| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.24% |
4.25% |
91,756 |
16.95 |
2 |
-0.3005% |
994.9 |
| Fixed-Floater |
5.23% |
4.10% |
98,940 |
8.30 |
5 |
-0.2289% |
1,002.5 |
| Floater |
4.54% |
-15.03% |
58,437 |
6.43 |
5 |
0.0000% |
1,003.4 |
| Op. Retract |
4.74% |
3.05% |
78,683 |
2.75 |
18 |
0.0333% |
996.0 |
| Split-Share |
5.17% |
4.00% |
47,359 |
2.77 |
14 |
0.1627% |
1,001.8 |
| Interest Bearing |
6.86% |
5.26% |
65,738 |
2.19 |
7 |
0.0429% |
1,009.8 |
| Perpetual-Premium |
5.31% |
4.39% |
123,668 |
3.86 |
40 |
0.0121% |
1,006.0 |
| Perpetual-Discount |
4.77% |
4.81% |
383,145 |
15.15 |
14 |
-0.0314% |
1,005.5 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| ACO.PR.A |
OpRet |
+1.28% |
13,777 shares traded |
| DFN.PR.A |
SplitShare |
+1.25% |
7,165 shares traded |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| HSB.PR.D |
PerpetualPremium |
53,000 |
|
| SLF.PR.C |
PerpetualDiscount |
45,100 |
|
| WN.PR.E |
PerpetualDiscount |
24,270 |
|
| BNS.PR.K |
PerpetualPremium |
17,825 |
|
| GWO.PR.X |
OpRet |
15,192 |
|
There were seven other index-included issues with volume in excess of 10,000 shares.
This entry was posted on Tuesday, August 1st, 2006 at 7:12 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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