| 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 | 4.13% | 4.08% | 47,493 | 17.13 | 2 | +0.0000% | 1,050.2 |
| Fixed-Floater | 4.98% | 3.98% | 88,531 | 17.11 | 6 | -0.4102% | 1,026.2 |
| Floater | 4.57% | -19.13% | 58,497 | 0.13 | 4 | +0.1183% | 1,055.9 |
| Op. Retract | 4.72% | 3.09% | 84,569 | 2.13 | 17 | +0.0822% | 1,034.2 |
| Split-Share | 5.01% | 3.82% | 162,068 | 3.26 | 12 | -0.0663% | 1,048.4 |
| Interest Bearing | 6.53% | 5.60% | 64,134 | 2.29 | 5 | +0.1210% | 1,043.4 |
| Perpetual-Premium | 5.04% | 3.95% | 191,024 | 5.20 | 53 | +0.0257% | 1,058.0 |
| Perpetual-Discount | 4.53% | 4.55% | 946,431 | 16.32 | 11 | -0.1058% | 1,065.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.R | FixedFloater | -1.1160% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BNS.PR.M | PerpetualDiscount | 72,600 | Recent new issue. Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.87 and a limitMaturity. |
| BCE.PR.A | FixedFloater | 44,700 | Becomes exchangeble to Series “AB” Ratchet Rate Preferred 2007-09-01. The dividend rate paid on the BCE.PR.A will be reset at that time … I bet it will be less than the current $1.3625! |
| SLF.PR.D | PerpetualDiscount | 24,585 | Now with a pre-tax bid-YTW of 4.52% based on a bid of 24.70 and a limitMaturity. |
| GWO.PR.H | PerpetualPremium | 22,185 | Now with a pre-tax bid-YTW of 4.44% based on a bid of 25.73 and a call 2014-10-30 at $25.00. |
| CM.PR.J | PerpetualDiscount | 19,970 | Now with a pre-tax bid-YTW of 4.54% based on a bid of $24.76 and a limitMaturity. |
There were fifteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.