| 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 | 5.35% | 5.42% | 36,715 | 14.98 | 2 | +1.7006% | 952.1 |
| Fixed-Floater | 5.76% | 5.51% | 162,487 | 14.96 | 6 | -0.2911% | 898.5 |
| Floater | 4.79% | -2.81% | 88,032 | 11.14 | 3 | +0.2836% | 1,049.2 |
| Op. Retract | 4.79% | 3.80% | 85,906 | 2.93 | 17 | -0.2482% | 1,024.4 |
| Split-Share | 5.01% | 4.41% | 215,947 | 3.94 | 13 | -0.2466% | 1,043.5 |
| Interest Bearing | 6.55% | 6.44% | 72,642 | 5.33 | 5 | -0.2872% | 1,043.8 |
| Perpetual-Premium | 5.26% | 4.85% | 197,455 | 8.17 | 48 | -0.1731% | 1,028.0 |
| Perpetual-Discount | 4.89% | 4.93% | 642,053 | 15.64 | 19 | -0.0997% | 997.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| PWF.PR.K | PerpetualPremium (pre-rebalancing) | -1.6064% | Now with a pre-tax bid-YTW of 5.10% based on a bid of 24.50 and a limitMaturity. |
| POW.PR.C | PerpetualPremium | -1.5757% | Now with a pre-tax bid-YTW of 5.41% based on a bid of 25.61 and a call 2012-1-5 at 25.00 |
| LBS.PR.A | SplitShare | -1.5209% | Now with a pre-tax bid-YTW of 4.75% based on a bid of 10.36 and a hardMaturity 2013-11-29 at 10.00. |
| BAM.PR.J | OpRet | -1.4599% | Now with a pre-tax bid-YTW of 4.59% based on a bid of 27.00 and a softMaturity 2018-3-30 at 25.00. |
| IGM.PR.A | OpRet | -1.4105% | Now with a pre-tax bid-YTW of 4.28% based on a bid of 26.56 and a call 2009-7-30 at 26.00. |
| BSD.PR.A | InterestBearing | -1.4000% | Now with a pre-tax bid-YTW of 6.24% (as interest) based on a bid of 9.86 and hardMaturity 2015-3-31 at 10.00. |
| BAM.PR.M | PerpetualDiscount | -1.2848% | Now with a pre-tax bid-YTW of 5.23% based on a bid of 23.05 and a limitMaturity. |
| ELF.PR.G | PerpetualPremium (pre-rebalancing) | -1.1546% | Now with a pre-tax bid-YTW of 5.01% based on a bid of 23.97 and a limitMaturity. |
| WN.PR.E | PerpetualDiscount (pre-rebalancing) | -1.0865% | Now with a pre-tax bid-YTW of 5.30% based on a bid of 22.76 and a limitMaturity. |
| RY.PR.B | PerpetualPremium (pre-rebalancing) | -1.0673% | Now with a pre-tax bid-YTW of 4.90% based on a bid of 24.10 and a limitMaturity. |
| AL.PR.E | Floater | +1.0359% | |
| WN.PR.C | PerpetualPremium (pre-rebalancing) | +1.5327% | Now with a pre-tax bid-YTW of 5.39% based on a bid of 24.51 and a limitMaturity. |
| BCE.PR.S | Ratchet | +3.4803% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BCE.PR.C | FixFloat | 412,955 | |
| BCE.PR.A | FixFloat | 333,000 | Nesbitt crossed 325,500 at 22.90 for Cash. |
| BCE.PR.R | FixFloat | 210,750 | |
| CM.PR.I | PerpetualPremium (pre-rebalancing) | 129,720 | Now with a pre-tax bid-YTW of 4.89% based on a bid of 24.25 and a limitMaturity. |
| TD.PR.O | PerpetualPremium | 80,600 | Nesbitt crossed 70,000 at 25.40. Now with a pre-tax bid-YTW of 4.69% based on a bid of 25.40 and a call 2014-11-30 at 25.00. |
There were thirty-nine other $25-equivalent index-included issues trading over 10,000 shares today.