| 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 | 4.25% | 4.26% | 39,194 | 16.93 | 1 | +0.0000% | 1,019.9 |
| Fixed-Floater | 4.81% | 3.80% | 105,620 | 8.36 | 7 | -0.0431% | 1,028.5 |
| Floater | 4.47% | -20.50% | 62,785 | 6.58 | 5 | -0.0626% | 1,037.8 |
| Op. Retract | 4.63% | -0.64% | 82,027 | 2.21 | 17 | -0.1594% | 1,031.8 |
| Split-Share | 5.11% | 2.97% | 149,083 | 2.72 | 8 | -0.0824% | 1,039.3 |
| Interest Bearing | 6.87% | 5.05% | 75,820 | 1.88 | 7 | +0.2230% | 1,028.8 |
| Perpetual-Premium | 5.01% | 3.44% | 259,007 | 4.20 | 51 | +0.0544% | 1,050.8 |
| Perpetual-Discount | 4.58% | 4.59% | 978,707 | 16.28 | 6 | -0.0736% | 1,047.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| ELF.PR.F | PerpetualPremium | -1.3843% | Now with a pre-tax bid-YTW of 3.88% based on a bid of 27.07 and a call at 26.00 on 2009-11-16. |
| ACO.PR.A | Retractible | -1.2031% | Still looking expensive at a bid of 27.92 and a pre-tax bid-YTW of 1.92% based on a call 2008-12-31 at 26.00 |
| FCN.PR.A | InterestBearing | +1.1905% | Now with a pre-tax YTW of 4.06% (like T-Bills!) based on a bid of 10.20 and a call 2007-4-30 at 10.00 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BCE.PR.A | FixedFloater | 777,300 | This issue was also one of yesterday’s blocks |
| BCE.PR.R | FixedFloater | 541,810 | This was also a big block trader yesterday |
| PWF.PR.K | PerpetualPremium | 432,730 | Now with a pre-tax bid-YTW of 4.47% based on a bid of 25.96 and a call 2014-11-30 at 25.00 |
| BCE.PR.S | RatchetRate | 427,730 | |
| BC.PR.C | FixedFloater | 410,214 | |
| POW.PR.D | PerpetualPremium | 307,225 | Now with a pre-tax bid-YTW of 4.40% based on a bid of 26.23 and a call 2014-11-30 at 25.00 |
| PWF.PR.L | PerpetualPremium | 307,180 | Now with a pre-tax bid-YTW of 4.38% based on a bid of 26.51 and a call 2015-11-30 at 25.00 |
| GWO.PR.G | PerpetualPremium | 207,140 | Now with a pre-tax bid-YTW of 3.86% based on a bid of 26.81 and a call 2010-1-30 at 26.00 |
| RY.PR.W | PerpetualPremium | 202,507 | Now with a pre-tax bid-YTW of 3.99% based on a bid of 26.50 and a call 2014-3-26 at 25.00 |
| BCE.PR.C | FixedFloater | 103,950 | Also on yesterday’s big block list |
There were thirteen other index-included issues with over 10,000 shares traded today.
Another day of big blocks! Not quite as busy as yesterday, but ’tis enough, ’twill serve.
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