Another quarter’s been put to bed! Today was a strong day for bonds and a good day for bond traders, who quit work early in the afternoon. I’ve never quite understood how they get away with that, but they do put in pretty long hours.
| 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 |
5.71% |
5.78% |
26,472 |
14.41 |
2 |
+0.0442% |
960.3 |
| Fixed-Floater |
5.65% |
5.98% |
139,701 |
14.31 |
7 |
-0.4211% |
894.4 |
| Floater |
4.83% |
1.65% |
86,666 |
5.64 |
3 |
+0.1898% |
1,049.1 |
| Op. Retract |
4.83% |
4.02% |
84,365 |
3.14 |
17 |
+0.1554% |
1,021.3 |
| Split-Share |
5.04% |
4.60% |
148,139 |
4.16 |
15 |
+0.1200% |
1,044.7 |
| Interest Bearing |
6.77% |
6.95% |
82,512 |
6.13 |
4 |
+0.3422% |
1,031.4 |
| Perpetual-Premium |
5.42% |
5.12% |
149,690 |
7.42 |
34 |
+0.1280% |
1,022.4 |
| Perpetual-Discount |
5.07% |
5.10% |
483,253 |
15.33 |
29 |
+0.1450% |
965.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BCE.PR.G |
FixFloat |
-2.0277% |
|
| ELF.PR.G |
PerpetualDiscount |
-1.5116% |
Now with a pre-tax bid-YTW of 5.40% based on a bid of 22.06 and a limitMaturity. |
| BCE.PR.Z |
FixFloat |
-1.5111% |
|
| CFS.PR.A |
SplitShare |
+1.0204% |
Now with a pre-tax bid-YTW of 4.47% based on a bid of 9.90 and a hardMaturity 2012-01-31 at 10.00. |
| BNS.PR.M |
PerpetualDiscount |
+1.1312% |
Now with a pre-tax bid-YTW of 5.14% based on a bid of 22.35 and a limitMaturity. |
| IAG.PR.A |
PerpetualDiscount |
+1.3514% |
Now with a pre-tax bid-YTW of 5.13% based on a bid of 22.50 and a limitMaturity. |
| BSD.PR.A |
InterestBearing |
+1.5086% |
Now with a pre-tax bid-YTW of 7.08% based on a bid of 9.42 and a hardMaturity 2015-3-31 at 10.00. |
| BCE.PR.A |
FixFloat |
+1.8981% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BNS.PR.K |
PerpetualPremium (until the rebalancing takes effect!) |
58,770 |
Now with a pre-tax bid-YTW of 4.95% based on a bid of 24.20 and a limitMaturity. |
| RY.PR.A |
PerpetualDiscount |
19,497 |
Now with a pre-tax bid-YTW of 5.03% based on a bid of 22.35 and a limitMaturity. |
| POW.PR.D |
PerpetualDiscount |
18,345 |
Now with a pre-tax bid-YTW of 5.22% based on a bid of 23.96 and a limitMaturity. |
| NA.PR.L |
PerpetualPremium (until the rebalancing takes effect!) |
17,700 |
Now with a pre-tax bid-YTW of 5.06% based on a bid of 24.25 and a limitMaturity. |
| BCE.PR.C |
FixFloat |
14,890 |
|
There were thirteen other $25-equivalent index-included issues trading over 10,000 shares today.
This entry was posted on Saturday, June 30th, 2007 at 12:37 am and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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