August 24, 2006

Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version
Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. Index Value
Ratchet 4.39% 4.37% 28,053 16.56 2 -0.1206% 985.0
Fixed-Floater 4.94% 4.07% 284,333 11.45 6 0.0407% 1,002.6
Floater 4.58% -19.92% 61,906 6.44 5 0.0239% 1,009.9
Op. Retract 4.71% 2.85% 75,039 2.56 18 -0.0039% 1,004.6
Split-Share 5.00% 3.46% 55,606 2.75 10 0.2173% 1,005.3
Interest Bearing 6.83% 5.14% 60,101 2.12 7 -0.0460% 1,013.2
Perpetual-Premium 5.26% 4.08% 162,555 3.78 42 0.0400% 1,014.1
Perpetual-Discount 4.71% 4.71% 333,755 12.35 13 0.1246% 1,021.9
Major Price Changes
Issue Index Change Notes
FTN.PR.A SplitShare +1.3579%  
Volume Highlights
Issue Index Volume Notes
BC.PR.C FixedFloater 635,544 Scotia crossed 100,000 @25.03; Desjardins crossed 12,000 at the same price.
BC.PR.E Ratchet 200,000 Scotia crossed 200,000 @ 25.12 in the only trade of this issue for the day.
WN.PR.A PerpetualPremium 109,580  
BNS.PR.K PerpetualPremium 55,880  
TOC.PR.B Floater 40,692  

There were nine other index-included issues with volumes of more than 10,000 shares.

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