| 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.
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