| 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 |
4.74% |
4.80% |
43,199 |
16.02 |
2 |
0.0000% |
983.7 |
| Fixed-Floater |
5.43% |
4.69% |
136,206 |
16.14 |
6 |
-0.3453% |
952.1 |
| Floater |
4.79% |
-3.66% |
77,599 |
5.62 |
3 |
-0.1723% |
1,049.8 |
| Op. Retract |
4.74% |
3.26% |
84,254 |
2.35 |
17 |
-0.0109% |
1,033.4 |
| Split-Share |
4.97% |
4.37% |
167,000 |
4.01 |
12 |
-0.2354% |
1,043.8 |
| Interest Bearing |
6.52% |
6.07% |
62,837 |
3.39 |
5 |
-0.1457% |
1,045.1 |
| Perpetual-Premium |
5.13% |
4.35% |
170,483 |
5.16 |
48 |
+0.0188% |
1,050.8 |
| Perpetual-Discount |
4.62% |
4.65% |
815,775 |
16.11 |
19 |
-0.1083% |
1,052.4 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BCE.PR.R |
FixFloat |
-1.1106% |
Exchange/Reset Date is 2010-12-1 (Exchanges with series ‘Q’, not issued); until then, pays 4.54% of par. Closed at 22.26-74, 7×2. |
| BCE.PR.G |
FixFloat |
-1.0667% |
Exchange/Reset date is 2011-05-01 (Exchanges with BCE.PR.H); until then, pays 4.35% of par. Closed at 22.26-60, 2×8; Hs closed at 23.26-49, 8×49. |
| WFS.PR.A |
SplitShare |
-1.0427% |
Now with a pre-tax bid-YTW of 4.26% based on a bid of 10.44 and a hardMaturity 2011-6-30 at $10.00. Asset coverage is about 2.3:1, based on April 30 NAV. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.G |
PerpetualDiscount |
55,438 |
Recent new issue. Now with a pre-tax bid-YTW of 4.63% based on a bid of 24.45 and a limitMaturity. |
| BAM.PR.K |
Floater |
54,850 |
TD bought a total of 50,000 from RBC in three tranches, each at 24.90. |
| CM.PR.I |
PerpetualPremium |
43,165 |
Now with a pre-tax bid-YTW of 4.65% based on a bid of 25.17 and a call 2016-3-1 at 25.00 |
| BNS.PR.M |
PerpetualDiscount |
24,620 |
Recent new issue. Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.87 and a limitMaturity. |
| SLF.PR.A |
PerpetualPremium |
18,080 |
Now with a pre-tax bid-YTW of 4.46% based on a bid of 25.60 and a call 2014-4-30 at 25.00. |
There were four other $25-equivalent index-included issues trading over 10,000 shares today.
This entry was posted on Thursday, May 10th, 2007 at 11:26 pm and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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