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 |
4.11% |
4.12% |
29,321 |
17.22 |
1 |
-0.8397% |
1,027.5 |
Fixed-Floater |
4.78% |
3.52% |
83,608 |
8.36 |
7 |
+0.5784% |
1,038.6 |
Floater |
4.56% |
-22.62% |
65,494 |
4.60 |
4 |
+0.2368% |
1,043.1 |
Op. Retract |
4.67% |
1.90% |
81,625 |
2.04 |
17 |
-0.0274% |
1,032.8 |
Split-Share |
5.11% |
1.02% |
191,300 |
2.26 |
10 |
-0.0159% |
1,049.5 |
Interest Bearing |
6.70% |
5.56% |
74,024 |
2.38 |
6 |
-0.0260% |
1,036.1 |
Perpetual-Premium |
5.01% |
3.47% |
261,681 |
4.76 |
55 |
-0.0875% |
1,054.2 |
Perpetual-Discount |
4.50% |
4.52% |
797,867 |
16.37 |
3 |
-0.3876% |
1,056.6 |
Major Price Changes |
Issue |
Index |
Change |
Notes |
WFS.PR.A |
SplitShare |
-1.0082% |
Now with a pre-tax bid-YTW of 10.80 and a hardMaturity 2011-06-30 at $10.00 |
Volume Highlights |
Issue |
Index |
Volume |
Notes |
RY.PR.A |
PerpetualPremium |
120,400 |
Scotia crossed 86,600 at 25.00 – possibly related to the Scotia and BMO new issues announced today. |
CM.PR.I |
PerpetualPremium |
112,816 |
Now with a pre-tax bid-YTW of 4.61% based on a bid of $25.16 and a call 2016-3-1 at $25.00. |
GWO.PR.I |
PerpetualDiscount |
77,600 |
Now with a pre-tax bid-YTW of 4.60% based on a bid of $24.90 and a limitMaturity. |
TD.PR.O |
PerpetualPremium |
70,900 |
Nesbitt crossed 40,000 at 26.30. Now with a pre-tax bid-YTW of 4.05% based on a bid of $26.30 and a call 2014-11-30 at $25.00. |
MFC.PR.B |
PerpetualPremium |
52,650 |
Nesbitt crossed 45,000 at $25.80. Now with a pre-tax bid-YTW of 4.26% based on a bid of $25.71 and a call 2014-4-18 at $25.00 |
There were twenty other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.
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