| 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 | 4.22% | 4.24% | 36,183 | 16.98 | 1 | -0.0405% | 1,019.9 |
| Fixed-Floater | 4.81% | 3.89% | 100,950 | 10.63 | 7 | -0.1006% | 1,028.9 |
| Floater | 4.49% | -18.73% | 63,688 | 3.47 | 5 | +0.2245% | 1,037.2 |
| Op. Retract | 4.64% | +0.63% | 81,563 | 2.20 | 17 | -0.0691% | 1,032.0 |
| Split-Share | 5.14% | 2.48% | 139,550 | 2.71 | 8 | -0.0321% | 1,038.4 |
| Interest Bearing | 6.95% | 5.00% | 76,607 | 2.33 | 7 | +0.1522% | 1,025.5 |
| Perpetual-Premium | 5.01% | 3.49% | 294,576 | 4.31 | 52 | +0.0504% | 1,051.7 |
| Perpetual-Discount | 4.56% | 4.56% | 941,546 | 13.14 | 6 | +0.0274% | 1,053.0 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with major price moves today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BCE.PR.T | Scraps | 425,300 | Scotia crossed 425,000 at $25.40 in Cash trade. About time someone traded this recent conversion in size! |
| RY.PR.D | PerpetualPremium | 249,115 | New Issue. Pre-tax bid-YTW of 4.47% based on a bid of $25.10 and a call at $25.00 on 2016-3-25 |
| WN.PR.C | PerpetualPremium | 160,500 | Global crossed 80,000 for cash at 27.08, then 80,000 regular settlement at 26.75. Went ex-dividend today for $0.325. Pre-tax bid-YTW now 4.20% based on a bid of 26.60 and a call 2014-7-31 at $25.00 (but 2013-7-31 at 25.25 gives the same yield … and 2012-7-31 at 25.50 outputs 4.21%, so take your pick). |
| CM.PR.I | PerpetualPremium | 102,755 | Recent new issue. Pre-tax bid-YTW of 4.61% based on a bid of 25.31 and a call on 2016-3-1 at 25.00 |
| GWO.PR.F | PerpetualPremium | 101,070 | Scotia crossed 68,400 at 27.91, then another 31,600 at the same price. Now with a pre-tax bid-YTW of 1.53% based on a bid of 27.93 and a call 2008-10-30 at $26.00. Pays $1.475, so an early call seems likely even given the declining premium, but somebody obviously disagrees and is betting on 2012-10-30 at $25.00 to yield 3.64% … which is still no great shakes, according to me! |
There were thirty other index-included issues with over 10,000 shares traded today.