| 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 |
5.14% |
5.14% |
81,927 |
15.19 |
2 |
-0.0406% |
1,057.0 |
| Fixed-Floater |
4.88% |
5.11% |
92,385 |
15.32 |
8 |
+0.2075% |
1,023.4 |
| Floater |
5.98% |
6.00% |
149,486 |
13.91 |
2 |
+0.9228% |
807.2 |
| Op. Retract |
4.85% |
2.58% |
87,876 |
3.16 |
16 |
+0.3915% |
1,042.4 |
| Split-Share |
5.32% |
5.49% |
113,820 |
4.12 |
15 |
-0.0847% |
1,024.6 |
| Interest Bearing |
6.36% |
6.93% |
65,312 |
3.65 |
4 |
+0.2061% |
1,050.8 |
| Perpetual-Premium |
5.83% |
5.51% |
85,534 |
6.07 |
11 |
+0.3074% |
1,013.0 |
| Perpetual-Discount |
5.62% |
5.67% |
400,998 |
14.17 |
55 |
+0.2879% |
907.0 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| IAG.PR.A |
PerpetualDiscount |
-2.0720% |
Now with a pre-tax bid-YTW of 5.83% based on a bid of 19.85 and a limitMaturity. |
| BNA.PR.C |
SplitShare |
-1.7604% |
Asset coverage of 3.7+:1 as of November 30 according to the company. Now with a pre-tax bid-YTW of 8.85% based on a bid of 17.30 and a hardMaturity 2019-1-10 at 25.00. Compare with BNA.PR.A (6.08% to 2010-9-30) and BNA.PR.B (7.51% to 2016-3-25). |
| CIU.PR.A |
PerpetualDiscount |
-1.5686% |
Now with a pre-tax bid-YTW of 5.79% based on a bid of 20.08 and a limitMaturity. |
| GWO.PR.I |
PerpetualDiscount |
-1.5144% |
Now with a pre-tax bid-YTW of 5.61% based on a bid of 20.16 and a limitMaturity. |
| SLF.PR.B |
PerpetualDiscount |
-1.3819% |
Now with a pre-tax bid-YTW of 5.64% based on a bid of 21.41 and a limitMaturity. |
| CM.PR.D |
PerpetualDiscount |
-1.3707% |
Now with a pre-tax bid-YTW of 5.94% based on a bid of 24.15 and a limitMaturity. |
| POW.PR.D |
PerpetualDiscount |
-1.3502% |
Now with a pre-tax bid-YTW of 5.53% based on a bid of 22.65 and a limitMaturity. |
| FTU.PR.A |
SplitShare |
-1.2834% |
Asset coverage of 1.7+:1 as of December 14 according to the company. Now with a pre-tax bid-YTW of 7.26% based on a bid of 9.23 and a hardMaturity 2012-12-1 at 10.00. |
| SLF.PR.A |
PerpetualDiscount |
-1.2031% |
Now with a pre-tax bid-YTW of 5.59% based on a bid of 21.35 and a limitMaturity. |
| CM.PR.I |
PerpetualDiscount |
-1.1753% |
Now with a pre-tax bid-YTW of 6.28% based on a bid of 18.73 and a limitMaturity. |
| BAM.PR.N |
PerpetualDiscount |
-1.0857% |
Now with a pre-tax bid-YTW of 6.91% based on a bid of 17.31 and a limitMaturity. |
| RY.PR.E |
PerpetualDiscount |
+1.0643% |
Now with a pre-tax bid-YTW of 5.45% based on a bid of 20.89 and a limitMaturity. |
| W.PR.H |
PerpetualDiscount |
+1.0782% |
Now with a pre-tax bid-YTW of 6.22% based on a bid of 22.50 and a limitMaturity. |
| WFS.PR.A |
SplitShare |
+1.2146% |
Asset coverage of 1.9+:1 as of December 19, according to Mulvihill. Now with a pre-tax bid-YTW of 5.25% based on a bid of 10.00 and a hardMaturity 2011-6-30 at 10.00. |
| PWF.PR.K |
PerpetualDiscount |
+1.3508% |
Now with a pre-tax bid-YTW of 5.40% based on a bid of 23.26 and a limitMaturity. |
| ELF.PR.G |
PerpetualDiscount |
+1.4063% |
Now with a pre-tax bid-YTW of 6.23% based on a bid of 19.47 and a limitMaturity. |
