| 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 | 4.14% | 4.10% | 45,864 | 17.11 | 2 | +0.0004% | 1,050.0 |
| Fixed-Floater | 4.95% | 3.96% | 85,337 | 17.16 | 6 | -0.4319% | 1,033.9 |
| Floater | 4.58% | -18.22% | 61,752 | 0.26 | 4 | -0.2152% | 1,055.0 |
| Op. Retract | 4.73% | 3.18% | 85,831 | 2.15 | 17 | -0.1758% | 1,032.2 |
| Split-Share | 5.00% | 3.69% | 170,502 | 3.21 | 12 | +0.0333% | 1,050.4 |
| Interest Bearing | 6.53% | 3.04% | 63,163 | 2.29 | 5 | +0.0481% | 1,043.0 |
| Perpetual-Premium | 5.04% | 3.85% | 197,137 | 5.13 | 53 | +0.0202% | 1,059.0 |
| Perpetual-Discount | 4.53% | 4.54% | 825,567 | 16.34 | 10 | +0.0121% | 1,067.0 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.I | FixedFloater | -1.7289% | On high volume (for this issue) of 17,277 shares. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| SLF.PR.E | PerpetualDiscount | 261,200 | National Bank crossed 50,000 at 24.95. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.95 and a limitMaturity. |
| TD.PR.M | OpRet | 122,100 | Went ex-dividend today and Global crossed 60,800 for cash at 27.51 and 60,800 for regular settlement at 27.21. Now with a pre-tax bid-YTW of 3.04% based on a bid of 26.72 and a call 2009-5-30 at 26.00. |
| BCE.PR.A | FixedFloater | 100,400 | RBC bought two tranches of 10,000 shares each from National Bank at 25.05; Nesbitt crossed 50,000 at 25.06. |
| RY.PR.W | PerpetualPremium | 71,340 | RBC crossed 60,000 at 26.30. Now with a pre-tax bid-YTW of 4.21% based on a bid of $26.21 and a call 2014-3-26 at $25.00. |
| SLF.PR.C | PerpetualDiscount | 40,600 | Nesbitt crossed 30,000 at 24.85. Now with a pre-tax bid-YTW of 4.51% 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.