August 25, 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 4.38% 4.36% 28,809 16.57 2 0.2026% 987.0
Fixed-Floater 4.94% 4.10% 301,838 11.40 6 0.1157% 1,003.8
Floater 4.58% -20.08% 61,448 6.43 5 0.0168% 1,010.1
Op. Retract 4.70% 2.53% 74,078 2.56 18 0.0531% 1,005.1
Split-Share 5.00% 3.41% 54,803 2.75 10 0.0439% 1,005.7
Interest Bearing 6.83% 5.23% 58,604 2.12 7 -0.0248% 1,013.0
Perpetual-Premium 5.26% 4.22% 160,712 4.13 42 0.0096% 1,014.2
Perpetual-Discount 4.70% 4.70% 330,141 12.37 13 0.1964% 1,023.9
Major Price Changes
Issue Index Change Notes
No major price changes in index-included issues today.
Volume Highlights
Issue Index Volume Notes
BC.PR.C FixedFloater 663,038 Desjardins crossed 650,000 @ 25.03
RY.PR.W PerpetualPremium 75,900 Nesbitt crossed 50,000 @ 25.80. This issue has a YTW of 4.46% at the closing bid of $25.75
WN.PR.E PerpetualDiscount 42,670  
POW.PR.D PerpetualPremium 26,389  
PWF.PR.F PerpetualPremium 15,175 National bought a total of 13,100 in four tranches, notably 11,600 from Royal at $25.80

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

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