| 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 |
4.17% |
4.14% |
45,838 |
17.04 |
2 |
-0.2605% |
1,036.7 |
| Fixed-Floater |
5.00% |
4.01% |
92,841 |
17.10 |
6 |
-0.0208% |
1,022.3 |
| Floater |
4.57% |
-18.59% |
56,979 |
0.13 |
4 |
+0.0592% |
1,055.7 |
| Op. Retract |
4.72% |
3.07% |
84,123 |
2.12 |
17 |
-0.0130% |
1,034.8 |
| Split-Share |
5.01% |
3.68% |
158,554 |
3.18 |
12 |
+0.0095% |
1,049.7 |
| Interest Bearing |
6.52% |
5.36% |
63,646 |
2.29 |
5 |
+0.1509% |
1,045.5 |
| Perpetual-Premium |
5.04% |
3.95% |
188,012 |
5.07 |
53 |
-0.0032% |
1,059.3 |
| Perpetual-Discount |
4.53% |
4.55% |
890,245 |
16.31 |
11 |
-0.0473% |
1,065.5 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BCE.PR.I |
FixedFloater |
-1.4022% |
Exchange/Reset date is 2011-08-01 |
| BCE.PR.R |
FixedFloater |
+1.0971% |
Exchange/Reset date is 2010-12-01 |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| PWF.PR.I |
PerpetualPremium |
209,690 |
Now with a pre-tax bid-YTW of 4.35% based on a bid of $26.34 and a call 2008-05-30 at $26.00 |
| TD.PR.O |
PerpetualPremium |
60,100 |
NationalBank crossed 50,000 @ 26.35. Now with a pre-tax bid-YTW of 4.05% based on a bid of 26.29 and a call 2014-11-30 at $25.00. |
| PIC.PR.A |
SplitShare |
87,305 |
National Bank spent the day buying from Nesbitt. Now with a pre-tax bid-YTW of 3.93% based on a bid of $15.87 and a hardMaturity 2010-11-1 at $15.00. |
| BNS.PR.M |
PerpetualDiscount |
52,600 |
Recent new issue. Scotia crossed 20,000 @ 24.90. Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.90 and a limitMaturity. |
| BCE.PR.A |
FixedFloater |
35,650 |
RBC crossed 30,000 @ 24.95. These are convertable into the not-currently-extant series ‘AB’ Ratchet Rates, 2007-9-1, at which point the current dividend of $1.3625 (5.03% of par) will be reset. Bet it’s lower! |
There were seventeen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
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