Today’s report will be somewhat delayed, I’m afraid … it might even have to wait until Monday.
Update
| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version. In this version, index values are based at 1,000.0 on 2006-6-30 | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 5.11% | 5.12% | 82,731 | 15.23 | 2 | +0.6164% | 1,057.4 |
| Fixed-Floater | 4.89% | 5.10% | 94,419 | 15.33 | 8 | -0.2713% | 1,021.2 |
| Floater | 6.03% | 6.05% | 140,841 | 13.84 | 2 | +1.1345% | 799.8 |
| Op. Retract | 4.86% | 2.58% | 88,547 | 3.29 | 16 | +0.4138% | 1,038.4 |
| Split-Share | 5.32% | 5.50% | 114,253 | 4.31 | 15 | -0.2145% | 1,025.4 |
| Interest Bearing | 6.37% | 6.98% | 66,699 | 3.65 | 4 | -0.2557% | 1,048.6 |
| Perpetual-Premium | 5.84% | 5.58% | 86,717 | 6.09 | 11 | +0.2589% | 1,009.9 |
| Perpetual-Discount | 5.63% | 5.68% | 403,293 | 14.36 | 55 | -0.3673% | 904.4 |
[…] It was something of an interesting month, as early strength crumbled in the face of tax-loss selling; after the December 24 deadline for 2007 settlement passed the market rocketted upwards. Actually, many issues started to bounce back on the 24th – it was December 21 that the selling peaked. […]