| 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 | 5.66% | 5.78% | 29,564 | 14.40 | 2 | +0.3098% | 959.9 |
| Fixed-Floater | 5.40% | 5.61% | 139,067 | 14.65 | 7 | +0.2492% | 931.4 |
| Floater | 4.83% | 2.31% | 89,320 | 5.85 | 3 | +0.0941% | 1,048.5 |
| Op. Retract | 4.83% | 3.97% | 85,920 | 3.12 | 17 | +0.0440% | 1,020.2 |
| Split-Share | 5.02% | 4.57% | 158,983 | 3.98 | 15 | +0.0636% | 1,043.7 |
| Interest Bearing | 6.80% | 7.15% | 85,677 | 6.12 | 4 | -0.2294% | 1,022.6 |
| Perpetual-Premium | 5.41% | 5.18% | 149,877 | 8.33 | 34 | +0.0403% | 1,018.5 |
| Perpetual-Discount | 5.06% | 5.11% | 509,165 | 15.30 | 29 | -0.1440% | 964.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| SLF.PR.A | PerpetualDiscount | -1.5481% | Now with a pre-tax bid-YTW of 5.06% based on a bid of 23.53 and a limitMaturity. |
| BAM.PR.N | PerpetualDiscount | -1.0835% | Now with a pre-tax bid-YTW of 5.45% based on a bid of 21.91 and a limitMaturity. |
| W.PR.H | PerpetualPremium | +1.2749% | Now with a pre-tax bid-YTW of 5.40% based on a bid of 25.42 and a limitMaturity (which seems odd, I know, but almost the entire premium is about to be paid as a dividend). |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| SLF.PR.E | PerpetualDiscount | 68,200 | Now with a pre-tax bid-YTW of 5.08% based on a bid of 22.25 and a limitMaturity. |
| TD.PR.O | PerpetualPremium (for now!) | 55,100 | Now with a pre-tax bid-YTW of 5.07% based on a bid of 24.25 and a limitMaturity. |
| BMO.PR.J | PerpetualDiscount | 54,916 | Now with a pre-tax bid-YTW of 5.12% based on a bid of 22.19 and a limitMaturity. |
| MFC.PR.B | PerpetualDiscount | 54,687 | There was an anonymous seller of 18,800 to RBC and 11,200 to Nesbitt, in four tranches, all at 23.50. Now with a pre-tax bid-YTW of 4.97% based on a bid of 23.50 and a limitMaturity. |
| ALB.PR.A | SplitShare | 34,763 | Now with a pre-tax bid-YTW of 4.11% based on a bid of 25.10 and a call at 25.00 2008-3-29. |
There were thirteen other $25-equivalent index-included issues trading over 10,000 shares today.