| 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 |
4.05% |
4.06% |
29,721 |
17.32 |
1 |
0.0000% |
1,039.5 |
| Fixed-Floater |
4.80% |
3.46% |
94,800 |
6.37 |
7 |
+0.0117% |
1,043.5 |
| Floater |
4.46% |
-25.74% |
56,145 |
6.58 |
5 |
-0.2790% |
1,052.4 |
| Op. Retract |
4.72% |
2.34% |
75,677 |
2.09 |
18 |
-0.0430% |
1,028.8 |
| Split-Share |
5.09% |
1.09% |
296,448 |
2.65 |
14 |
0.0824% |
1,043.1 |
| Interest Bearing |
6.69% |
2.47% |
74,207 |
3.87 |
6 |
+0.0103% |
1,036.7 |
| Perpetual-Premium |
5.04% |
3.65% |
228,637 |
5.13 |
51 |
-0.0429% |
1,052.0 |
| Perpetual-Discount |
4.53% |
4.56% |
1,071,358 |
15.30 |
10 |
+0.1167% |
1,056.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| WN.PR.B |
OpRet |
-1.5066% |
A reaction to the Credit-Watch Negative. Now with a pre-tax bid-YTW of 3.40% based on a bid of 26.15 and a softMaturity 2009-6-30. |
| WN.PR.C |
PerpetualPremium |
-1.4903% |
Credit watch negative! Now with a pre-tax bid-YTW of 4.82% based on a call 2014-7-31 at $25.00. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BCE.PR.H |
FixedFloater |
800,500 |
Formerly BC.PR.E |
| SLF.PR.C |
PerpetualDiscount |
191,855 |
Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.76 and a limitMaturity. |
| SLF.PR.E |
PerpetualDiscount |
122,560 |
Recent new issue. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.82 and a limitMaturity. |
| WN.PR.E |
PerpetualPremium |
91,821 |
Credit Watch Negative! Now with a pre-tax bid-YTW of 4.84% based on a bid of $24.78 and a limitMaturity. |
| WN.PR.B |
OpRet |
79,620 |
With a major price move, too! |
There were nineteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Sunday, February 11th, 2007 at 10:49 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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