| 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 |
4.47% |
4.50% |
37,321 |
16.52 |
1 |
-0.0412% |
987.8 |
| Fixed-Floater |
4.96% |
4.03% |
331,865 |
13.92 |
6 |
0.1966% |
999.6 |
| Floater |
4.64% |
-14.16% |
72,821 |
8.06 |
4 |
0.0000% |
1,008.6 |
| Op. Retract |
4.70% |
1.96% |
71,926 |
2.55 |
18 |
0.1124% |
1,007.9 |
| Split-Share |
4.99% |
3.84% |
54,189 |
2.76 |
10 |
0.0378% |
1,005.9 |
| Interest Bearing |
6.82% |
5.04% |
57,697 |
1.87 |
7 |
0.0306% |
1,017.5 |
| Perpetual-Premium |
5.16% |
4.23% |
186,825 |
4.47 |
48 |
0.1272% |
1,019.4 |
| Perpetual-Discount |
4.62% |
4.63% |
279,491 |
16.19 |
6 |
-0.1404% |
1,028.0 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BC.PR.C |
FixedFloater |
296,596 |
|
| WN.PR.E |
PerpetualDiscount |
80,296 |
|
| BNS.PR.K |
PerpetualPremium |
41,861 |
|
| CM.PR.G |
PerpetualPremium |
37,000 |
|
| TD.PR.N |
OpRet |
34,760 |
|
There were four other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.
This entry was posted on Tuesday, September 5th, 2006 at 6:14 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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