| 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.
This entry was posted on Friday, February 9th, 2007 at 12:22 am and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
You can leave a response, or trackback from your own site.