| 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 | 4.03% | 3.74% | 77,840 | 3.87 | 1 | +0.4762% | 1,055.7 |
| Fixed-Floater | 4.97% | 3.50% | 106,156 | 4.61 | 5 | +0.1106% | 1,042.3 |
| Floater | 4.73% | -18.25% | 75,575 | 5.59 | 3 | -0.3267% | 1,052.5 |
| Op. Retract | 4.71% | 2.69% | 75,822 | 2.14 | 17 | -0.0215% | 1,034.2 |
| Split-Share | 5.06% | 0.40% | 182,962 | 3.11 | 15 | +0.0113% | 1,048.5 |
| Interest Bearing | 6.49% | 4.12% | 65,810 | 2.33 | 5 | -0.1605% | 1,043.3 |
| Perpetual-Premium | 5.01% | 3.75% | 238,381 | 5.13 | 53 | +0.0509% | 1,057.9 |
| Perpetual-Discount | 4.52% | 4.52% | 931,908 | 13.49 | 10 | +0.0282% | 1,067.9 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with notable price moves today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| FAL.PR.H | Scraps (Would be PerpetualPremium, but there are rating concerns) | 203,300 | Desjardins crossed 200,000 at $26.00 at the end of a burst of nine trades that took the price from $25.80 to $26.00. Now with a pre-tax bid-YTW of 3.58% based on a bid of $25.73 and a call 2008-4-30 at $25.00. |
| CM.PR.D | PerpetualPremium | 153,530 | Nesbitt crossed 150,000 at $27.04. Now with a pre-tax bid-YTW of 2.78% based on a bid of $27.03 and a call 2008-5-30 at $26.00. Too rich for my blood! |
| BAM.PR.K | Floater | 150,223 | Scotia crossed 119,100 at $24.75 |
| TD.PR.O | PerpetualPremium | 101,500 | National Bank crossed 100,000 at 26.45. Now with a pre-tax bid-YTW of 4.09% based on a bid of $26.43 and a call 2014-11-30 at $25.00. |
| RY.PR.W | PerpetualPremium | 84,520 | TD crossed 80,000 at $26.30. Now with a pre-tax bid-YTW of 4.14% based on a bid of $26.25 and a call 2014-3-26 at $25.00. |
| RY.PR.F | PerpetualDiscount | 63,075 | Recent new issue. Now with a pre-tax bid-YTW of 4.50% based on a bid of $24.76 and a limitMaturity. |
There were sixteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.