| 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 |
4.43% |
4.44% |
39,444 |
16.59 |
1 |
1.1537% |
999.1 |
| Fixed-Floater |
4.97% |
4.13% |
323,934 |
13.93 |
6 |
-0.1862% |
997.7 |
| Floater |
4.64% |
-14.16% |
75,883 |
8.05 |
4 |
-0.0100% |
1,008.5 |
| Op. Retract |
4.69% |
2.19% |
71,741 |
2.55 |
18 |
0.1813% |
1,009.7 |
| Split-Share |
4.99% |
3.74% |
53,766 |
2.75 |
10 |
0.1391% |
1,007.3 |
| Interest Bearing |
6.81% |
4.97% |
57,318 |
1.86 |
7 |
0.1005% |
1,018.5 |
| Perpetual-Premium |
5.16% |
4.22% |
184,712 |
4.44 |
48 |
0.0280% |
1,019.7 |
| Perpetual-Discount |
4.62% |
4.63% |
282,685 |
16.18 |
6 |
0.0614% |
1,028.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BC.PR.B |
FixedFloater |
-1.6393% |
Now bid at 24.00-89 |
| BCE.PR.S |
Ratchet |
+1.1537 |
On 5,800 shares – a fairly active day for this issue. Now quoted at 24.55-69, 20×31 |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.S |
PerpetualPremium |
297,251 |
This issue has been called for value October 6. Nesbitt crossed 288,000 at $26.09 |
| CM.PR.P |
PerpetualPremium |
175,000 |
Nesbitt crossed the entire day’s volume at 26.65. The issue has a YTW of 4.46% at the closing bid of 26.58 |
| CM.PR.D |
PerpetualPremium |
105,674 |
Nesbitt crossed 100,000 @ 27.00. The YTW at this price is 3.59% |
| GWO.PR.I |
PerpetualDiscount |
94,145 |
Nesbitt crossed 70,500 @24.30. This issue has the distinction of being the lowest-priced index-included perpetual and has a YTW of 4.63% at the closing bid of 24.25 |
| BAM.PR.B |
Floater |
74,170 |
Nesbitt crossed 71,000 @ 24.31 |
There were four other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.
This entry was posted on Tuesday, September 5th, 2006 at 9:36 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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