July 14, 2006

Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. Index Value
Ratchet 4.03% 4.04% 115,857 16.79 2 +0.08% 997.0
Fixed-Floater 5.20% 4.12% 89,762 13.57 5 +0.21% 998.8
Floater 4.54% -19.47% 59,917 6.43 5 -0.11% 1,002.8
Op. Retract 4.74% 3.47% 82,975 3.30 18 -0.08% 993.2
Split-Share 5.17% 2.64% 53,274 2.77 14 -0.01% 998.3
Interest Bearing 6.90% 5.81% 65,864 2.24 7 +0.08% 1,003.5
Perpetual 5.20% 4.71% 163,422 6.63 53 +0.05% 1,002.8

 

A thoroughly boring day, with NOTHING trading over 10,000 shares and NOTHING in the indices had a price move of more than 1%.

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