| 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% |
4.06% |
41,662 |
10.58 |
2 |
-0.6366% |
1,012.7 |
| Fixed-Floater |
4.83% |
3.98% |
140,659 |
12.97 |
7 |
-0.3718% |
1,023.3 |
| Floater |
4.52% |
-15.65% |
73,056 |
6.50 |
5 |
-0.1186% |
1,021.7 |
| Op. Retract |
4.68% |
1.75% |
86,760 |
2.30 |
17 |
0.1302% |
1,022.7 |
| Split-Share |
5.03% |
3.65% |
186,268 |
3.36 |
9 |
0.0467% |
1,022.9 |
| Interest Bearing |
6.89% |
4.30% |
57,813 |
2.43 |
7 |
-0.1999% |
1,022.2 |
| Perpetual-Premium |
5.08% |
4.04% |
252,736 |
4.27 |
49 |
0.0001% |
1,039.5 |
| Perpetual-Discount |
4.59% |
5.62% |
610,937 |
16.17 |
7 |
0.2497% |
1,035.2 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| FCN.PR.A |
InterestBearing |
-1.8719% |
Income Trusts ultimately back up this one, on a miserable day for income trusts! On June 30, 2006, the fund had $152-million in assets to cover $68-million in prefs. Applying an the prospectus, distributions cannot be made to the Capital Unit holders unless coverage exceeds 1.4:1, so it seems reasonable still. But panic panic panic on the TSX! |
| ENB.PR.A |
PerpetualPremium |
-1.8655% |
|
| BCE.PR.S |
RatchetRate |
-1.2490% |
Closed at $24.51-86. Looks like the market feels the offer at $25.60 won’t be happening! |
| BC.PR.C |
FixedFloater |
-1.1978% |
Closed at $25.57-77. Looks like the market feels the offer at $26.25 won’t be happening! |
| MST.PR.A |
InterestBearing |
+1.0476% |
With a name like “Multi-Select Trust” it went up? It gets it come-uppance tomorrow! |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.C |
PerpetualPremium |
239,875 |
New Issue |
| SLF.PR.D |
PerpetualDiscount |
86,890 |
Clearance Sale continues! |
| BSD.PR.A |
InterestBearing |
85,791 |
Backed by Income Trusts! |
| WN.PR.E |
PerpetualDiscount |
70,532 |
|
| GWO.PR.X |
OpRet |
52,453 |
|
There were ten other index-included issues trading over 10,000 shares today.
This entry was posted on Monday, November 6th, 2006 at 9:40 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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