| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Mean Current Yield (at bid) |
Mean YTW |
Mean Average Trading Value |
Mean Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.10% |
3.98% |
41,831 |
10.69 |
2 |
0.2070% |
1,021.9 |
| Fixed-Floater |
4.96% |
3.02% |
156,139 |
8.71 |
7 |
-0.0220% |
1,026.3 |
| Floater |
4.52% |
-15.64% |
75,477 |
6.50 |
5 |
0.1433% |
1,021.1 |
| Op. Retract |
4.68% |
2.10% |
88,489 |
2.38 |
17 |
0.0630% |
1,020.6 |
| Split-Share |
4.95% |
3.81% |
158,927 |
3.81 |
11 |
-0.1049% |
1,021.8 |
| Interest Bearing |
6.87% |
4.88% |
56,317 |
1.99 |
7 |
0.2525% |
1,025.2 |
| Perpetual-Premium |
5.08% |
3.83% |
214,042 |
4.28 |
47 |
0.1284% |
1,038.2 |
| Perpetual-Discount |
4.60% |
4.63% |
584,352 |
16.15 |
7 |
-0.0630% |
1,031.4 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major price changes today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| SLF.PR.D |
PerpetualDiscount |
327,930 |
See SLF.PR.D : Clearance Sale Winding Down? |
| RY.PR.A |
PerpetualDiscount |
67,545 |
|
| CM.PR.R |
OpRet |
42,400 |
|
| CM.PR.A |
OpRet |
39,726 |
|
| GWO.PR.I |
PerpetualDiscount |
37,920 |
|
There were twenty-five other index-included issues trading over 10,000 shares today.
This entry was posted on Monday, October 30th, 2006 at 5:49 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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