| 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 | 5.43% | 5.50% | 34,678 | 14.83 | 2 | 0.0000% | 956.6 |
| Fixed-Floater | 5.63% | 5.62% | 138,823 | 14.84 | 7 | -0.5030% | 892.5 |
| Floater | 4.78% | -3.63% | 89,030 | 5.91 | 3 | +0.0133% | 1,051.5 |
| Op. Retract | 4.80% | 3.81% | 84,404 | 3.19 | 17 | -0.0332% | 1,022.1 |
| Split-Share | 5.03% | 4.60% | 182,692 | 4.03 | 15 | -0.0915% | 1,040.3 |
| Interest Bearing | 6.63% | 6.74% | 88,032 | 6.13 | 4 | -0.1892% | 1,039.0 |
| Perpetual-Premium | 5.38% | 5.07% | 138,853 | 7.46 | 34 | -0.1712% | 1,021.5 |
| Perpetual-Discount | 4.99% | 5.02% | 562,211 | 15.46 | 29 | -0.0819% | 977.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| MFC.PR.A | OpRet | -1.9724% | New low of 24.82 today. Now with a pre-tax bid-YTW of 4.18% based on a bid of 24.85 and a softMaturity 2015-12-18 at 25.00. |
| BCE.PR.I | FixFloat | -1.9259% | New low of 19.76 today, with a few odd-lots trading at 19.75. Exchange/Reset date is 2011-8-1 (exchanges with series ‘AJ’, not issued); until then, pays 4.65% of par. |
| BCE.PR.R | FixFloat | -1.7073% | New low of 20.00 today. Exchange/Reset date is 2010-12-1 (exchanges with series ‘Q’, not issued); until then, pays 4.54% of par. |
| BNS.PR.K | PerpetualPremium (for now!) | -1.4141% | New low of 24.36 today. Now with a pre-tax bid-YTW of 4.97% based on a bid of 24.40 and a limitMaturity. |
| BAM.PR.N | PerpetualDiscount | -1.3095% | New low of 22.52 today, but volumes are still low. Tick … tick … tick …. Now with a pre-tax bid-YTW of 5.31% based on a bid of 22.61 and a limitMaturity. |
| BNS.PR.M | PerpetualDiscount | -1.0865% | New low of 22.55 today. Now with a pre-tax bid-YTW of 5.02% based on a bid of 22.76 and a limitMaturity. |
| BNS.PR.L | PerpetualDiscount | -1.0865% | New low of 22.89 today. Now with a pre-tax bid-YTW of 5.00% based on a bid of 22.76 and a limitMaturity. |
| ELF.PR.G | PerpetualDiscount | +1.1442% | A rebound from three days of horror. Now with a pre-tax bid-YTW of 5.45% based on a bid of 22.10 and a limitMaturity. |
| SLF.PR.D | PerpetualDiscount | +1.3212% | Now with a pre-tax bid-YTW of 5.01% based on a bid of 22.24 and a limitMaturity. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| IGM.PR.A | OpRet | 202,199 | Now with a pre-tax bid-YTW of 4.43% based on a bid of 26.50 and a call 2009-7-30 at 26.00. |
| SLF.PR.E | PerpetualDiscount | 60,540 | Now with a pre-tax bid-YTW of 5.04% based on a bid of 22.35 and a limitMaturity. |
| CM.PR.C | PerpetualPremium | 59,875 | Nesbitt crossed 37,100 at 26.20. To be redeemed July 31. |
| TD.PR.O | PerpetualPremium (for now!) | 56,736 | RBC crossed 25,000 at 24.95. Now with a pre-tax bid-YTW of 4.91% based on a bid of 24.95 and a limitMaturity. |
| BNS.PR.K | PerpetualPremium (for now!) | 41,920 | Nesbitt sold 19,000 to RBC at 24.50. Now with a pre-tax bid-YTW of 4.97% based on a bid of 24.40 and a limitMaturity. |
There were thirty-six other $25-equivalent index-included issues trading over 10,000 shares today.