| RY.PR.G |
PerpetualDiscount |
+1.4139% |
Now with a pre-tax bid-YTW of 5.48% based on a bid of 20.80 and a limitMaturity. |
| CM.PR.E |
PerpetualDiscount |
+1.4462% |
Now with a pre-tax bid-YTW of 5.95% based on a bid of 23.50 and a limitMaturity. |
| BAM.PR.M |
PerpetualDiscount |
+1.4577% |
Now with a pre-tax bid-YTW of 6.87% based on a bid of 17.40 and a limitMaturity. |
| BAM.PR.K |
Floater |
+1.4857% |
|
| FBS.PR.B |
SplitShare |
+1.5152% |
Asset coverage of just under 1.7:1 as of December 20, according to TD. Now with a pre-tax bid-YTW of 4.41% based on a bid of 10.05 and a call 2009-1-14 at 10.00. |
| SLF.PR.E |
PerpetualDiscount |
+1.5233% |
Now with a pre-tax bid-YTW of 5.48% based on a bid of 20.66 and a limitMaturity. |
| RY.PR.C |
PerpetualDiscount |
+1.5955% |
Now with a pre-tax bid-YTW of 5.36% based on a bid of 21.65 and a limitMaturity. |
| GWO.PR.H |
PerpetualDiscount |
+1.6348% |
Now with a pre-tax bid-YTW of 5.58% based on a bid of 21.76 and a limitMaturity. |
| BNS.PR.K |
PerpetualDiscount |
+1.9669% |
Now with a pre-tax bid-YTW of 5.34% based on a bid of 22.81 and a limitMaturity. |
| CU.PR.B |
PerpetualPremium |
+2.5237% |
Now with a pre-tax bid-YTW of 5.13% based on a bid of 26.00 and a call 2012-7-1 at 25.00 |
| HSB.PR.D |
PerpetualDiscount |
+4.5414% |
Now with a pre-tax bid-YTW of 5.40% based on a bid of 23.25 and a limitMaturity. |
| BAM.PR.G |
FixFloat |
+4.9972% |
|
| BAM.PR.J |
OpRet |
+5.5064% |
Now with a pre-tax bid-YTW of 4.80% based on a bid of 26.25 and a softMaturity 2018-3-30 at 25.00. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.A |
OpRet |
481,700 |
Global crossed 240,300 for cash at 26.57, then the same number for regular at 26.23. Went ex-dividend today for $0.33125. Now with a pre-tax bid-YTW of 4.69% based on a bid of 25.40 and a softMaturity 2011-7-30 at 25.00. |
| BMO.PR.K |
PerpetualDiscount |
83,200 |
Scotia processed an Internal Cross for 81,200 at 24.80. Now with a pre-tax bid-YTW of 5.42% based on a bid of 24.65 and a limitMaturity. |
| CM.PR.I |
PerpetualDiscount |
59,425 |
Now with a pre-tax bid-YTW of 6.28% based on a bid of 18.73 and a limitMaturity. |
| CM.PR.H |
PerpetualDiscount |
47,114 |
Now with a pre-tax bid-YTW of 6.22% based on a bid of 19.31 and a limitMaturity. |
| BMO.PR.J |
PerpetualDiscount |
39,580 |
Now with a pre-tax bid-YTW of 5.65% based on a bid of 20.17 and a limitMaturity. |
There were thirty-six other index-included $25.00-equivalent issues trading over 10,000 shares today.
This entry was posted on Monday, December 24th, 2007 at 7:44 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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[…] It was something of an interesting month, as early strength crumbled in the face of tax-loss selling; after the December 24 deadline for 2007 settlement passed the market rocketted upwards. Actually, many issues started to bounce back on the 24th – it was December 21 that the selling peaked. […]