| 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.