| 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 |
4.23% |
4.24% |
36,419 |
16.97 |
1 |
+0.0000% |
1,020.3 |
| Fixed-Floater |
4.81% |
3.83% |
102,144 |
8.37 |
7 |
-0.1061% |
1,030.0 |
| Floater |
4.48% |
-17.73% |
63,425 |
6.60 |
5 |
-0.2710% |
1,034.9 |
| Op. Retract |
4.63% |
+0.08% |
82,309 |
2.20 |
17 |
-0.0319% |
1,032.8 |
| Split-Share |
5.12% |
2.98% |
139,602 |
2.70 |
8 |
-0.0579% |
1,038.7 |
| Interest Bearing |
6.90% |
5.43% |
76,350 |
3.84 |
7 |
-0.1846% |
1,023.9 |
| Perpetual-Premium |
5.01% |
3.54% |
249,455 |
4.41 |
51 |
+0.0680% |
1,051.1 |
| Perpetual-Discount |
4.56% |
4.56% |
951,558 |
13.14 |
6 |
+0.2833% |
1,052.7 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| AL.PR.E |
Floater |
-1.3884% |
Any dreams I ever had of attempting to understand this issue, with its bizarre dividend calculation methodology, have long since vanished. It pays 100% of Prime, is priced at 26.28, and has been callable at $25.00 for 13 years. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.I |
PerpetualPremium |
184,344 |
Recent new issue, pre-tax bid-YTW now 4.63% based on a bid of $25.27 and a call at $25.00 2016-3-1. |
| BAM.PR.M |
PerpetualDiscount |
158,700 |
Recent new issue, pre-tax bid-YTW now 4.77% based on a bid of 25.06 and a limitMaturity. |
| TOC.PR.B |
Floater |
140,350 |
Scotia crossed 139,500 at $25.90. |
| RY.PR.A |
PerpetualDiscount |
29,500 |
Now with a pre-tax bid-YTW of 4.45% based on a bid of $25.10 and a call 2015-6-23 at $25.00 |
| BAM.PR.B |
Floater |
28,427 |
National Bank crossed 25,000 at $24.90 |
There were nineteen other index-included issues with over 10,000 shares traded today.
This entry was posted on Tuesday, December 12th, 2006 at 11:36 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.