| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.09% |
4.10% |
109,453 |
17.25 |
2 |
0.2013% |
996.0 |
| Fixed-Floater |
5.21% |
4.11% |
94,608 |
10.40 |
5 |
-0.2201% |
997.2 |
| Floater |
4.55% |
-14.84% |
61,183 |
6.44 |
5 |
0.1680% |
1001.6 |
| Op. Retract |
4.75% |
3.56% |
82,776 |
3.00 |
18 |
0.0136% |
992.8 |
| Split-Share |
5.17% |
3.09% |
53,657 |
2.79 |
14 |
-0.0876% |
998.8 |
| Interest Bearing |
6.87% |
5.20% |
67,363 |
2.22 |
7 |
+0.3095% |
1,008.05 |
| Perpetual |
5.21% |
4.72% |
158,778 |
6.73 |
53 |
0.0170% |
1,001.9 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| CGI.PR.C |
SplitShare |
-1.53% |
Very light volume, all at closing offer – wide spread |
| NA.PR.K |
Perpetual |
+1.70% |
|
| ACO.PR.C |
OpRet |
+1.07% |
Very light volume and small bid at close |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.C |
Perpetual |
237,550 |
Almost all crossed by Nesbitt @26.70. This issue will be redeemable in a year at $26.00 and have a YTW of only 3.26%. |
| WFS.PR.A |
SplitShare |
30.700 |
|
| WN.PR.A |
Perpetual |
15,980 |
YTW of 5.06% |
This entry was posted on Wednesday, July 19th, 2006 at 9:09 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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Great post, Mr. Hymas!