| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Mean Current Yield (at bid) |
Mean YTW |
Mean Average Trading Value |
Mean Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.18% |
4.13% |
32,302 |
10.53 |
2 |
+0.1607% |
1,018.5 |
| Fixed-Floater |
4.82% |
3.92% |
124,432 |
14.71 |
7 |
-0.2968% |
1,026.5 |
| Floater |
4.49% |
-21.99% |
66,172 |
6.52 |
5 |
+0.1663% |
1,030.9 |
| Op. Retract |
4.66% |
1.19% |
81,252 |
2.27 |
18 |
+0.0646% |
1,027.3 |
| Split-Share |
5.00% |
3.49% |
162,026 |
3.33 |
9 |
+0.0469% |
1,028.0 |
| Interest Bearing |
6.94% |
5.58% |
63,579 |
2.37 |
7 |
+0.0142% |
1,015.5 |
| Perpetual-Premium |
5.07% |
4.01% |
225,367 |
4.18 |
49 |
0.0112% |
1,043.2 |
| Perpetual-Discount |
4.59% |
4.62% |
820,841 |
14.96 |
8 |
+0.0406% |
1,038.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with absolute returns greater than 1% on the day. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.I |
PerpetualDiscount |
288,892 |
Today was the first day of trading. |
| IAG.PR.A |
PerpetualDiscount |
202,150 |
Scotia crossed 100,000 at 25.00, so that was half of it! Yield-to-Worst of 4.65% based on never being called – bid price at the close was 24.96. It pays $1.15 and is priced a little higher than the new CM.PR.I, which pay a little bit more and are a better credit. So go figure. |
| IGM.PR.A |
OpRet |
143,327 |
Pre-tax YTW at the closing bid of $28.24 is 2.50%, based on a call 2009-7-30 at $26.00. |
| CM.PR.B |
PerpetualPremium |
60,120 |
Has been called for redemption. |
| SLF.PR.B |
PerpetualPremium |
45,220 |
Pre-tax YTW of 4.38%, based on a closing bid of $25.90 and a call 2014-10-30 at $25.00. |
There were seventeen other index-included issues trading over 10,000 shares today.
This entry was posted on Thursday, November 16th, 2006 at 12:14 am and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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