| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version. In this version, index values are based at 1,000.0 on 2006-6-30 |
| Index |
Mean Current Yield (at bid) |
Mean YTW |
Mean Average Trading Value |
Mean Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.09% |
4.10% |
26,170 |
17.25 |
1 |
-0.0403% |
1,028.4 |
| Fixed-Floater |
4.78% |
3.44% |
82,080 |
10.14 |
7 |
-0.0436% |
1,040.3 |
| Floater |
4.57% |
-22.41% |
65,513 |
8.23 |
4 |
-0.0784% |
1,041.3 |
| Op. Retract |
4.67% |
2.02% |
82,205 |
2.04 |
17 |
-0.0932% |
1,032.3 |
| Split-Share |
5.06% |
1.07% |
403,351 |
2.86 |
11 |
-0.1108% |
1,043.4 |
| Interest Bearing |
6.69% |
5.49% |
74,638 |
2.66 |
6 |
+0.1522% |
1,036.7 |
| Perpetual-Premium |
5.02% |
3.77% |
252,058 |
4.91 |
55 |
-0.0934% |
1,052.5 |
| Perpetual-Discount |
4.51% |
4.51% |
792,398 |
16.35 |
3 |
+0.0673% |
1,055.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major price changes today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| GWO.PR.I |
PerpetualDiscount |
313,859 |
Nesbitt crossed 100,000 at $24.90. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.87 and a limitMaturity |
| AL.PR.F |
Floater |
172,800 |
Global crossed 86,000 at $25.77 for cash, then 86,000 at 25.48 for regular settlement. The issue went exDividend today for $0.28125. |
| BAM.PR.K |
Floater |
100,700 |
Scotia crossed 100,000 at 24.70. |
| PWF.PR.J |
OpRet |
80,932 |
Desjardins crossed 80,000 at 26.86. Now with a pre-tax bid-YTW of 2.23% based on a bid of $26.75 and a call 2008-5-30 at $26.00. Obviously, there are some willing to bet that it will last until its softMaturity 2013-7-30 at $25.0. Pays only 1.175, with a 0.25 annual decline in redemption premium, so they might be right. Maybe. |
| BNA.PR.C |
SplitShare |
72,300 |
Recent new issue. Now with a pre-tax bid-YTW of 4.47%, based on a bid of $24.76 and a hardMaturity 2019-1-10 at $25.00. That’s basically even with the recent perpetual issues! |
There were nine other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Thursday, January 11th, 2007 at 11:53 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.