Archive for July, 2006
Monday, July 17th, 2006
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
N/A |
3.98% |
125,751 |
17.52 |
2 |
0.00% |
999.2 |
| Fixed-Floater |
N/A |
3.94% |
85,226 |
10.24 |
5 |
-0.24% |
997.7 |
| Floater |
N/A |
-18.43% |
58,876 |
6.39 |
5 |
-0.14% |
999.4 |
| Op. Retract |
N/A |
3.47% |
85,298 |
3.08 |
18 |
-0.24% |
994.5 |
| Split-Share |
N/A |
3.35% |
54,651 |
2.81 |
14 |
-0.09% |
996.6 |
| Interest Bearing |
N/A |
5.82% |
65,681 |
2.25 |
7 |
-0.28% |
1,002.45 |
| Perpetual |
N/A |
4.73% |
169,969 |
6.55 |
53 |
+0.18 |
1,002.13 |
Posted in Market Action | No Comments »
Monday, July 17th, 2006
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
N/A |
3.96% |
128,146 |
17.55 |
2 |
-0.10% |
999.2 |
| Fixed-Floater |
N/A |
3.99% |
83,966 |
10.26 |
5 |
-0.02% |
996.1 |
| Floater |
N/A |
-16.49% |
59,142 |
6.47 |
5 |
+0.06% |
1000.7 |
| Op. Retract |
N/A |
3.36% |
85,234 |
3.08 |
18 |
+0.06% |
996.9 |
| Split-Share |
N/A |
2.80% |
55,216 |
3.05 |
14 |
-0.10% |
997.6 |
| Interest Bearing |
N/A |
5.74% |
65,387 |
2.26 |
7 |
-0.12% |
1005.22 |
| Perpetual |
N/A |
4.74% |
170,153 |
6.96 |
53 |
+0.08% |
1,000.31 |
Posted in Market Action | No Comments »
Monday, July 17th, 2006
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
N/A |
3.94% |
133,014 |
17.59 |
2 |
+0.10% |
1000.2 |
| Fixed-Floater |
N/A |
4.10% |
85,252 |
13.76 |
5 |
-0.11% |
996.2 |
| Floater |
N/A |
-15.93% |
60,065 |
6.48 |
5 |
-0.12% |
1000.2 |
| Op. Retract |
N/A |
3.43% |
86,296 |
3.05 |
18 |
-0.21% |
996.3 |
| Split-Share |
N/A |
3.16% |
54,779 |
3.06 |
14 |
+0.11% |
998.6 |
| Interest Bearing |
N/A |
5.55% |
65,179 |
2.27 |
7 |
+0.29% |
1006.4 |
| Perpetual |
N/A |
4.74% |
169,956 |
6.96 |
53 |
-0.02% |
999.5 |
Posted in Market Action | No Comments »
Monday, July 17th, 2006
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
N/A |
3.94% |
137,880 |
17.61 |
2 |
+0.06% |
999.2 |
| Fixed-Floater |
N/A |
3.86% |
86,146 |
10.3 |
5 |
-0.02% |
997.3 |
| Floater |
N/A |
-16.87% |
61,045 |
6.47 |
5 |
-0.06% |
1001.4 |
| Op. Retract |
N/A |
3.35% |
86,296 |
3.05 |
18 |
+0.11% |
998.4 |
| Split-Share |
N/A |
3.19% |
55,114 |
3.06 |
14 |
+0.12% |
997.4 |
| Interest Bearing |
N/A |
5.59% |
66,012 |
2.25 |
7 |
+0.11% |
1003.4 |
| Perpetual |
N/A |
4.74% |
172,102 |
6.96 |
53 |
-0.03% |
999.7 |
Posted in Market Action | No Comments »
Monday, July 17th, 2006
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
N/A |
3.94% |
142,723 |
17.62 |
2 |
+0.04% |
998.6 |
| Fixed-Floater |
N/A |
3.99% |
86,114 |
13.81 |
5 |
+0.03% |
997.6 |
| Floater |
N/A |
-17.43% |
61,517 |
6.47 |
5 |
-0.05% |
1002.0 |
| Op. Retract |
N/A |
3.38% |
87,105 |
3.05 |
18 |
-0.06% |
997.3 |
| Split-Share |
N/A |
3.28% |
54,689 |
3.06 |
14 |
-0.12% |
996.3 |
| Interest Bearing |
N/A |
5.70% |
66,528 |
2.6 |
7 |
+0.09 |
1002.3 |
| Perpetual |
N/A |
4.72% |
173,979 |
6.92 |
53 |
-0.04% |
1000.0 |
Posted in Market Action | No Comments »
Monday, July 17th, 2006
| Index |
Current Yield |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
N/A |
3.93% |
143,477 |
17.63 |
2 |
-0.18% |
998.2 |
| Fixed-Floater |
N/A |
4.01% |
85,975 |
13.85 |
5 |
-0.28% |
997.2 |
| Floater |
N/A |
-17.10% |
60,832 |
6.49 |
5 |
+0.25% |
1002.5 |
| Op. Retract |
N/A |
3.34% |
87,736 |
3.05 |
18 |
-0.21% |
997.9 |
| Split-Share |
N/A |
3.22% |
54,635 |
3.13 |
14 |
-0.25% |
997.5 |
| Interest Bearing |
N/A |
5.76% |
67,058 |
2.26 |
7 |
+0.14% |
1001.4 |
| Perpetual |
N/A |
4.71% |
174,981 |
6.94 |
53 |
+0.04% |
1000.4 |
Posted in Market Action | No Comments »
Monday, July 17th, 2006
| Index |
Current Yield (at bid) |
Av YTW |
Price Disparity |
Average Trading Value |
Av Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
N/A |
3.91% |
-$0.34 |
147,726 |
17.66 |
2 |
N/A |
1000.000 |
| Fixed-Floater |
N/A |
3.93% |
-$0.47 |
87,889 |
10.42 |
5 |
N/A |
1000.000 |
| Floater |
N/A |
-15.46% |
+$0.52 |
61,254 |
6.48 |
5 |
N/A |
1000.000 |
| Op. Retract |
N/A |
3.26% |
-$0.37 |
89,701 |
2.78 |
18 |
N/A |
1000.000 |
| Split-Share |
N/A |
1.93% |
+$0.02 |
55,464 |
2.97 |
14 |
N/A |
1000.000 |
| Interest Bearing |
N/A |
5.77% |
-$0.25 |
68,060 |
2.27 |
7 |
N/A |
1000.000 |
| Perpetual |
N/A |
4.65% |
-$0.02 |
177,316 |
6.84 |
53 |
N/A |
1000.000 |
Posted in Market Action | No Comments »
