| 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% |
26,084 |
16.69 |
2 |
-0.3580% |
994.5 |
| Fixed-Floater |
4.94% |
4.16% |
260,451 |
12.10 |
6 |
-0.1120% |
1,002.6 |
| Floater |
4.60% |
-15.49% |
58,372 |
6.48 |
5 |
-0.0237% |
1,005.5 |
| Op. Retract |
4.71% |
3.11% |
76,392 |
2.70 |
18 |
-0.0576% |
1,003.2 |
| Split-Share |
5.01% |
3.61% |
56,630 |
2.78 |
10 |
0.0380% |
1,003.4 |
| Interest Bearing |
6.86% |
5.41% |
61,694 |
2.16 |
7 |
0.0253% |
1,008.7 |
| Perpetual-Premium |
5.29% |
4.24% |
174,239 |
4.24 |
42 |
0.0604% |
1,009.4 |
| Perpetual-Discount |
4.73% |
4.78% |
358,602 |
15.15 |
13 |
0.0790% |
1,013.1 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no major price changes of index-included issues today! |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.A |
PerpetualDiscount |
200,800 |
BMO crossed 200,000 @ 24.40 |
| CM.PR.G |
PerpetualPremium |
136,700 |
National Crossed 24,000 @ 26.50; BMO bought 99,700 from National @26.49 |
| WN.PR.E |
PerpetualDiscount |
129,842 |
|
| TOC.PR.B |
FloatingRate |
60,161 |
BMO crossed 36,800 @ 25.45 |
| GWO.PR.F |
PerpetualPremium |
56,069 |
Scotia crossed 56,000 @ 27.18The YTW is 3.90% with a modified duration of 2.07 at the closing bid of 27.15 |
Another active day. There were nine other “normal” (determined by par value) issues included within the indices that traded more than 10,000 shares.
This entry was posted on Friday, August 11th, 2006 at 10:06 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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