| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.38% |
4.36% |
28,809 |
16.57 |
2 |
0.2026% |
987.0 |
| Fixed-Floater |
4.94% |
4.10% |
301,838 |
11.40 |
6 |
0.1157% |
1,003.8 |
| Floater |
4.58% |
-20.08% |
61,448 |
6.43 |
5 |
0.0168% |
1,010.1 |
| Op. Retract |
4.70% |
2.53% |
74,078 |
2.56 |
18 |
0.0531% |
1,005.1 |
| Split-Share |
5.00% |
3.41% |
54,803 |
2.75 |
10 |
0.0439% |
1,005.7 |
| Interest Bearing |
6.83% |
5.23% |
58,604 |
2.12 |
7 |
-0.0248% |
1,013.0 |
| Perpetual-Premium |
5.26% |
4.22% |
160,712 |
4.13 |
42 |
0.0096% |
1,014.2 |
| Perpetual-Discount |
4.70% |
4.70% |
330,141 |
12.37 |
13 |
0.1964% |
1,023.9 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| No major price changes in index-included issues today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BC.PR.C |
FixedFloater |
663,038 |
Desjardins crossed 650,000 @ 25.03 |
| RY.PR.W |
PerpetualPremium |
75,900 |
Nesbitt crossed 50,000 @ 25.80. This issue has a YTW of 4.46% at the closing bid of $25.75 |
| WN.PR.E |
PerpetualDiscount |
42,670 |
|
| POW.PR.D |
PerpetualPremium |
26,389 |
|
| PWF.PR.F |
PerpetualPremium |
15,175 |
National bought a total of 13,100 in four tranches, notably 11,600 from Royal at $25.80 |
There were four other index-included issues with volumes of more than 10,000 shares.
This entry was posted on Friday, August 25th, 2006 at 9:05 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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