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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