March 8, 2007

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 4.01% 3.88% 90,918 3.89 1 0.0000% 1,047.4
Fixed-Floater 4.98% 3.60% 110,307 4.61 5 -0.2041% 1,040.4
Floater 4.71% -16.84% 73,207 11.03 3 +0.1310% 1,049.8
Op. Retract 4.69% 2.37% 77,791 2.11 17 +0.0822% 1,034.1
Split-Share 5.07% 1.13% 192,781 3.23 15 +0.0956% 1,044.5
Interest Bearing 6.48% 3.55% 65,505 2.33 5 +0.1826% 1,040.2
Perpetual-Premium 5.00% 3.67% 250,940 5.18 53 +0.0132% 1,057.2
Perpetual-Discount 4.53% 4.53% 810,417 13.16 9 +0.0358% 1,066.7
Major Price Changes
Issue Index Change Notes
There were no issues with notable performance today.
Volume Highlights
Issue Index Volume Notes
YPG.PR.A Scraps 181,300 Recent new issue. Now with a pre-tax bid-YTW of 4.51% based on a bid of $24.71 and a softMaturity 2012-12-30.
SLF.PR.E PerpetualDiscount 116,800 RBC crossed 100,000 at 24.95. Now with a pre-tax bid-YTW of 4.50% based on a bid of $24.95 and a limitMaturity.
TD.PR.O PerpetualPremium 111,100 TD crossed 100,000 at $26.40. Now with a pre-tax bid-YTW of 4.13% based on a bid of $26.34 and a call 2014-11-30 at 25.00
DIV.PR.A SplitShare 79,800 Dundee crossed 75,200 at $25.40. This issue will be redeemed March 20 for a total of $25.51071.
BCE.PR.Z FixedFloater 72,169 Nesbitt crossed 70,000 at $25.50.

There were twenty other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.

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