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 |
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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 |
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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 |
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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.