February 8, 2007

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 4.05% 4.06% 30,942 17.33 1 -0.2792% 1,039.5
Fixed-Floater 4.80% 3.44% 97,063 8.21 7 -0.2349% 1,043.3
Floater 4.44% -27.51% 56,296 6.58 5 +0.0548% 1,055.4
Op. Retract 4.71% 2.36% 75,363 2.09 18 +0.0586% 1,029.3
Split-Share 5.10% 1.33% 300,265 2.65 14 -0.0784% 1,042.2
Interest Bearing 6.69% 3.14% 73,775 3.87 6 +0.1116% 1,036.6
Perpetual-Premium 5.03% 3.81% 229,533 5.06 51 +0.0076% 1,052.4
Perpetual-Discount 4.53% 4.56% 1,081,053 15.29 10 +0.0928% 1,055.6
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 291,795 Recent new issue.
WN.PR.E PerpetualPremium 142,005  Now with a pre-tax bid-YTW of 4.79% based on a bid of 25.01 and a limitMaturity. But it’s Pfd-2(low) by DBRS and Credit Watch Negative!
RY.PR.E PerpetualDiscount 26,865  Now with a pre-tax bid-YTW of 4.53% based on a bid of $25.00 and a limitMaturity.
CM.PR.G PerpetualPremium 26,800  Now with a pre-tax bid-YTW of 4.18% based on a bid of $26.87 and a call 2010-05-31 at $26.00.
CM.PR.H PerpetualPremium 25,635  Now with a pre-tax bid-YTW of 4.28% based on a bid of $25.88 and a call 2014-4-29 at $25.00

There were fourteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.

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