| 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 |
4.71% |
4.76% |
44,233 |
16.08 |
2 |
-0.1915% |
983.7 |
| Fixed-Floater |
5.41% |
4.64% |
136,343 |
16.23 |
6 |
-0.0197% |
955.4 |
| Floater |
4.78% |
-5.14% |
77,128 |
0.72 |
3 |
-0.1416% |
1,051.7 |
| Op. Retract |
4.74% |
3.24% |
84,671 |
2.36 |
17 |
+0.0515% |
1,033.5 |
| Split-Share |
4.96% |
4.25% |
169,759 |
4.01 |
12 |
+0.0111% |
1,046.3 |
| Interest Bearing |
6.51% |
6.02% |
63,426 |
3.40 |
5 |
-0.1526% |
1,046.6 |
| Perpetual-Premium |
5.13% |
4.33% |
171,967 |
5.17 |
48 |
+0.0328% |
1,050.6 |
| Perpetual-Discount |
4.62% |
4.65% |
835,451 |
16.12 |
19 |
-0.0274% |
1,053.5 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| AL.PR.E |
Floater |
-1.0089% |
More apparent fallout from the proposed acquisition. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.I |
PerpetualPremium |
128,120 |
Now with a pre-tax bid-YTW of 4.64% based on a bid of 25.20 and a call 2016-3-1. |
| BMO.PR.J |
PerpetualDiscount |
77,570 |
Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.66 and a limitMaturity. |
| TD.PR.O |
PerpetualPremium |
64,885 |
Now with a pre-tax bid-YTW of 4.29% based on a bid of 25.97 and a call 2014-11-30 at 25.00 |
| CM.PR.H |
PerpetualPremium |
55,555 |
Now with a pre-tax bid-YTW of 4.42% based on a bid of 25.65 and a call 2014-4-29 at 25.00 |
| NA.PR.L |
PerpetualPremium |
29,198 |
Now with a pre-tax bid-YTW of 4.37% based on a bid of 25.74 and a call 2014-6-14 at 25.00. |
There were thirteen other $25-equivalent index-included issues trading over 10,000 shares today.
This entry was posted on Thursday, May 10th, 2007 at 1:58 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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