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.
This entry was posted on Wednesday, July 30th, 2008 at 7:22 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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