| 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 |
4.44% |
4.47% |
44,205 |
16.52 |
1 |
0.6517% |
1,005.7 |
| Fixed-Floater |
4.90% |
3.83% |
311,685 |
8.94 |
6 |
-0.1302% |
1,013.7 |
| Floater |
4.65% |
-16.90% |
97,467 |
8.12 |
4 |
-0.1495% |
1,014.0 |
| Op. Retract |
4.69% |
2.24% |
83,257 |
2.39 |
18 |
0.0480% |
1,013.6 |
| Split-Share |
4.99% |
3.07% |
56,534 |
2.69 |
10 |
-0.1046% |
1,010.2 |
| Interest Bearing |
6.87% |
4.71% |
56,441 |
2.09 |
7 |
-0.0514% |
1,021.2 |
| Perpetual-Premium |
5.14% |
4.17% |
179,918 |
4.20 |
48 |
0.0894% |
1,024.4 |
| Perpetual-Discount |
4.61% |
4.62% |
322,419 |
16.21 |
6 |
0.0001% |
1,033.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| FTN.PR.A |
SplitShare |
-1.0476% |
On volume of 3,165 shares |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BAM.PR.K |
Floater |
56,700 |
Scotia crossed 50,000 @ 24.25 |
| GWO.PR.I |
PerpetualDiscount |
40,375 |
The cheapest perpetual around, paying $1.125 annually and quoted at 24.47-55. Why it should trade for less than RY.PR.A, quoted at 24.75-87, paying 1.1125, is quite beyond me. |
| TD.PR.O |
PerpetualPremium |
38,230 |
An entirely reasonable issue, with a YTW of 4.47% based on a call in November 2014. |
| IGM.PR.A |
OpRet |
23,120 |
The most expensive (relative to par) index-included issue tracked by HIMIPref™. YTW of 2.95% based on a call in 2009; 3.86% if it survives until 2013. |
| GWO.PR.H |
PerpetualPremium |
22,240 |
 |
There were twelve other index-included issues trading over 10,000 shares today.
And, best of all, I was able to recover prices from the TSX with no hitches!
This entry was posted on Tuesday, September 19th, 2006 at 9:27 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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