| 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 | 4.06% | 3.81% | 80,757 | 3.85 | 1 | +0.3968% | 1,054.9 |
| Fixed-Floater | 4.96% | 3.49% | 101,384 | 4.63 | 5 | -0.0392% | 1,044.0 |
| Floater | 4.72% | -18.68% | 75,096 | 0.32 | 3 | +0.1318% | 1,053.5 |
| Op. Retract | 4.70% | 2.72% | 75,282 | 2.13 | 17 | +0.0886% | 1,034.9 |
| Split-Share | 5.04% | 1.51% | 175,057 | 3.11 | 15 | +0.1651% | 1,051.5 |
| Interest Bearing | 6.50% | 4.41% | 66,126 | 2.32 | 5 | -0.2035% | 1,041.6 |
| Perpetual-Premium | 5.00% | 3.81% | 235,750 | 5.15 | 53 | +0.0183% | 1,058.7 |
| Perpetual-Discount | 4.52% | 4.52% | 900,035 | 12.58 | 10 | +0.0485% | 1,068.9 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with notable price moves today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| DC.PR.A | Scraps (Would be OpRet, but there are credit-rating concerns) | 192,948 | Another day of heavy trading. Now with a pre-tax bid-YTW of 4.96% based on a bid of $25.09 and a softMaturity 2016-6-29 at $25.00. |
| YPG.PR.A | Scraps (Would be OpRet, but there are credit-rating concerns) | 148,770 | National Bank crossed 135,000 at $24.60. Now with a pre-tax bid-YTW of 4.62% based on a bid of $24.60 and a softMaturity 2012-12-30 at $25.00. |
| BMO.PR.J | PerpetualPremium | 118,240 | Now with a pre-tax bid-YTW of 4.52% based on a bid of $25.19 and either a call 2016-3-26 at $25.00, or a limitMaturity, take your pick. |
| BAM.PR.M | PerpetualPremium | 108,150 | Now with a pre-tax bid-YTW of 4.71% based on a bid of $25.08 and a call 2016-3-1 at $25.00. |
| RY.PR.B | PerpetualPremium | 103,795 | RBC crossed 100,000 at $25.70. Now with a pre-tax bid-YTW of 4.43% based on a bid of $25.60 and a call 2015-9-23 at $25.00. |
| RY.PR.D | PerpetualPremium | 97,000 | RBC crossed 40,000 at $25.25, then Nesbitt crossed 50,000 at the same price. Now with a pre-tax bid-YTW of 4.55% based on a bid of $25.20 and a limitMaturity. |
| HSB.PR.D | PerpetualPremium | 28,060 | Now with a pre-tax bid-YTW of 4.21% based on a bid of $26.30 and a call 2015-1-30 at $25.00 |
There were nine other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.