Another solid up-day, on very light volume.
| 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 |
4.69% |
4.40% |
57,963 |
16.42 |
7 |
-0.0524% |
1,089.7 |
| Floater |
4.13% |
4.16% |
55,144 |
17.07 |
3 |
+0.9100% |
893.7 |
| Op. Retract |
5.00% |
4.30% |
128,117 |
2.88 |
17 |
+0.1849% |
1,041.4 |
| Split-Share |
5.36% |
6.08% |
58,764 |
4.48 |
14 |
-0.1569% |
1,032.4 |
| Interest Bearing |
6.31% |
5.86% |
5.28 |
2 |
-1.0110% |
1,109.4 |
| Perpetual-Premium |
6.19% |
6.08% |
73,760 |
2.28 |
1 |
-0.6294% |
988.1 |
| Perpetual-Discount |
6.25% |
6.30% |
209,765 |
13.50 |
67 |
+0.1854% |
849.5 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BSD.PR.A |
InterestBearing |
-1.9792% |
Asset coverage of just under 1.6:1 as of July 25 according to Brookfield Funds. Now with a pre-tax bid-YTW of 7.34% (mostly as interest) based on a bid of 9.41 and a hardMaturity 2015-3-31 at 10.00. |
| CM.PR.P |
PerpetualDiscount |
-1.1471% |
Now with a pre-tax bid-YTW of 7.00% based on a bid of 19.82 and a limitMaturity. |
| CU.PR.A |
PerpetualDiscount |
+1.0649% |
Now with a pre-tax bid-YTW of 5.90% based on a bid of 24.55 and a limitMaturity. |
| BAM.PR.I |
OpRet |
+1.0842% |
Now with a pre-tax bid-YTW of 6.32% based on a bid of 24.24 and a softMaturity 2013-12-30 at 25.00. Compare with BAM.PR.H (6.44% to 2012-3-30), BAM.PR.J (7.10% to 2018-3-30) and BAM.PR.O (7.13% to 2013-6-30). |
| CU.PR.B |
PerpetualDiscount |
+1.1427% |
Now with a pre-tax bid-YTW of 6.03% based on a bid of 24.85 and a limitMaturity. |
| GWO.PR.I |
PerpetualDiscount |
+1.2002% |
Now with a pre-tax bid-YTW of 6.15% based on a bid of 18.55 and a limitMaturity. |
| BNS.PR.J |
PerpetualDiscount |
+1.2173% |
Now with a pre-tax bid-YTW of 5.86% based on a bid of 22.45 and a limitMaturity. |
| ELF.PR.F |
PerpetualDiscount |
+1.3158% |
Now with a pre-tax bid-YTW of 6.96% based on a bid of 19.25 and a limitMaturity. |
| ELF.PR.G |
PerpetualDiscount |
+1.8574% |
Now with a pre-tax bid-YTW of 7.07% based on a bid of 17.00 and a limitMaturity. |
| BAM.PR.B |
Floater |
+2.1622% |
|
| IAG.PR.A |
PerpetualDiscount |
+2.5727% |
Now with a pre-tax bid-YTW of 6.36% based on a bid of 18.34 and a limitMaturity. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| GWO.PR.I |
PerpetualDiscount |
89,220 |
CIBC crossed 86,000 at 18.53. Now with a pre-tax bid-YTW of 6.15% based on a bid of 18.55 and a limitMaturity. |
| MFC.PR.C |
PerpetualDiscount |
66,050 |
CIBC crossed 63,000 at 19.40. Now with a pre-tax bid-YTW of 5.93% based on a bid of 19.28 and a limitMaturity. |
| BAM.PR.O |
OpRet |
65,688 |
Scotia crossed 42,500 at 22.75. See above. |
| RY.PR.A |
PerpetualDiscount |
38,200 |
CIBC crossed 35,000 at 18.33. Now with a pre-tax bid-YTW of 6.15% based on a bid of 18.16 and a limitMaturity. |
| RY.PR.W |
PerpetualDiscount |
33,580 |
National crossed 20,000 at 19.60. Now with a pre-tax bid-YTW of 6.27% based on a bid of 19.61 and a limitMaturity. |
There were five other index-included $25-pv-equivalent issues trading over 10,000 shares today.
This entry was posted on Tuesday, August 5th, 2008 at 2:18 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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