| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.21% |
4.22% |
93,792 |
17.01 |
2 |
-0.3969% |
994.1 |
| Fixed-Floater |
5.23% |
3.92% |
101,384 |
7.48 |
5 |
0.3426% |
1,003.3 |
| Floater |
4.55% |
-13.57% |
59,955 |
6.44 |
5 |
0.0163% |
1,001.8 |
| Op. Retract |
4.74% |
3.35% |
79,575 |
2.94 |
18 |
0.0154% |
995.5 |
| Split-Share |
5.18% |
4.17% |
48,195 |
3.02 |
14 |
-0.2103% |
998.3 |
| Interest Bearing |
6.85% |
5.05% |
66,536 |
2.20 |
7 |
0.1540% |
1,011.2 |
| Perpetual |
5.19% |
4.50% |
191,523 |
6.93 |
54 |
0.0509% |
1,004.9 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| DFN.PR.A |
SplitShares |
-1.66% |
9,500 shares traded |
| BCE.PR.A |
FixedFloater |
+1.34% |
2,900 shares trade. It went ex-dividend today … did someone forget? |
| MST.PR.A |
SplitShares |
1.55% |
6,088 shares traded. Gapped from 10.30-40 to 10.46-50 |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| SLF.PR.C |
Perpetual |
135,540 |
70,000 share internal cross by BMO @24.15; BMO bought 61,600 shares from Dundee at 24.15 in seven trades in last few minutes of session. |
| HSB.PR.D |
Perpetual |
126,750 |
BMO internal cross of 125,000 shares @26.00 |
| BNS.PR.K |
Perpetual |
110,040 |
BMO crossed 100,000 shares @25.20 |
| TD.PR.O |
Perpetual |
105,900 |
BMO crossed 100,000 @25.20 |
| PWF.PR.A |
Floater |
103,625 |
BMO crossed 100,000 @25.30 |
There were 15 issues with volume in excess of 10,000 shares.
This entry was posted on Thursday, July 27th, 2006 at 9:37 pm and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
You can leave a response, or trackback from your own site.