| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.34% |
4.30% |
26,351 |
16.71 |
2 |
0% |
993.9 |
| Fixed-Floater |
4.94% |
4.13% |
295,668 |
6.94 |
6 |
-0.0065% |
1,002.4 |
| Floater |
4.61% |
-11.68% |
59,896 |
6.48 |
5 |
-0.2258% |
1,001.3 |
| Op. Retract |
4.72% |
3.06% |
78,096 |
2.71 |
18 |
0.1003% |
1,000.09 |
| Split-Share |
5.01% |
3.58% |
59,589 |
2.76 |
10 |
-0.0170% |
1,002.1 |
| Interest Bearing |
6.85% |
5.21% |
65,069 |
2.18 |
7 |
-0.0916% |
1,010.0 |
| Perpetual-Premium |
5.30% |
4.36% |
122,782 |
3.94 |
41 |
-0.0028% |
1,006.8 |
| Perpetual-Discount |
4.76% |
4.80% |
385,848 |
15.84 |
13 |
0.0725% |
1,007.5 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| AL.PR.E |
Floater |
-1.62% |
Volume of 13,375 shares |
| POW.PR.D |
PerpetualPremium |
-1.48% |
Volume of 11,980 shares |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| TCA.PR.Y |
PerpetualPremium |
45,894 |
|
| SLF.PR.B |
PerpetualDiscount |
19,370 |
|
| POW.PR.B |
PerpetualPremium |
13,600 |
|
| AL.PR.E |
Floater |
13,375 |
Lost 1.62% on day |
| BMO.PR.H |
PerpetualPremium |
13,040 shares |
|
There were five other index-included issues with volume in excess of 10,000 shares.
This entry was posted on Friday, August 4th, 2006 at 6:44 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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