| 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% |
4.08% |
47,493 |
17.13 |
2 |
+0.0000% |
1,050.2 |
| Fixed-Floater |
4.98% |
3.98% |
88,531 |
17.11 |
6 |
-0.4102% |
1,026.2 |
| Floater |
4.57% |
-19.13% |
58,497 |
0.13 |
4 |
+0.1183% |
1,055.9 |
| Op. Retract |
4.72% |
3.09% |
84,569 |
2.13 |
17 |
+0.0822% |
1,034.2 |
| Split-Share |
5.01% |
3.82% |
162,068 |
3.26 |
12 |
-0.0663% |
1,048.4 |
| Interest Bearing |
6.53% |
5.60% |
64,134 |
2.29 |
5 |
+0.1210% |
1,043.4 |
| Perpetual-Premium |
5.04% |
3.95% |
191,024 |
5.20 |
53 |
+0.0257% |
1,058.0 |
| Perpetual-Discount |
4.53% |
4.55% |
946,431 |
16.32 |
11 |
-0.1058% |
1,065.2 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BCE.PR.R |
FixedFloater |
-1.1160% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BNS.PR.M |
PerpetualDiscount |
72,600 |
Recent new issue. Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.87 and a limitMaturity. |
| BCE.PR.A |
FixedFloater |
44,700 |
Becomes exchangeble to Series “AB” Ratchet Rate Preferred 2007-09-01. The dividend rate paid on the BCE.PR.A will be reset at that time … I bet it will be less than the current $1.3625! |
| SLF.PR.D |
PerpetualDiscount |
24,585 |
Now with a pre-tax bid-YTW of 4.52% based on a bid of 24.70 and a limitMaturity. |
| GWO.PR.H |
PerpetualPremium |
22,185 |
Now with a pre-tax bid-YTW of 4.44% based on a bid of 25.73 and a call 2014-10-30 at $25.00. |
| CM.PR.J |
PerpetualDiscount |
19,970 |
Now with a pre-tax bid-YTW of 4.54% based on a bid of $24.76 and a limitMaturity. |
There were fifteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Wednesday, April 11th, 2007 at 3:58 am and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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