| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.57% |
4.53% |
26,925 |
16.76 |
2 |
-0.1002% |
993.9 |
| Fixed-Floater |
4.94% |
4.21% |
305,581 |
6.85 |
6 |
0.00% |
1,002.5 |
| Floater |
4.60% |
-14.72% |
59,050 |
6.45 |
5 |
0.0085% |
1,003.5 |
| Op. Retract |
4.72% |
2.95% |
78,843 |
2.66 |
18 |
0.3122% |
999.1 |
| Split-Share |
5.01% |
3.70% |
59,815 |
2.74 |
10 |
0.0457% |
1,002.3 |
| Interest Bearing |
6.86% |
5.15% |
65,327 |
2.19 |
7 |
0.1094% |
1,010.9 |
| Perpetual-Premium |
5.30% |
4.33% |
123,416 |
3.98 |
41 |
0.0887% |
1,006.9 |
| Perpetual-Discount |
4.77% |
4.80% |
392,028 |
15.84 |
13 |
0.1289% |
1,006.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| None! |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.A |
OpRet |
176,467 |
|
| BMO.PR.I |
OpRet |
75,517 |
Anonymous internal cross, 74,500 @ 25.79 |
| BC.PR.C |
FixedFloater |
58,669 |
See the Change in Terms |
| BNS.PR.K |
PerpetualPremium |
55,350 |
RBC crossed 50,000 @ 25.20 |
| TD.PR.M |
OpRet |
49,250 |
Anonymous internal cross @ 27.55 |
There were seven other index-included issues with volume in excess of 10,000 shares.
Note that there were changes in index construction today.
This entry was posted on Thursday, August 3rd, 2006 at 9:40 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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August 1, 2006
nice..
Should we continue to disregard the HIMIPref valuation of BC.PR.C?
Yes: the valuation of BC.PR.C (discussed in HIMIPref Data Update Delay, 2006-08-02) is a quirk of the programming that I am attempting to hunt down and should be disregarded for the month of August