| 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 |
4.01% |
4.03% |
27,427 |
17.38 |
1 |
+0.2405% |
1,036.2 |
| Fixed-Floater |
4.74% |
3.03% |
73,250 |
8.20 |
7 |
+0.2887% |
1,049.8 |
| Floater |
4.54% |
-23.4% |
61,674 |
4.16 |
4 |
+0.1669% |
1,048.6 |
| Op. Retract |
4.68% |
2.20% |
80,508 |
2.00 |
17 |
-0.0086% |
1,031.1 |
| Split-Share |
5.05% |
0.06% |
377,084 |
2.83 |
11 |
-0.0259% |
1,045.5 |
| Interest Bearing |
6.70% |
5.94% |
72,374 |
4.49 |
6 |
+0.0493% |
1,035.5 |
| Perpetual-Premium |
5.01% |
3.79% |
266,212 |
5.54 |
56 |
-0.0649% |
1,051.8 |
| Perpetual-Discount |
4.50% |
4.52% |
1,453,490 |
16.34 |
5 |
-0.1763% |
1,055.4 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BC.PR.C |
FixedFloater |
+1.9335% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BNS.PR.L |
PerpetualPremium |
229,110 |
Recent new issue. Now with a pre-tax bid-YTW of 4.49% based on a bid of $25.05 and a call 2016-5-27 at $25.00. |
| RY.PR.E |
PerpetualDiscount |
116,736 |
Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.99 and a limitMaturity. |
| GWO.PR.X |
OpRet |
79,013 |
RBC crossed 75,000 at $27.65. Now with a pre-tax bid-YTW of 2.42% based on a bid of $27.61 and a call 2009-10-30 at $26.00. I had my rant about this yesterday and even updated my evidence, so I’ll give it a rest for now. |
| GWO.PR.H |
PerpetualPremium |
59,800 |
Now with a pre-tax bid-YTW of 4.44% based on a bid of $25.80 and a call 2014-10-30 at $25.00. |
| BMO.PR.J |
PerpetualDiscount |
58,190 |
Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.99 and a limitMaturity. |
There were fourteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
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