Lots of chatter about BCE / Telus today, but no real news. I haven’t yet seen the suggestion that Telus might buy BCE only to get swallowed itself … but why not?
| 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 |
5.67% |
5.77% |
30,212 |
14.39 |
2 |
+0.8089% |
957.0 |
| Fixed-Floater |
5.42% |
5.60% |
141,074 |
14.67 |
7 |
+0.0203% |
929.1 |
| Floater |
4.83% |
2.55% |
91,012 |
5.65 |
3 |
-0.0938% |
1,047.5 |
| Op. Retract |
4.83% |
4.00% |
87,190 |
3.11 |
17 |
-0.2414% |
1,019.8 |
| Split-Share |
5.03% |
4.59% |
161,626 |
4.16 |
15 |
+0.1330% |
1,043.0 |
| Interest Bearing |
6.13% |
7.09% |
86,467 |
6.13 |
4 |
-0.0249% |
1,024.9 |
| Perpetual-Premium |
5.42% |
5.18% |
149,810 |
7.95 |
34 |
+0.1058% |
1,018.0 |
| Perpetual-Discount |
5.05% |
5.10% |
515,700 |
15.33 |
29 |
-0.1317% |
966.0 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| GWO.PR.E |
OpRet |
-1.5238% |
Now with a pre-tax bid-YTW of 3.74% based on a bid of 25.85 and a call 2011-4-30 at 25.00. |
| POW.PR.D |
PerpetualDiscount |
-1.4026% |
Now with a pre-tax bid-YTW of 5.23% based on a bid of 23.90 and a limitMaturity. |
| BCE.PR.G |
FixFloat |
-1.3583% |
|
| PWF.PR.D |
OpRet |
-1.1295% |
Now with a pre-tax bid-YTW of 4.30% based on a bid of 26.26 and a call 2008-11-30 at 25.00. |
| BAM.PR.M |
PerpetualDiscount |
-1.0811% |
Now with a pre-tax bid-YTW of 5.43% based on a bid of 21.96 and a limitMaturity. |
| ELF.PR.G |
PerpetualDiscount |
+1.0069% |
Now with a pre-tax bid-YTW of 5.48% based on a bid of 22.07 and a limitMaturity. |
| PWF.PR.I |
PerpetualPremium |
+1.2398% |
Now with a pre-tax bid-YTW of 5.19% based on a bid of 26.13 and a limitMaturity. |
| BCE.PR.Z |
FixFloat |
+1.2603% |
|
| BCE.PR.S |
Ratchet |
+1.6750% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.I |
PerpetualDiscount |
127,970 |
Nesbitt crossed 100,000 at 23.35. Now with a pre-tax bid-YTW of 5.12% based on a bid of 23.30 and a limitMaturity. |
| BNS.PR.M |
PerpetualDiscount |
56,563 |
Nesbitt crossed 50,000 at 22.65. Now with a pre-tax bid-YTW of 5.07% based on a bid of 22.61 and a limitMaturity. |
| GWO.PR.H |
PerpetualDiscount |
54,000 |
Nesbitt crossed 49,500 at 23.76. Now with a pre-tax bid-YTW of 5.12% based on a bid of 23.75 and a limitMaturity. |
| GWO.PR.G |
PerpetualPremium (for now!) |
47,241 |
Scotia crossed 36,200 at 24.80. Now with a pre-tax bid-YTW of 5.28% based on a bid of 24.70 and a limitMaturity. |
| BCE.PR.I |
FixFloat |
28,612 |
|
There were twenty-one other $25-equivalent index-included issues trading over 10,000 shares today.
This entry was posted on Saturday, June 23rd, 2007 at 12:08 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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