| 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 | 4.87% | 4.91% | 43,549 | 15.73 | 2 | -0.8727% | 970.0 |
| Fixed-Floater | 5.48% | 4.80% | 132,810 | 15.95 | 6 | -0.5383% | 943.5 |
| Floater | 4.78% | -5.12% | 76,052 | 5.61 | 3 | -0.0524% | 1,051.4 |
| Op. Retract | 4.74% | 3.29% | 84,232 | 2.34 | 17 | 0.0336% | 1,033.5 |
| Split-Share | 4.96% | 4.18% | 162,671 | 4.00 | 12 | +0.2287% | 1,047.2 |
| Interest Bearing | 6.52% | 6.07% | 65,772 | 3.38 | 5 | -0.0305% | 1,045.4 |
| Perpetual-Premium | 5.13% | 4.36% | 171,176 | 5.58 | 48 | +0.0393% | 1,050.9 |
| Perpetual-Discount | 4.63% | 4.66% | 783,166 | 16.09 | 19 | -0.1021% | 1,051.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.G | FixFloat | -2.6966% | Exchange/Reset Date is 2011-5-1 (Exchanges with BCE.PR.H); until then, pays 4.35% of par. Sailed right through a small bid on small volume. Closed at 21.65-44, 20×10. The Hs closed at 23.36-49, 30×19. |
| BCE.PR.S | Ratchet | -1.7672% | Exchange/Reset date is 2011-11-1 (Exchanges with BCE.PR.T, which pays 4.502% until then). Tiny volume of 600 shares, which was never-the-less enough to take out the bid. Closed at 22.79-25, 1×3; Ts closed at 21.90-40, 1×7. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| PWF.PR.K | PerpetualPremium | 105,725 | Now with a pre-tax bid-YTW of 4.49% based on a bid of 25.82 and a call 2014-11-30 at 25.00. |
| RY.PR.G | PerpetualDiscount | 103,460 | Scotia bought 15,800 from Anonymous at 24.50, then another 58,900 from RBC at the same price. Now with a pre-tax bid-YTW of 4.63% based on a bid of 24.46 and a limitMaturity. |
| BNS.PR.L | PerpetualDiscount | 74,900 | Scotia crossed 74,900 at 24.87. Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.82 and a limitMaturity. |
| RY.PR.W | PerpetualPremium | 62,070 | Now with a pre-tax bid-YTW of 4.29% based on a bid of 25.90 and a call 2014-3-26 at 25.00. |
| CU.PR.B | PerpetualPremium | 52,934 | TD crossed 49,600 at 27.19. Now with a pre-tax bid-YTW of 2.87% based on a bid of 27.14 and a call 2008-7-1 at 26.00. Somebody’s betting it won’t be called that soon! But I still say they’re expensive. |
There were twenty-six other $25-equivalent index-included issues trading over 10,000 shares today.