| 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 |
4.14% |
4.05% |
47,522 |
10.65 |
2 |
0.0000% |
1,019.9 |
| Fixed-Floater |
4.97% |
3.87% |
176,435 |
6.49 |
7 |
0.0956% |
1,025.8 |
| Floater |
4.53% |
-15.61% |
77,494 |
6.50 |
5 |
-0.0634% |
1,017.9 |
| Op. Retract |
4.68% |
2.01% |
87,559 |
2.40 |
17 |
-0.0043% |
1,018.2 |
| Split-Share |
4.94% |
3.75% |
161,691 |
3.29 |
11 |
-0.1359% |
1,021.3 |
| Interest Bearing |
6.89% |
5.06% |
56,050 |
2.01 |
7 |
0.2452% |
1,022.4 |
| Perpetual-Premium |
5.09% |
3.79% |
217,821 |
4.25 |
47 |
0.0385% |
1,036.0 |
| Perpetual-Discount |
4.57% |
4.60% |
546,688 |
16.20 |
7 |
0.1504% |
1,036.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major price changes today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| LBS.PR.A |
SplitShare |
166,424 |
Recent new issue, tops the charts for the third straight day despite being a split share – even accounting for the lower price per share, dollar volume is still impressive. |
| DFN.PR.A |
SplitShare |
54,300 |
An entirely reasonably priced issue, with a pre-tax yield of 3.89% based on a bid of $10.42, paying $0.525 until maturing 2009-12-1 |
| ELF.PR.G |
PerpetualPremium |
43,410 |
Another recent new issue. Still bid above par, closing at $25.12-20. |
| PIC.PR.A |
SplitShare |
19,463 |
So what is this, splitShare Day? This has an entirely respectable pre-tax yield of 3.87%, based on a bid of $16.03 and a maturity at $15.00 on 2010-11-01. |
| WN.PR.E |
PerpetualDiscount |
13,129 |
Attractively priced at 24.71-75, pre-tax bid yield of 4.84%. |
There were four other index-included issues trading over 10,000 shares today.
This entry was posted on Thursday, October 19th, 2006 at 8:22 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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