| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Mean Current Yield (at bid) |
Mean YTW |
Mean Average Trading Value |
Mean Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.21% |
4.23% |
34,748 |
17.00 |
1 |
+0.1215% |
1,021.1 |
| Fixed-Floater |
4.80% |
3.87% |
101,228 |
8.38 |
7 |
+0.2368% |
1,031.4 |
| Floater |
4.48% |
-19.95% |
62,955 |
3.47 |
5 |
+0.1340% |
1,038.6 |
| Op. Retract |
4.64% |
1.00% |
81,973 |
2.20 |
17 |
-0.0475% |
1,031.6 |
| Split-Share |
5.12% |
2.41% |
140,006 |
2.71 |
8 |
+0.2179% |
1,040.6 |
| Interest Bearing |
6.95% |
5.31% |
78,518 |
2.34 |
7 |
-0.0019% |
1,025.5 |
| Perpetual-Premium |
5.01% |
3.73% |
294,853 |
4.29 |
52 |
+0.0288% |
1,052.0 |
| Perpetual-Discount |
4.55% |
4.54% |
946,271 |
13.31 |
6 |
+0.1151% |
1,054.2 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| FFN.PR.A |
SplitShare |
-1.4006% |
Now with an entirely reasonably pre-tax bid-YTW of 3.31% based on a bid of $10.56 and a hardMaturity at $10.00 on 2009-12-1 |
| GWO.PR.G |
PerpetualPermium |
+1.1949% |
Now with a pre-tax bid-YTW of 3.51% based on a bid of $27.10 and a call 2010-1-30 at $26.00. If it makes it to the $25.00 call 2014-1-30, it will have yielded 3.83%. I call it expensive. |
| WFS.PR.A |
SplitShare |
+1.2299% |
Now with a pre-tax bid-YTW of 3.54% based on a bid of $10.70 and a hard maturity 2011-6-30 at $10.00. An entirely reasonably priced issue. |
| BSD.PR.A |
InterestBearing |
+1.4199% |
Now with a pre-tax bid-YTW of 6.05% (as interest!) based on a bid of $10.00 and a hard maturity 2015-3-31 at $10.00 |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| CM.PR.I |
PerpetualPremium |
102,755 |
Recent new issue. Now with a pre-tax bid-YTW of 4.57% based on a bid of $25.40 and a call 2016-3-1 at $25.00 |
| BCE.PR.R |
FixedFloater |
148,375 |
Maple crossed 140,000 on a cash basis at $25.36. |
| BCE.PR.T |
Scraps |
141,000 |
Maple crossed 139,000 for cash at $25.40. They were busy today! |
| GWO.PR.F |
PerpetualPremium |
136,245 |
Also a heavy trader yesterday. Pre-tax bid-YTW of 1.21% based on a bid of $28.09 and a call 2008-10-30 at $26.00. Even more expensive than the GWO.PR.G mentioned above, if you want to listen to me. |
| BAM.PR.M |
PerpetualDiscount |
106,390 |
Recent new issue. Now with a pre-tax bid-YTW of 4.65% based on a bid of $25.19 and a call 2016-3-1 at $25.00. |
There were eighteen other index-included issues with over 10,000 shares traded today.
This entry was posted on Thursday, December 14th, 2006 at 10:51 pm and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
You can leave a response, or trackback from your own site.
[…] This has been a heavy trader recently. Desjardins crossed 89,600 at 28.15, then after a few hours, crossed 85,400 at the same price […]