| 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 |
4.47% |
4.50% |
44,706 |
16.47 |
1 |
-0.0407% |
999.2 |
| Fixed-Floater |
4.89% |
3.85% |
316,342 |
11.56 |
6 |
0.3491% |
1,015.0 |
| Floater |
4.64% |
-17.54% |
94,607 |
8.13 |
4 |
0.3606% |
1,015.5 |
| Op. Retract |
4.69% |
2.41% |
81,521 |
2.39 |
18 |
0.0333% |
1,013.1 |
| Split-Share |
4.98% |
3.29% |
56,610 |
2.69 |
10 |
-0.1171% |
1,011.2 |
| Interest Bearing |
6.85% |
4.61% |
56,052 |
2.08 |
7 |
0.1230% |
1,021.7 |
| Perpetual-Premium |
5.14% |
4.15% |
180,829 |
4.19 |
48 |
-0.0230% |
1,023.5 |
| Perpetual-Discount |
4.61% |
4.61% |
322,780 |
16.22 |
6 |
0.1835% |
1,033.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| No index-included issues had bid/bid price changes in excess of 1% today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| WN.PR.A |
PerpetualPremium |
103,800 |
|
| BNS.PR.K |
PerpetualPremium |
66,325 |
|
| RY.PR.B |
PerpetualPremium |
56,970 |
|
| PWF.PR.L |
PerpetualPremium |
56,800 |
|
| SLF.PR.B |
PerpetualPremium |
54,900 |
|
There were seventeen other index-included issues trading over 10,000 shares today.
This entry was posted on Tuesday, September 19th, 2006 at 12:59 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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