| 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 |
4.02% |
4.04% |
26,599 |
17.36 |
1 |
+0.6036% |
1,035.8 |
| Fixed-Floater |
4.75% |
2.98% |
74,615 |
10.15 |
7 |
+0.1118% |
1,047.6 |
| Floater |
4.56% |
-20.79% |
62,140 |
8.22 |
4 |
-0.0292% |
1,044.7 |
| Op. Retract |
4.68% |
2.24% |
79,726 |
2.01 |
17 |
-0.0402% |
1,030.9 |
| Split-Share |
5.05% |
0.82% |
382,155 |
2.83 |
11 |
+0.0109% |
1,045.3 |
| Interest Bearing |
6.70% |
5.81% |
74,426 |
2.63 |
6 |
+0.0693% |
1,035.5 |
| Perpetual-Premium |
5.02% |
3.78% |
230,211 |
5.40 |
55 |
+0.0156% |
1,051.9 |
| Perpetual-Discount |
4.50% |
4.53% |
1,476,495 |
16.35 |
5 |
+0.0081% |
1,056.2 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| CM.PR.H |
PerpetualPremium |
+1.0160% |
Now with a pre-tax bid-YTW of 4.26%, based on a bid of $25.85 and a call 2014-4-29 at $25.00. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.E |
PerpetualDiscount |
122,710 |
Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.97 and a limitMaturity |
| NA.PR.K |
PerpetualPremium |
106,900 |
Desjardins crossed 99,900 at $27.50 … who was the buyer? The pre-tax bid-YTW on this issue is now 1.61% based on a bid of $27.35 and a call 2008-06-14 at $26.00. It will have yielded 3.86% if it makes it to the 2012-6-14 call at $25.00 … but is the risk all that necessary? Look at the other issues, just on this high-volume summary! The issue pays $1.4625 p.a., with a declining call premium of $0.25 p.a. |
| BMO.PR.J |
PerpetualDiscount |
81,640 |
Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.96 and a limitMaturity. |
| CM.PR.I |
PerpetualPremium |
64,372 |
Now with a pre-tax bid-YTW of 4.53% based on a bid of $25.35 and a call 2016-3-1 at $25.00. |
| GWO.PR.H |
PerpetualPremium |
53,040 |
TD crossed 50,000 at $25.92. Now with a pre-tax bid-YTW of 4.38% based on a bid of $25.90 and call 2014-10-30 at $25.00 |
There were twenty-four other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Tuesday, January 23rd, 2007 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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