 4.14% based on a bid of $26.25 and a call 2014-3-26 at $25.00. |
| RY.PR.F |
PerpetualDiscount |
63,075 |
Recent new issue. Now with a pre-tax bid-YTW of 4.50% based on a bid of $24.76 and a limitMaturity. |
There were sixteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Thursday, March 15th, 2007 at 9:52 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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