| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Mean Current Yield (at bid) |
Mean YTW |
Mean Average Trading Value |
Mean Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.33% |
4.34% |
50,151 |
16.80 |
1 |
-0.2004% |
1,016.7 |
| Fixed-Floater |
4.90% |
3.93% |
261,902 |
9.03 |
6 |
0.1192% |
1,016.1 |
| Floater |
4.62% |
-19.97% |
96,194 |
8.12 |
4 |
0.0899% |
1,019.7 |
| Op. Retract |
4.68% |
2.21% |
85,108 |
2.21 |
18 |
0.0106% |
1,017.6 |
| Split-Share |
4.98% |
3.00% |
60,250 |
2.67 |
10 |
-0.0640% |
1,014.4 |
| Interest Bearing |
6.88% |
4.61% |
54,719 |
1.82 |
7 |
-0.0892% |
1,023.4 |
| Perpetual-Premium |
5.14% |
3.93% |
174,623 |
4.12 |
48 |
0.1131% |
1,028.9 |
| Perpetual-Discount |
4.58% |
4.60% |
331,188 |
16.23 |
6 |
-0.0938% |
1,038.9 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no major price changes in index-included issues today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.B |
PerpetualPremium |
39,735 |
A weak end to a great month – it gained almost exactly 1.75% on the month. |
| FTS.PR.F |
Scraps |
33,885 |
2nd day of trading! Closed at 25.01-05, 10×50 |
| MFC.PR.C |
PerpetualDiscount |
29,060 |
National bought 10,200 from DS @ 24.92, then another 10,600 @ 24.87 an hour and a half later. |
| BC.PR.C |
FixedFloater |
28,336 |
|
| BNS.PR.J |
PerpetualPremium |
17,500 |
Nesbitt bought 15,000 from CIBC at 27.00. With a 1.313 coupon and no redemption possible until 2013, this one has a lot of protection against market yield increases, perpetual or no perpetual! The YTW is 3.92% at the closing bid of $27.00 |
There were nine other index-included issues trading over 10,000 shares today.
This entry was posted on Friday, September 29th, 2006 at 10:53 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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