| 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 |
4.06% |
4.08% |
24,910 |
17.30 |
1 |
-0.0804% |
1,029.6 |
| Fixed-Floater |
4.76% |
3.18% |
75,254 |
10.73 |
7 |
-0.2642% |
1,045.4 |
| Floater |
4.56% |
-23.76% |
63,524 |
8.23 |
4 |
+0.0688% |
1,043.8 |
| Op. Retract |
4.68% |
2.09% |
78,173 |
2.01 |
17 |
-0.0479% |
1,031.4 |
| Split-Share |
5.05% |
0.37% |
393,412 |
2.84 |
11 |
+0.1033% |
1,045.4 |
| Interest Bearing |
6.70% |
5.50% |
74,192 |
2.63 |
6 |
-0.1111% |
1,035.4 |
| Perpetual-Premium |
5.02% |
3.65% |
230,544 |
5.37 |
55 |
-0.0461% |
1,051.8 |
| Perpetual-Discount |
4.50% |
4.53% |
1,482,997 |
16.36 |
5 |
-0.0077% |
1,055.3 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major price moves today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.E |
PerpetualDiscount |
313,249 |
New issue settled today. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.90 and a limitMaturity |
| PIC.PR.A |
SplitShare |
77,623 |
It’s not often a seasoned splitShare makes it to the volume list! Desjardins bought 15,000 from RBC at $16.15, then crossed 60,000 at the same price. Now with a pre-tax bid-YTW of 3.63% based on a bid of $16.10 and a hardMaturity 2010-11-01 at $15.00. That’s an interest-equivalent for high-bracket Ontarians of 5.08% … not bad for a less than three year term! |
| BMO.PR.J |
PerpetualDiscount |
29,375 |
Recent new issue. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.93 and a limitMaturity. |
| PWF.PR.K |
PerpetualPremium |
20,500 |
RBC bought a total of 14,600 from Scotia in four tranches [2,000 at $26.15, the rest at $26.10] and 1,300 in two other trades at $26.05. Now with a pre-tax bid-YTW of 4.32% based on a bid of $26.05 and a call 2014-11-30 at $25.00. |
| LBS.PR.A |
SplitShare |
48,720 |
Now with a pre-tax bid-YTW of 3.93%, based on a bid of $10.81 and a hardMaturity 2013-11-29 at $10.00. Interest equivalent for rich people in Ontario of 5.50% … not bad for investment-grade 7-year paper! |
There were ten other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Friday, January 19th, 2007 at 10:57 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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