| 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 | 4.90% | 4.93% | 42,317 | 15.68 | 2 | +0.1737% | 971.7 |
| Fixed-Floater | 5.55% | 4.90% | 133,293 | 15.80 | 6 | -1.1477% | 932.6 |
| Floater | 4.79% | -2.06% | 76,993 | 11.18 | 3 | -0.2650% | 1,048.6 |
| Op. Retract | 4.75% | 3.41% | 84,903 | 2.58 | 17 | -0.1195% | 1,032.2 |
| Split-Share | 4.95% | 4.10% | 161,493 | 4.00 | 12 | +0.1931% | 1,049.2 |
| Interest Bearing | 6.51% | 6.18% | 65,698 | 3.39 | 5 | +0.1347% | 1,046.8 |
| Perpetual-Premium | 5.14% | 4.39% | 172,216 | 5.36 | 48 | -0.0639% | 1,050.2 |
| Perpetual-Discount | 4.64% | 4.67% | 773,492 | 16.07 | 19 | -0.1614% | 1,049.5 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.G | FixFloat | -2.4018% | Exchange/Reset Date is 2011-5-1 (Exchanges with BCE.PR.H); until then, pays 4.35% of par. Closed at 21.13-99, 5×6; the Hs closed at 23.36-49, 27×19. |
| BCE.PR.I | FixFloat | -1.4831% | Exchange/Reset date is 2011-8-1 (Exchanges with Series ‘AJ’, not issued); until then, pays 4.65% of par. Closed at 21.92-35, 10×15, on volume of 47,082 after Nesbitt crossed 40,000 at 22.25. |
| BCE.PR.C | FixFloat | -1.4561% | Exchange/Reset date is 2008-03-01 (Exchanges with Series ‘AD’, not issued); until then, pays 5.54% of par. Closed at 23.01-28, 3×1. |
| RY.PR.F | PerpetualDiscount | -1.3442% | On light volume of 3,280 shares. Now with a pre-tax bid-YTW of 4.66% based on a bid of 24.22 and a limitMaturity. |
| BCE.PR.Z | FixFloat | -1.1178% | Exchange/Reset date is 2007-12-1 (Exchanges with BCE.PR.Y); until then, pays 5.319% of par. Closed at 23.00-49, 24×5, hitting a 52-week low of 23.00 along the way. BCE.PR.Y closed at 23.10-38, 3×1, also hitting a 52-week low of 23.11. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| CU.PR.B | PerpetualPremium | 182,075 | Desjardins crossed 150,000 at 27.15 for delayed delivery (DD), then two more tranches at the same price, also DD. This issue went ex-dividend for $0.375 today. Now with a pre-tax bid-YTW of 3.58% based on a bid of 26.56 and a call 2008-7-1 at 26.00. |
| CM.PR.I | PerpetualPremium | 95,880 | Now with a pre-tax bid-YTW of 4.67% based on a bid of 25.16 and a call 2016-3-1 at 25.00. |
| BNS.PR.M | PerpetualDiscount | 51,500 | Now with a pre-tax bid-YTW of 4.58% based on a bid of 24.81 and a limitMaturity. |
| BCE.PR.I | FixFloat | 47,082 | Discussed above as a major price move. |
| BNS.PR.L | PerpetualDiscount | 33,400 | National Bank crossed 25,000 at 24.85. Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.81 and a limitMaturity. |
There were twenty-five other $25-equivalent index-included issues trading over 10,000 shares today.