| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.16% |
4.17% |
100,269 |
17.09 |
2 |
+0.0802% |
997.8 |
| Fixed-Floater |
5.19% |
4.16% |
100,032 |
13.50 |
5 |
0.2057% |
999.8 |
| Floater |
4.54% |
-15.19% |
61,553 |
6.45 |
5 |
0.0407% |
1,004.4 |
| Op. Retract |
4.74% |
3.35% |
80,532 |
2.98 |
18 |
0.1594% |
995.0 |
| Split-Share |
5.17% |
4.18% |
48,741 |
3.03 |
14 |
-0.0569% |
999.4 |
| Interest Bearing |
6.85% |
5.02% |
66,919 |
2.21 |
7 |
0.2830% |
1,011.1 |
| Perpetual |
5.19% |
4.57% |
194,134 |
7.01 |
54 |
0.1012% |
1,003.4 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BNA.PR.B |
SplitShare |
-1.00% |
1,600 shares traded |
| WN.PR.B |
OpRet |
+1.50% |
2,741 shares traded … YTW is now only 3.29% |
| HSB.PR.D |
Perpetual |
+1.17% |
5,600 shares traded – RBC bought all day. A retail broker getting excited, maybe? |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| MFC.PR.C |
Perpetual |
263,565 |
Gained 0.25% on day |
| BC.PR.C |
Fixed Floater |
167,749 |
Gained 0.32% on day |
| CM.PR.C |
Perpetual |
114,690 |
BMO bought 10,000 from Scotia @26.91, then crossed 68,550 @27.00 on delayed delivery. The YTW at the closing bid of 26.91 is only 2.50% pretax. |
There were 20 issues with volume in excess of 10,000 shares.
This entry was posted on Tuesday, July 25th, 2006 at 10:48 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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