| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version |
| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.47% |
4.49% |
39,033 |
16.51 |
1 |
-0.8147% |
991.0 |
| Fixed-Floater |
4.96% |
4.21% |
338,654 |
13.99 |
6 |
0.2265% |
1,000.0 |
| Floater |
4.63% |
-15.64% |
78,789 |
8.03 |
4 |
0.1404% |
1,009.9 |
| Op. Retract |
4.69% |
2.28% |
72,104 |
2.28 |
18 |
0.0667% |
1,010.4 |
| Split-Share |
4.99% |
3.86% |
53,350 |
2.75 |
10 |
-0.1068% |
1,006.2 |
| Interest Bearing |
6.80% |
4.96% |
57,428 |
1.86 |
7 |
0.1029% |
1,019.6 |
| Perpetual-Premium |
5.16% |
4.20% |
183,072 |
4.46 |
48 |
-0.0390% |
1,019.3 |
| Perpetual-Discount |
4.62% |
4.63% |
293,447 |
16.18 |
6 |
0.0143% |
1,028.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BC.PR.B |
FixedFloater |
+1.9167% |
Volume of 600 shares in a single trade at $24.79. Currently quoted at 24.46-80, 6×5 |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BC.PR.C |
FixedFloater |
255,405 |
Boy, changing the terms on these things really helps out volume, eh? |
| SLF.PR.B |
PerpetualPremium |
103,150 |
RBC crossed 100,000 shares at $25.30. These have a pre-tax Yield-to-Worst of 4.62% at the closing bid of $25.27 |
| GWO.PR.I |
PerpetualDiscount |
89,510 |
BMO crossed a lot of 39,500 @24.30 and another lot of 25,400 shares at the same price |
| RY.PR.B |
PerpetualPremium |
88,348 |
|
| WN.PR.E |
PerpetualDiscount |
85,003 |
RBC crossed 68,800 @ 24.70. This issue has a pre-tax YTW of 4.89% at the closing bid of 24.66. |
There were six other index-included issues trading over 10,000 shares today.
This entry was posted on Wednesday, September 6th, 2006 at 9:12 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.