Nothing happened today.
| 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 |
4.60% |
4.38% |
58,290 |
16.41 |
7 |
-0.0690% |
1,113.9 |
| Floater |
4.04% |
4.08% |
43,153 |
17.19 |
3 |
+0.5729% |
914.9 |
| Op. Retract |
4.97% |
3.85% |
111,108 |
2.55 |
17 |
-0.0146% |
1,054.7 |
| Split-Share |
5.35% |
5.85% |
55,144 |
4.36 |
14 |
+0.2384% |
1,042.9 |
| Interest Bearing |
6.25% |
6.62% |
45,613 |
5.26 |
2 |
0.0000% |
1,129.2 |
| Perpetual-Premium |
6.16% |
5.41% |
64,674 |
2.25 |
1 |
+1.1415% |
1,007.3 |
| Perpetual-Discount |
6.07% |
6.12% |
192,859 |
13.55 |
70 |
+0.0969% |
878.0 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| ELF.PR.F |
PerpetualDiscount |
-3.2080% |
Now with a pre-tax bid-YTW of 6.98% based on a bid of 19.31 and a limitMaturity. |
| CIU.PR.A |
PerpetualDiscount |
-1.5544% |
Now with a pre-tax bid-YTW of 6.09% based on a bid of 19.00 and a limitMaturity. |
| ELF.PR.G |
PerpetualDiscount |
-1.3098% |
Now with a pre-tax bid-YTW of 6.97% based on a bid of 17.33 and a limitMaturity. |
| IGM.PR.A |
OpRet |
-1.1342% |
Now with a pre-tax bid-YTW of 4.34% based on a bid of 26.15 and a call 2010-7-30 at 25.67. |
| TCA.PR.X |
PerpetualDiscount |
-1.0052% |
Now with a pre-tax bid-YTW of 5.94% based on a bid of 47.27 and a limitMaturity. |
| BAM.PR.N |
PerpetualDiscount |
+1.0766% |
Now with a pre-tax bid-YTW of 7.18% based on a bid of 16.90 and a limitMaturity. |
| CM.PR.G |
PerpetualDiscount |
+1.0821% |
Now with a pre-tax bid-YTW of 6.67% based on a bid of 20.55 and a limitMaturity. |
| CL.PR.B |
PerpetualDiscount |
+1.1415% |
Now with a pre-tax bid-YTW of 5.41% based on a bid of 25.36 and a call 2011-1-30 at 25.00. |
| MFC.PR.C |
PerpetualDiscount |
+1.1423% |
Now with a pre-tax bid-YTW of 5.79% based on a bid of 19.48 and a limitMaturity. |
| GWO.PR.F |
PerpetualDiscount |
+1.3124% |
Now with a pre-tax bid-YTW of 5.79% based on a bid of 25.01 and a call 2012-10-30 at 25.00. |
| BAM.PR.B |
Floater |
+1.3506% |
|
| POW.PR.C |
PerpetualDiscount |
+1.3942% |
Now with a pre-tax bid-YTW of 6.13% based on a bid of 24.00 and a limitMaturity. |
| FBS.PR.B |
SplitShare |
+1.7672% |
Asset coverage of just under 1.5:1 as of August 21, according to TD Securities. Now with a pre-tax bid-YTW of 5.41% based on a bid of 9.79 and a hardMaturity 2011-12-15 at 10.00. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.D |
PerpetualDiscount |
180,900 |
TD crossed 16,300 at 18.60 and 100,000 at 18.70. Now with a pre-tax bid-YTW of 6.08% based on a bid of 18.66 and a limitMaturity. |
| RY.PR.C |
PerpetualDiscount |
96,392 |
National bought 10,000 from Scotia at 19.00; so did “anonymous”. RBC crossed 30,000 at 19.15. Now with a pre-tax bid-YTW of 6.04% based on a bid of 19.19 and a limitMaturity. |
| PWF.PR.K |
PerpetualDiscount |
65,600 |
RBC crossed 28,800 at 20.50, then another 20,000 at the same price. Now with a pre-tax bid-YTW of 6.12% based on a bid of 20.50 and a limitMaturity. |
| TD.PR.Q |
PerpetualDiscount |
57,275 |
Anonymous – possibly a different one every time – bought three blocks of 10,000 each from TD at 24.75. Now with a pre-tax bid-YTW of 5.71% based on a bid of 24.76 and a limitMaturity. |
| RY.PR.B |
PerpetualDiscount |
44,020 |
TD crossed 10,100 at 19.40. Now with a pre-tax bid-YTW of 6.11% based on a bid of 19.40 and a limitMaturity. |
There were thirty-two other index-included $25-pv-equivalent issues trading over 10,000 shares today.
This entry was posted on Thursday, August 28th, 2008 at 7:12 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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