Sorry! The daily report for June 19 will be somewhat delayed.
Later…
| 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 | 5.63% | 5.73% | 29,465 | 14.58 | 2 | 0.0000% | 955.8 |
| Fixed-Floater | 5.59% | 5.79% | 135,188 | 14.56 | 7 | +0.2044% | 899.6 |
| Floater | 4.84% | 4.38% | 92,465 | 5.93 | 3 | -0.1995% | 1,045.9 |
| Op. Retract | 4.82% | 3.87% | 87,236 | 3.21 | 17 | +0.1100% | 1,021.9 |
| Split-Share | 5.03% | 4.57% | 169,002 | 4.00 | 15 | +0.3429% | 1,043.2 |
| Interest Bearing | 6.80% | 7.13% | 88,900 | 6.34 | 4 | -0.2526% | 1,023.3 |
| Perpetual-Premium | 5.41% | 5.16% | 151,048 | 8.25 | 34 | +0.1902% | 1,017.3 |
| Perpetual-Discount | 5.07% | 5.11% | 534,824 | 15.30 | 29 | +0.2672% | 962,7 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| ELF.PR.G | PerpetualDiscount | -1.3004% | Now with a pre-tax bid-YTW of 5.49% based on a bid of 22.01 and a limitMaturity. |
| BAM.PR.J | OpRet | -1.1236% | Now with a pre-tax bid-YTW of 4.74% based on a bid of 26.40. |
| CM.PR.P | PerpetualPremium | +1.1834% | Now with a pre-tax bid-YTW of 5.15% based on a bid of 25.65. |
| SLF.PR.A | PerpetualDiscount | +1.3362% | Now with a pre-tax bid-YTW of 5.06% based on a bid of 23.51 and a limitMaturity. |
| RY.PR.B | PerpetualDiscount | +1.4617% | Now with a pre-tax bid-YTW of 5.02% based on a bid of 23.60 and a limitMaturity |
| FTU.PR.A | SplitShare | +1.4706% | Now with a pre-tax bid-YTW of 4.59% based on a bid of 10.35 |
| PWF.PR.K | PerpetualPremium (for now!) | +1.7012% | Now with a pre-tax bid-YTW of 5.11% based on a bid of 24.51 and a limitMaturity. |
| BCE.PR.A | FixFloat | +1.8634% | |
| SLF.PR.B | PerpetualDiscount | +1.9313% | Now with a pre-tax bid-YTW of 5.06% based on a bid of 23.75 and a limitMaturity. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| MFC.PR.B | PerpetualDiscount | 262,347 | Now with a pre-tax bid-YTW of 4.98% based on a bid of 23.45 and a limitMaturity. |
| MFC.PR.C | PerpetualDiscount | 246,922 | Now with a pre-tax bid-YTW of 4.98% based on a bid of 22.70 and a limitMaturity. |
| SLF.PR.D | PerpetualDiscount | 221,455 | Now with a pre-tax bid-YTW of 5.08% based on a bid of 21.96 and a limitMaturity. |
| SLF.PR.C | PerpetualDiscount | 219,700 | Now with a pre-tax bid-YTW of 5.09% based on a bid of 21.91 and a limitMaturity. |
| CM.PR.J | PerpetualDiscount | 114,645 | Now with a pre-tax bid-YTW of 5.11% based on a bid of 22.33 and a limitMaturity. |
| CM.PR.I | PerpetualDiscount | 112,344 | Now with a pre-tax bid-YTW of 5.11% based on a bid of 23.30 and a limitMaturity. |
There were thirty-four other $25-equivalent index-included issues trading over 10,000 shares today.