With the slightly less than expected US Core Rate of Inflation the markets decided that the world would still be in existence next week. Maybe Thursday and Friday are a little iffy, say the bond cowboys, but Monday and Tuesday will probably occur as scheduled.
| 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 | 5.68% | 5.68% | 30,119 | 14.58 | 2 | +0.3124% | 958.8 |
| Fixed-Floater | 5.58% | 5.73% | 135,861 | 14.65 | 7 | +0.8545% | 901.7 |
| Floater | 4.82% | 1.76% | 93,408 | 0.32 | 3 | +0.4177% | 1,051.2 |
| Op. Retract | 4.81% | 3.82% | 85,549 | 2.95 | 17 | +0.1177% | 1,022.7 |
| Split-Share | 5.04% | 4.66% | 170,260 | 4.18 | 15 | +0.0408% | 1,040.0 |
| Interest Bearing | 6.72% | 6.95% | 89,161 | 6.13 | 4 | -0.1010% | 1,031.3 |
| Perpetual-Premium | 5.42% | 5.21% | 150,409 | 8.61 | 34 | +0.2491% | 1,015.4 |
| Perpetual-Discount | 5.08% | 5.13% | 538,904 | 15.27 | 29 | +0.4835% | 959.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.I | FixFloat | +1.0396% | |
| MFC.PR.B | PerpetualDiscount | +1.0730% | Now with a pre-tax bid-YTW of 4.95% based on a bid of 23.55 and a limitMaturity. |
| MFC.PR.C | PerpetualDiscount | +1.1086% | Now with a pre-tax bid-YTW of 4.95% based on a bid of 22.80 and a limitMaturity. |
| BCE.PR.Z | FixFloat | +1.2389% | |
| ELF.PR.G | PerpetualDiscount | +1.2756% | Now with a pre-tax bid-YTW of 5.43% based on a bid of 22.23 and a limitMaturity. |
| PWF.PR.L | PerpetualPremium (for now!) | +1.2842% | Now with a pre-tax bid-YTW of 5.28% based on a bid of 24.45 and a limitMaturity. |
| BCE.PR.G | FixFloat | +3.5348% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.G | PerpetualDiscount | 133,104 | Now with a pre-tax bid-YTW of 5.11% based on a bid of 22.31 and a limitMaturity. |
| BNS.PR.L | PerpetualDiscount | 58,300 | Now with a pre-tax bid-YTW of 5.05% based on a bid of 22.55 and a limitMaturity. |
| TD.PR.O | PerpetualPremium (for now!) | 56,900 | Now with a pre-tax bid-YTW of 5.04% based on a bid of 24.36 and a limitMaturity. |
| BNS.PR.M | PerpetualDiscount | 52,060 | Now with a pre-tax bid-YTW of 5.08% based on a bid of 22.55 and a limitMaturity. |
| BNS.PR.K | PerpetualPremium (for now!) | 35,190 | Now with a pre-tax bid-YTW of 5.08% based on a bid of 23.91 and a limitMaturity. |
There were twenty-one other $25-equivalent index-included issues trading over 10,000 shares today.