| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.46% |
4.48% |
37,598 |
16.54 |
1 |
N/A |
988.2 |
| Fixed-Floater |
4.97% |
4.14% |
314,544 |
13.94 |
6 |
N/A |
997.6 |
| Floater |
4.64% |
-17.11% |
71,202 |
8.06 |
4 |
N/A |
1,008.6 |
| Op. Retract |
4.71% |
2.39% |
73,364 |
2.55 |
18 |
N/A |
1,006.7 |
| SplitShare |
4.99 |
3.74 |
54,846 |
2.76 |
10 |
N/A |
1,005.5 |
| Interest Bearing |
6.82% |
5.03% |
58,842 |
1.88 |
7 |
N/A |
1,017.2 |
| Perpetual Premium |
5.16% |
4.33% |
190,187 |
4.49 |
48 |
N/A |
1,018.1 |
| Perpetual Discount |
4.61% |
4.67% |
278,857 |
15.99 |
6 |
N/A |
1,029.5 |
| Index Changes |
| Issue |
From |
To |
Because |
| BC.PR.E |
Ratchet |
Scraps |
Volume |
| AL.PR.F |
Floater |
Scraps |
Volume |
| SXT.PR.A |
SplitShare |
Scraps |
Volume |
| CL.PR.B |
PerpetualPremium |
Scraps |
Volume |
| CAC.PR.A |
Scraps |
SplitShare |
Volume |
| MFC.PR.B |
PerpetualDiscount |
PerpetualPremium |
Price |
| RY.PR.B |
PerpetualDiscount |
PerpetualPremium |
Price |
| SLF.PR.A |
PerpetualDiscount |
PerpetualPremium |
Price |
| GWO.PR.H |
PerpetualDiscount |
PerpetualPremium |
Price |
| SLF.PR.B |
PerpetualDiscount |
PerpetualPremium |
Price |
| CM.PR.H |
PerpetualDiscount |
PerpetualPremium |
Price |
| PWF.PR.K |
PerpetualDiscount |
PerpetualPremium |
Price |
This entry was posted on Friday, September 1st, 2006 at 7:31 pm and is filed under Index Construction / Reporting. You can follow any responses to this entry through the RSS 2.0 feed.
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[…] Every single share was crossed by Scotia, in three tranches, at various times throughout the day, at $25.17. For an issue recently removed from the ratchet index due to volume concerns, this has sure been trading a lot lately! […]