With the slightly less than expected US Core Rate of Inflation the markets decided that the world would still be in existence next week. Maybe Thursday and Friday are a little iffy, say the bond cowboys, but Monday and Tuesday will probably occur as scheduled.
| 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 |
5.68% |
5.68% |
30,119 |
14.58 |
2 |
+0.3124% |
958.8 |
| Fixed-Floater |
5.58% |
5.73% |
135,861 |
14.65 |
7 |
+0.8545% |
901.7 |
| Floater |
4.82% |
1.76% |
93,408 |
0.32 |
3 |
+0.4177% |
1,051.2 |
| Op. Retract |
4.81% |
3.82% |
85,549 |
2.95 |
17 |
+0.1177% |
1,022.7 |
| Split-Share |
5.04% |
4.66% |
170,260 |
4.18 |
15 |
+0.0408% |
1,040.0 |
| Interest Bearing |
6.72% |
6.95% |
89,161 |
6.13 |
4 |
-0.1010% |
1,031.3 |
| Perpetual-Premium |
5.42% |
5.21% |
150,409 |
8.61 |
34 |
+0.2491% |
1,015.4 |
| Perpetual-Discount |
5.08% |
5.13% |
538,904 |
15.27 |
29 |
+0.4835% |
959.2 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BCE.PR.I |
FixFloat |
+1.0396% |
|
| MFC.PR.B |
PerpetualDiscount |
+1.0730% |
Now with a pre-tax bid-YTW of 4.95% based on a bid of 23.55 and a limitMaturity. |
| MFC.PR.C |
PerpetualDiscount |
+1.1086% |
Now with a pre-tax bid-YTW of 4.95% based on a bid of 22.80 and a limitMaturity. |
| BCE.PR.Z |
FixFloat |
+1.2389% |
|
| ELF.PR.G |
PerpetualDiscount |
+1.2756% |
Now with a pre-tax bid-YTW of 5.43% based on a bid of 22.23 and a limitMaturity. |
| PWF.PR.L |
PerpetualPremium (for now!) |
+1.2842% |
Now with a pre-tax bid-YTW of 5.28% based on a bid of 24.45 and a limitMaturity. |
| BCE.PR.G |
FixFloat |
+3.5348% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.G |
PerpetualDiscount |
133,104 |
Now with a pre-tax bid-YTW of 5.11% based on a bid of 22.31 and a limitMaturity. |
| BNS.PR.L |
PerpetualDiscount |
58,300 |
Now with a pre-tax bid-YTW of 5.05% based on a bid of 22.55 and a limitMaturity. |
| TD.PR.O |
PerpetualPremium (for now!) |
56,900 |
Now with a pre-tax bid-YTW of 5.04% based on a bid of 24.36 and a limitMaturity. |
| BNS.PR.M |
PerpetualDiscount |
52,060 |
Now with a pre-tax bid-YTW of 5.08% based on a bid of 22.55 and a limitMaturity. |
| BNS.PR.K |
PerpetualPremium (for now!) |
35,190 |
Now with a pre-tax bid-YTW of 5.08% based on a bid of 23.91 and a limitMaturity. |
There were twenty-one other $25-equivalent index-included issues trading over 10,000 shares today.
This entry was posted on Saturday, June 16th, 2007 at 3:39 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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