| 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 |
4.01% |
3.88% |
90,918 |
3.89 |
1 |
0.0000% |
1,047.4 |
| Fixed-Floater |
4.98% |
3.60% |
110,307 |
4.61 |
5 |
-0.2041% |
1,040.4 |
| Floater |
4.71% |
-16.84% |
73,207 |
11.03 |
3 |
+0.1310% |
1,049.8 |
| Op. Retract |
4.69% |
2.37% |
77,791 |
2.11 |
17 |
+0.0822% |
1,034.1 |
| Split-Share |
5.07% |
1.13% |
192,781 |
3.23 |
15 |
+0.0956% |
1,044.5 |
| Interest Bearing |
6.48% |
3.55% |
65,505 |
2.33 |
5 |
+0.1826% |
1,040.2 |
| Perpetual-Premium |
5.00% |
3.67% |
250,940 |
5.18 |
53 |
+0.0132% |
1,057.2 |
| Perpetual-Discount |
4.53% |
4.53% |
810,417 |
13.16 |
9 |
+0.0358% |
1,066.7 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| There were no issues with notable performance today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| YPG.PR.A |
Scraps |
181,300 |
Recent new issue. Now with a pre-tax bid-YTW of 4.51% based on a bid of $24.71 and a softMaturity 2012-12-30. |
| SLF.PR.E |
PerpetualDiscount |
116,800 |
RBC crossed 100,000 at 24.95. Now with a pre-tax bid-YTW of 4.50% based on a bid of $24.95 and a limitMaturity. |
| TD.PR.O |
PerpetualPremium |
111,100 |
TD crossed 100,000 at $26.40. Now with a pre-tax bid-YTW of 4.13% based on a bid of $26.34 and a call 2014-11-30 at 25.00 |
| DIV.PR.A |
SplitShare |
79,800 |
Dundee crossed 75,200 at $25.40. This issue will be redeemed March 20 for a total of $25.51071. |
| BCE.PR.Z |
FixedFloater |
72,169 |
Nesbitt crossed 70,000 at $25.50. |
There were twenty other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Thursday, March 8th, 2007 at 10:35 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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