| 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 |
4.17% |
4.05% |
50,012 |
10.61 |
2 |
0.0000% |
1,020.6 |
| Fixed-Floater |
4.97% |
3.89% |
190,079 |
8.87 |
7 |
-0.0612% |
1,025.1 |
| Floater |
4.53% |
-17.58% |
77,718 |
6.51 |
5 |
0.0080% |
1,017.8 |
| Op. Retract |
4.68% |
2.13% |
88,707 |
2.40 |
17 |
0.0355% |
1,017.3 |
| Split-Share |
4.94% |
3.66% |
61,368 |
3.02 |
10 |
0.0380% |
1,015.8 |
| Interest Bearing |
6.90% |
5.00% |
55,802 |
2.01 |
7 |
0.1025% |
1,021.3 |
| Perpetual-Premium |
5.10% |
3.58% |
171,688 |
4.30 |
46 |
0.1066% |
1,034.2 |
| Perpetual-Discount |
4.59% |
4.61% |
578,748 |
16.18 |
7 |
0.0294% |
1,033.7 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major gains or losses today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| SLF.PR.B |
PerpetualPremium |
82,330 |
|
| PWF.PR.D |
Scraps |
71,000 |
Desjardins bought 70,000 @27.10 on a Delayed Delivery basis from Polar. A few more active days like this and this issue won’t be in ‘Scraps’ any more! |
| BAM.PR.G |
FixedFloater |
40,069 |
The only issue in the FixedFloater index that isn’t swept up in the possible BCE-unit-trust-offer! Not only that, but the rate announcement and soon-expiring exchange offer will have caused a lot of portfolio tweaking. |
| CM.PR.A |
OpRet |
27,700 |
Scotia crossed 24,200 @ 26.75. This issue has a pre-tax YTW of 1.69% based on a call in November, 2007 … but 3.73% if it survives until just before retractibility becomes an issue, July 2011. It pays $1.325 … CIBC can finance a perpetual cheaper than that, never mind a retractible! |
| MFC.PR.C |
PerpetualDiscount |
26,749 |
|
There were fourteen other index-included issues trading over 10,000 shares today.
This entry was posted on Monday, October 16th, 2006 at 9:23 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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