June 19, 2007

Sorry! The daily report for June 19 will be somewhat delayed.

Later…

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 5.63% 5.73% 29,465 14.58 2 0.0000% 955.8
Fixed-Floater 5.59% 5.79% 135,188 14.56 7 +0.2044% 899.6
Floater 4.84% 4.38% 92,465 5.93 3 -0.1995% 1,045.9
Op. Retract 4.82% 3.87% 87,236 3.21 17 +0.1100% 1,021.9
Split-Share 5.03% 4.57% 169,002 4.00 15 +0.3429% 1,043.2
Interest Bearing 6.80% 7.13% 88,900 6.34 4 -0.2526% 1,023.3
Perpetual-Premium 5.41% 5.16% 151,048 8.25 34 +0.1902% 1,017.3
Perpetual-Discount 5.07% 5.11% 534,824 15.30 29 +0.2672% 962,7
Major Price Changes
Issue Index Change Notes
ELF.PR.G PerpetualDiscount -1.3004% Now with a pre-tax bid-YTW of 5.49% based on a bid of 22.01 and a limitMaturity.
BAM.PR.J OpRet -1.1236% Now with a pre-tax bid-YTW of 4.74% based on a bid of 26.40.
CM.PR.P PerpetualPremium +1.1834% Now with a pre-tax bid-YTW of 5.15% based on a bid of 25.65.
SLF.PR.A PerpetualDiscount +1.3362% Now with a pre-tax bid-YTW of 5.06% based on a bid of 23.51 and a limitMaturity.
RY.PR.B PerpetualDiscount +1.4617% Now with a pre-tax bid-YTW of 5.02% based on a bid of 23.60 and a limitMaturity
FTU.PR.A SplitShare +1.4706% Now with a pre-tax bid-YTW of 4.59% based on a bid of 10.35
PWF.PR.K PerpetualPremium (for now!) +1.7012% Now with a pre-tax bid-YTW of 5.11% based on a bid of 24.51 and a limitMaturity.
BCE.PR.A FixFloat +1.8634%  
SLF.PR.B PerpetualDiscount +1.9313% Now with a pre-tax bid-YTW of 5.06% based on a bid of 23.75 and a limitMaturity.
Volume Highlights
Issue Index Volume Notes
MFC.PR.B PerpetualDiscount 262,347 Now with a pre-tax bid-YTW of 4.98% based on a bid of 23.45 and a limitMaturity.
MFC.PR.C PerpetualDiscount 246,922 Now with a pre-tax bid-YTW of 4.98% based on a bid of 22.70 and a limitMaturity.
SLF.PR.D PerpetualDiscount 221,455 Now with a pre-tax bid-YTW of 5.08% based on a bid of 21.96 and a limitMaturity.
SLF.PR.C PerpetualDiscount 219,700 Now with a pre-tax bid-YTW of 5.09% based on a bid of 21.91 and a limitMaturity.
CM.PR.J PerpetualDiscount 114,645 Now with a pre-tax bid-YTW of 5.11% based on a bid of 22.33 and a limitMaturity.
CM.PR.I PerpetualDiscount 112,344 Now with a pre-tax bid-YTW of 5.11% based on a bid of 23.30 and a limitMaturity.

There were thirty-four other $25-equivalent index-included issues trading over 10,000 shares today.

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