May 9, 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 4.71% 4.76% 44,233 16.08 2 -0.1915% 983.7
Fixed-Floater 5.41% 4.64% 136,343 16.23 6 -0.0197% 955.4
Floater 4.78% -5.14% 77,128 0.72 3 -0.1416% 1,051.7
Op. Retract 4.74% 3.24% 84,671 2.36 17 +0.0515% 1,033.5
Split-Share 4.96% 4.25% 169,759 4.01 12 +0.0111% 1,046.3
Interest Bearing 6.51% 6.02% 63,426 3.40 5 -0.1526% 1,046.6
Perpetual-Premium 5.13% 4.33% 171,967 5.17 48 +0.0328% 1,050.6
Perpetual-Discount 4.62% 4.65% 835,451 16.12 19 -0.0274% 1,053.5
Major Price Changes
Issue Index Change Notes
AL.PR.E Floater -1.0089% More apparent fallout from the proposed acquisition.
Volume Highlights
Issue Index Volume Notes
CM.PR.I PerpetualPremium 128,120 Now with a pre-tax bid-YTW of 4.64% based on a bid of 25.20 and a call 2016-3-1.
BMO.PR.J PerpetualDiscount 77,570 Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.66 and a limitMaturity.
TD.PR.O PerpetualPremium 64,885 Now with a pre-tax bid-YTW of 4.29% based on a bid of 25.97 and a call 2014-11-30 at 25.00
CM.PR.H PerpetualPremium 55,555 Now with a pre-tax bid-YTW of 4.42% based on a bid of 25.65 and a call 2014-4-29 at 25.00
NA.PR.L PerpetualPremium 29,198 Now with a pre-tax bid-YTW of 4.37% based on a bid of 25.74 and a call 2014-6-14 at 25.00.

There were thirteen other $25-equivalent index-included issues trading over 10,000 shares today.

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