| 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% | 29,721 | 17.32 | 1 | 0.0000% | 1,039.5 |
| Fixed-Floater | 4.80% | 3.46% | 94,800 | 6.37 | 7 | +0.0117% | 1,043.5 |
| Floater | 4.46% | -25.74% | 56,145 | 6.58 | 5 | -0.2790% | 1,052.4 |
| Op. Retract | 4.72% | 2.34% | 75,677 | 2.09 | 18 | -0.0430% | 1,028.8 |
| Split-Share | 5.09% | 1.09% | 296,448 | 2.65 | 14 | 0.0824% | 1,043.1 |
| Interest Bearing | 6.69% | 2.47% | 74,207 | 3.87 | 6 | +0.0103% | 1,036.7 |
| Perpetual-Premium | 5.04% | 3.65% | 228,637 | 5.13 | 51 | -0.0429% | 1,052.0 |
| Perpetual-Discount | 4.53% | 4.56% | 1,071,358 | 15.30 | 10 | +0.1167% | 1,056.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| WN.PR.B | OpRet | -1.5066% | A reaction to the Credit-Watch Negative. Now with a pre-tax bid-YTW of 3.40% based on a bid of 26.15 and a softMaturity 2009-6-30. |
| WN.PR.C | PerpetualPremium | -1.4903% | Credit watch negative! Now with a pre-tax bid-YTW of 4.82% based on a call 2014-7-31 at $25.00. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BCE.PR.H | FixedFloater | 800,500 | Formerly BC.PR.E |
| SLF.PR.C | PerpetualDiscount | 191,855 | Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.76 and a limitMaturity. |
| SLF.PR.E | PerpetualDiscount | 122,560 | Recent new issue. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.82 and a limitMaturity. |
| WN.PR.E | PerpetualPremium | 91,821 | Credit Watch Negative! Now with a pre-tax bid-YTW of 4.84% based on a bid of $24.78 and a limitMaturity. |
| WN.PR.B | OpRet | 79,620 | With a major price move, too! |
There were nineteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.