| 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% |
44,215 |
16.49 |
1 |
0.0407% |
999.6 |
| Fixed-Floater |
4.91% |
3.88% |
320,079 |
11.53 |
6 |
0.0529% |
1,011.4 |
| Floater |
4.66% |
-15.45% |
95,396 |
8.12 |
4 |
0.3020% |
1,011.9 |
| Op. Retract |
4.69% |
2.54% |
80,772 |
2.40 |
18 |
0.0728% |
1,012.7 |
| Split-Share |
4.98% |
2.29% |
56,485 |
2.70 |
10 |
0.2561% |
1,012.4 |
| Interest Bearing |
6.86% |
4.69% |
56,971 |
2.09 |
7 |
-0.0011% |
1,020.5 |
| Perpetual-Premium |
5.14% |
4.16% |
179,827 |
4.24 |
48 |
0.0089% |
1,023.7 |
| Perpetual-Discount |
4.61% |
4.62% |
321,973 |
16.21 |
6 |
0.1369% |
1,031.7 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| No index-included issues had bid/bid price changes in excess of 1% today. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| GWO.PR.X |
OpRet |
201,884 |
YTW is 2.82% based on a call in 2009; YTM is 3.28% if it survives until its soft retraction in 2013. |
| BAM.PR.K |
Floater |
188,450 |
|
| WN.PR.B |
OpRet |
182,875 |
YTW 3.12% based on call in 2009 immediately prior to retraction period. |
| CM.PR.B |
PerpetualPremium |
137,600 |
YTW 4.23% based on call effective March ’07; it pays $1.50, just a shade under the RY.PR.S, which paid $1.525 and were called at a similar premium at the first opportunity. |
| WN.PR.E |
PerpetualDiscount |
111,221 |
|
There were twenty-two other index-included issues trading over 10,000 shares today.
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