| 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 |
4.17% |
4.20% |
32,732 |
17.06 |
1 |
+0.3235% |
1,024.4 |
| Fixed-Floater |
4.78% |
3.76% |
101,817 |
8.37 |
7 |
+0.1236% |
1,035.0 |
| Floater |
4.48% |
-22.00% |
63,265 |
3.48 |
5 |
-0.3826% |
1,041.5 |
| Op. Retract |
4.64% |
0.78% |
82,577 |
2.19 |
17 |
-0.0512% |
1,031.8 |
| Split-Share |
5.06% |
2.12% |
248,989 |
2.52 |
9 |
-0.1149% |
1,042.6 |
| Interest Bearing |
6.96% |
5.80% |
80,991 |
1.86 |
7 |
-0.0968% |
1,026.8 |
| Perpetual-Premium |
4.99% |
3.61% |
291,270 |
4.18 |
52 |
+0.1171% |
1,054.8 |
| Perpetual-Discount |
4.52% |
4.49% |
916,896 |
11.75 |
6 |
+0.0807% |
1,060.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| ENB.PR.D |
InterestBearing |
-1.1811% |
Called yesterday. I guess it was a surprise to some people! |
| PWF.PR.L |
PerpetualPremium |
+1.1240% |
Now with a pre-tax bid-YTW of 4.14% based on a bid of 26.99 and a call at $25.00, 2015-11-30. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| FBS.PR.B |
SplitShare |
288,977 |
Recent New Issue. Now with a pre-tax bid-YTW of 1.23% based on a bid of $10.38 and a call at $10.00 2008-1-14. |
| BC.PR.C |
FixedFloater |
59,073 |
Nesbitt crossed 23,000 at $25.80. |
| CM.PR.I |
PerpetualPremium |
55,140 |
New Issue November 15, continues to trade heavily. Now with a pre-tax bid-YTW of 4.52% based on a bid of $25.50 and a call 2016-3-1 at 4.52% |
| CM.PR.B |
PerpetualPremium |
48,026 |
Basically a money market instrument, since it is being called Jan. 31. |
| RY.PR.D |
PerpetualPremium |
45,045 |
Recent New Issue, now with a pre-tax bid-YTW of 4.41% based on a bid of $25.22 and a call 2016-3-25 at $25.00 |
There were seventeen other index-included issues with over 10,000 shares traded today.
This entry was posted on Tuesday, December 19th, 2006 at 11:02 pm and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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