A solid up-day on light volume. Only one more day and this horrible month is over!
| 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 | N/A | N/A | N/A | N/A | 0 | N/A | N/A |
| Fixed-Floater | 4.70% | 4.37% | 65,846 | 16.47 | 6 | -0.0290% | 1,088.8 |
| Floater | 4.17% | 4.20% | 56,506 | 17.01 | 3 | -1.0433% | 886.0 |
| Op. Retract | 5.00% | 4.30% | 126,275 | 2.94 | 17 | +0.1332% | 1,041.0 |
| Split-Share | 5.37% | 6.10% | 60,107 | 4.49 | 14 | +0.0630% | 1,031.7 |
| Interest Bearing | 6.14% | 5.98% | 40,136 | 3.67 | 3 | +0.0337% | 1,121.1 |
| Perpetual-Premium | 6.08% | 6.04% | 68,918 | 10.73 | 4 | +0.6589% | 991.3 |
| Perpetual-Discount | 6.28% | 6.33% | 223,632 | 13.45 | 67 | +0.1850% | 846.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -3.6364% | |
| ELF.PR.F | PerpetualDiscount | -1.7232% | Now with a pre-tax bid-YTW of 7.12% based on a bid of 18.82 and a limitMaturity. |
| W.PR.H | PerpetualDiscount | -1.6268% | Now with a pre-tax bid-YTW of 6.76% based on a bid of 20.56 and a limitMaturity. |
| BMO.PR.L | PerpetualDiscount | -1.2600% | Now with a pre-tax bid-YTW of 6.36% based on a bid of 23.51 and a limitMaturity. |
| NA.PR.M | PerpetualDiscount | -1.0204% | Now with a pre-tax bid-YTW of 6.20% based on a bid of 24.25 and a limitMaturity. |
| POW.PR.C | PerpetualDiscount | +1.1186% | Now with a pre-tax bid-YTW of 6.48% based on a bid of 22.60 and a limitMaturity. |
| GWO.PR.G | PerpetualDiscount | +1.3018% | Now with a pre-tax bid-YTW of 6.27% based on a bid of 21.01 and a limitMaturity. |
| POW.PR.B | PerpetualDiscount | +1.4138% | Now with a pre-tax bid-YTW of 6.28% based on a bid of 21.52 and a limitMaturity. |
| CU.PR.A | PerpetualPremium (for now!) | +1.6807% | Now with a pre-tax bid-YTW of 6.09% based on a bid of 24.20 and a limitMaturity. |
| ELF.PR.G | PerpetualDiscount | +1.6898% | Now with a pre-tax bid-YTW of 7.13% based on a bid of 16.85 and a limitMaturity. |
| GWO.PR.H | PerpetualDiscount | +1.8274% | Now with a pre-tax bid-YTW of 6.13% based on a bid of 20.06 and a limitMaturity. |
| CM.PR.E | PerpetualDiscount | +2.5540% | Now with a pre-tax bid-YTW of 6.76% based on a bid of 20.88 and a limitMaturity. |
| HSB.PR.C | PerpetualDiscount | +2.8557% | Now with a pre-tax bid-YTW of 6.53% based on a bid of 19.81 and a limitMaturity. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| TD.PR.O | PerpetualDiscount | 268,825 | CIBC crossed 98,000 at 20.77, National Bank crossed 110,000 at 20.71, then anonymous crossed (assuming it was the same anonymous) 40,000 at 20.71. Now with a pre-tax bid-YTW of 5.90% based on a bid of 20.70 and a limitMaturity. |
| MFC.PR.A | OpRet | 200,040 | Desjardins crossed 200,000 at 25.34. Now with a pre-tax bid-YTW of 3.98% based on a bid of 25.34 and a softMaturity 2015-12-18 at 25.00. |
| SLF.PR.C | PerpetualDiscount | 137,000 | CIBC crossed 120,000 at 17.84. Now with a pre-tax bid-YTW of 6.42% based on a bid of 17.57 and a limitMaturity. |
| BCE.PR.Y | FixFloat | 103,750 | Nesbitt crossed 100,000 at 24.47. |
| BNS.PR.L | PerpetualDiscount | 80,800 | National crossed 75,000 at 18.30. Now with a pre-tax bid-YTW of 6.18% based on a bid of 18.34 and a limitMaturity. |
There were eleven other index-included $25-pv-equivalent issues trading over 10,000 shares today.