| 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% |
4.09% |
46,156 |
17.12 |
2 |
+0.0199% |
1,050.2 |
| Fixed-Floater |
4.96% |
3.97% |
85,926 |
17.14 |
6 |
+0.1675% |
1,030.4 |
| Floater |
4.58% |
-18.14% |
59,641 |
0.09 |
4 |
+0.0100% |
1,054.6 |
| Op. Retract |
4.73% |
3.18% |
84,566 |
2.19 |
17 |
+0.0338% |
1,033.3 |
| Split-Share |
5.00% |
3.80% |
164,934 |
3.27 |
12 |
-0.0935% |
1,049.1 |
| Interest Bearing |
6.54% |
4.38% |
62,821 |
2.28 |
5 |
+0.0640% |
1,042.2 |
| Perpetual-Premium |
5.04% |
3.95% |
192,316 |
5.38 |
53 |
-0.0716% |
1,057.7 |
| Perpetual-Discount |
4.53% |
4.54% |
962,934 |
16.33 |
11 |
-0.0400% |
1,066.4 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major price moves today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BNS.PR.M |
PerpetualDiscount |
58,290 |
Recent new issue. Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.87 and a limitMaturity. |
| CM.PR.D |
PerpetualPremium |
43,349 |
TD crossed 35,000 at 26.67. Now with a pre-tax bid-YTW of 3.26% based on a bid of 26.59 and a call 2008-5-30 at $26.00. |
| WN.PR.E |
PerpetualDiscount |
20,093 |
Now with a pre-tax bid-YTW of 4.80% based on a bid of 24.86 and a limitMaturity. Not bad, if the credit stays good! |
| SLF.PR.E |
PerpetualDiscount |
17,020 |
Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.91 and a limitMaturity. |
| RY.PR.F |
PerpetualDiscount |
15,500 |
Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.80 and a limitMaturity. |
There were six other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Monday, April 9th, 2007 at 11:32 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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