| 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% |
3.82% |
83,868 |
3.88 |
1 |
0.3185% |
1,050.7 |
| Fixed-Floater |
4.97% |
3.45% |
109,132 |
4.59 |
5 |
+0.0160% |
1,041.6 |
| Floater |
4.70% |
-17.30% |
74,613 |
11.03 |
3 |
+0.0916% |
1,051.0 |
| Op. Retract |
4.70% |
2.59% |
76,216 |
2.14 |
17 |
+0.0623% |
1,033.8 |
| Split-Share |
5.07% |
0.44% |
189,839 |
3.22 |
15 |
-0.0188% |
1,044.1 |
| Interest Bearing |
6.47% |
3.25% |
67,295 |
2.33 |
5 |
+0.1062% |
1,043.0 |
| Perpetual-Premium |
5.00% |
3.69% |
245,160 |
5.20 |
53 |
-0.0206% |
1,057.1 |
| Perpetual-Discount |
4.53% |
4.53% |
788,287 |
12.16 |
9 |
+0.1294% |
1,068.0 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| SXT.PR.A |
SplitShare |
+1.1067% |
Makes at least some sense, since today is the first day of trading in post-redemption shares. I wonder if the sellers knew that? |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| SLF.PR.E |
PerpetualDiscount |
220,785 |
RBC crossed 214,500 at 25.00. Did both sides pay a nickel a share? Nice work, if so! Now with a pre-tax bid-YTW of 4.49% based on a bid of $25.00 and a call 2016-4-30 at $25.00. |
| POW.PR.D |
PerpetualPremium |
70,000 |
Scotia crossed 65,000 at $26.45. Now with a pre-tax bid-YTW of 4.27% based on a bid of $26.43 and a call 2014-11-30 at $25.00. |
| LBS.PR.A |
SplitShare |
152,322 |
Scotia crossed 27,700 at $10.60 and 85,000 at 10.70. Now with a pre-tax bid-YTW of 4.31% based on a bid of $10.64 and a hardMaturity 2013-11-29 at $10.00 |
| SLF.PR.A |
PerpetualPremium |
54,050 |
Scotia crossed 50,000 at $25.74. Now with a pre-tax bid-YTW of 4.27% based on a bid of $25.71 and a call 2014-4-30 at $25.00. |
| BAM.PR.B |
Floater |
47,165 |
Desjardins crossed 40,000 at $25.05. |
There were fourteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
This entry was posted on Monday, March 12th, 2007 at 9:50 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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