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 |
4.41% |
4.37% |
29,755 |
16.59 |
2 |
0.0203% |
987.8 |
Fixed-Floater |
4.99% |
4.22% |
295,464 |
13.93 |
6 |
0.2351% |
994.9 |
Floater |
4.59% |
-18.06% |
61,890 |
6.44 |
5 |
-0.0157% |
1,007.9 |
Op. Retract |
4.70% |
2.47% |
73,737 |
2.56 |
18 |
0.1755% |
1,007.6 |
Split-Share |
5.01% |
3.46% |
54,504 |
2.74 |
10 |
-0.0905% |
1,006.1 |
Interest Bearing |
6.82% |
5.13% |
59,583 |
1.88 |
7 |
0.0838% |
1,016.6 |
Perpetual-Premium |
5.25% |
4.25% |
155,939 |
4.09 |
42 |
0.1016% |
1,017.4 |
Perpetual-Discount |
4.70% |
4.68% |
342,629 |
12.39 |
13 |
0.0884% |
1,026.7 |
Major Price Changes |
Issue |
Index |
Change |
Notes |
BC.PR.B |
FixedFloater |
+2.1268% |
A bid came back to offset yesterday’s swoon … partially! No shares were traded. The quote is now 24.01-85, 5×5. |
GWO.PR.E |
OpRet |
+1.2542% |
On light volume of 991 shares, with only 100 shares bid at $26.65 |
Volume Highlights |
Issue |
Index |
Volume |
Notes |
RY.PR.B |
PerpetualDiscount |
230,995 |
Increased volume of late may mean that new-issue buyers see an opportunity to exit … or that unsold inventory is being cleared out … or nothing at all. Take your pick. Since the first day of trading, July 20, the PerpetualDiscount index is up a shade over 2.5% |
GWO.PR.H |
PerpetualDiscount |
50,035 |
|
BC.PR.C |
FixedFloater |
42,419 |
|
MFC.PR.B |
PerpetualDiscount |
38,150 |
Nesbitt bought a total of 25,000 from various dealers at $25.00 shortly before the close. |
PWF.PR.L |
PerpetualPremium |
34,300 |
RBC crossed 27,000 @ 25.80 |
There were seven other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.
This entry was posted on Wednesday, August 30th, 2006 at 8:44 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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