| 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% |
29,022 |
16.56 |
2 |
0.0405% |
987.4 |
| Fixed-Floater |
4.96% |
4.20% |
299,177 |
13.99 |
6 |
-0.3358% |
1,000.4 |
| Floater |
4.58% |
-20.07% |
60,790 |
6.44 |
5 |
0.0557% |
1,010.7 |
| Op. Retract |
4.70% |
2.72% |
74,016 |
2.61 |
18 |
0.1291% |
1,006.4 |
| Split-Share |
5.00% |
3.58% |
55,089 |
2.74 |
10 |
0.0753% |
1,006.5 |
| Interest Bearing |
6.83% |
5.20% |
58,720 |
2.11 |
7 |
0.0696% |
1,013.7 |
| Perpetual-Premium |
5.26% |
4.30% |
158,496 |
3.88 |
42 |
0.0397% |
1,014.6 |
| Perpetual-Discount |
4.70% |
4.70% |
327,845 |
12.36 |
13 |
0.0817% |
1,024.7 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| No major price changes in index-included issues today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| RY.PR.B |
PerpetualDiscount |
24,155 |
|
| SLF.PR.C |
PerpetualDiscount |
16,520 |
|
| GWO.PR.I |
PerpetualDiscount |
16,159 |
|
| PWF.PR.L |
PerpetualPremium |
14,205 |
|
| SLF.PR.A |
PerpetualDiscount |
13,470 |
|
There were four other index-included issues with volumes of more than 10,000 shares.
This entry was posted on Monday, August 28th, 2006 at 9:04 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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