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 |
4.11% |
3.99% |
42,872 |
10.67 |
2 |
-0.0798% |
1,021.0 |
Fixed-Floater |
5.00% |
2.83% |
153,742 |
6.11 |
7 |
-0.0066% |
1,026.2 |
Floater |
4.52% |
-15.94% |
75,151 |
6.51 |
5 |
0.1115% |
1,022.2 |
Op. Retract |
4.68% |
2.30% |
89,145 |
2.37 |
17 |
-0.0108% |
1,020.5 |
Split-Share |
4.95% |
3.64% |
159,085 |
3.64 |
11 |
0.0562% |
1,022.3 |
Interest Bearing |
6.88% |
5.11% |
56,689 |
1.98 |
7 |
-0.1196% |
1,023.9 |
Perpetual-Premium |
5.08% |
3.97% |
213,795 |
4.36 |
47 |
-0.0275% |
1,037.9 |
Perpetual-Discount |
4.61% |
4.64% |
604,467 |
16.14 |
7 |
-0.0636% |
1,030.8 |
Major Price Changes |
Issue |
Index |
Change |
Notes |
BSD.PR.A |
InterestBearing |
-1.3699% |
Now with a pre-tax YTW of 6.04%, based on a bid of $10.08 and a maturity 2015-03-31 |
BCE.PR.R |
FixedFloater |
-1.2640% |
Looks like a trade of 400 shares at 3:36pm at $25.40 took out the bid and left the next bid at $25.20 |
Volume Highlights |
Issue |
Index |
Volume |
Notes |
SLF.PR.D |
PerpetualDiscount |
399,590 |
See SLF.PR.D : Clearance Sale Winding Down?. It doesn’t look like it, at least as far as volume goes! |
CM.PR.G |
PerpetualPremium |
184,770 |
Nesbitt processed an internal cross of 130,000 shares @26.95, Scotia crossed 50,000 @ $26.96. YTW 4.11% based on a call 2010-5-31 @ $26.00. Pays $1.35 with a $0.25 annual decline in premium, so it could very well hang on until the $25.00 call 2014-5-31 to have yielded 4.22% … unless interest rates move! |
CM.PR.A |
OpRet |
170,660 |
BMO crossed 65,000 for cash at $26.81, then bought 100,000 for cash from Desjardins at the same price. Odd. They’re nowhere near their ex-Date. I commented on this issue on October 26 |
MFC.PR.B |
PerpetualPremium |
50,195 |
BMO bought 14,600 from National @ $25.39, then another 10,700 at the same price. |
LBS.PR.A |
SplitShare |
116,200 |
Recent new issue |
There were sixteen other index-included issues trading over 10,000 shares today.
This entry was posted on Monday, October 30th, 2006 at 11:36 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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[…] Just a reversal of yesterday’s loss, really : a handful of shares traded just above $25.50. Closed at 25.48-56, 5×5. […]