| 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 |
4.04% |
4.04% |
28,646 |
17.37 |
1 |
0.4407% |
1,042.4 |
| Fixed-Floater |
4.79% |
3.27% |
98,815 |
6.39 |
7 |
+0.0400% |
1,045.8 |
| Floater |
4.45% |
-27.39% |
57,131 |
6.58 |
5 |
-0.0078% |
1,054.8 |
| Op. Retract |
4.72% |
2.28% |
74,956 |
2.09 |
18 |
+0.0963% |
1,028.7 |
| Split-Share |
5.09% |
1.12% |
308,072 |
2.65 |
14 |
+0.0982% |
1,043.1 |
| Interest Bearing |
6.70% |
3.14% |
72,699 |
3.87 |
6 |
-0.1340% |
1,035.5 |
| Perpetual-Premium |
5.03% |
3.88% |
232,654 |
5.06 |
51 |
+0.0610% |
1,052.3 |
| Perpetual-Discount |
4.54% |
4.57% |
1,083,267 |
15.29 |
10 |
+0.0688% |
1,054.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no index-included issues with major price moves today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| SLF.PR.E |
PerpetualDiscount |
120,429 |
Recent new issue. Now with a pre-tax bid-YTW of 4.58% based on a bid of $24.66 and a limitMaturity. |
| IGM.PR.A |
OpRet |
106,677 |
Now with a pre-tax bid-YTW of 2.69% based on a bid of 27.92 and a call 2009-7-30 at $26.00. Yield will be 3.81% if it makes it to the softMaturity 2013-6-29 … but with a dividend of $1.4375, I’d be surprised if a perpetual lasted that long. |
| BAM.PR.M |
PerpetualDiscount |
74,975 |
Now with a pre-tax bid-YTW of 4.81% based on a bid of $24.92 and a limitMaturity. |
| CM.PR.I |
PerpetualPremium |
63,260 |
Canaccord crossed 33,400 at $25.58. Now with a pre-tax bid-YTW of 4.45% based on a bid of $25.55 and a call 2016-3-1 at 4.45% |
| GWO.PR.I |
PerpetualDiscount |
58,850 |
Scotia crossed 50,000 at $24.95. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.95 and a limitMaturity. |
There were eighteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Wednesday, February 7th, 2007 at 11:03 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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