| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version | |||||||
| 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% | 3.99% | 42,872 | 10.67 | 2 | -0.0798% | 1,021.0 |
| Fixed-Floater | 5.00% | 2.83% | 153,742 | 6.11 | 7 | -0.0066% | 1,026.2 |
| Floater | 4.52% | -15.94% | 75,151 | 6.51 | 5 | 0.1115% | 1,022.2 |
| Op. Retract | 4.68% | 2.30% | 89,145 | 2.37 | 17 | -0.0108% | 1,020.5 |
| Split-Share | 4.95% | 3.64% | 159,085 | 3.64 | 11 | 0.0562% | 1,022.3 |
| Interest Bearing | 6.88% | 5.11% | 56,689 | 1.98 | 7 | -0.1196% | 1,023.9 |
| Perpetual-Premium | 5.08% | 3.97% | 213,795 | 4.36 | 47 | -0.0275% | 1,037.9 |
| Perpetual-Discount | 4.61% | 4.64% | 604,467 | 16.14 | 7 | -0.0636% | 1,030.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BSD.PR.A | InterestBearing | -1.3699% | Now with a pre-tax YTW of 6.04%, based on a bid of $10.08 and a maturity 2015-03-31 |
| BCE.PR.R | FixedFloater | -1.2640% | Looks like a trade of 400 shares at 3:36pm at $25.40 took out the bid and left the next bid at $25.20 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| SLF.PR.D | PerpetualDiscount | 399,590 | See SLF.PR.D : Clearance Sale Winding Down?. It doesn’t look like it, at least as far as volume goes! |
| CM.PR.G | PerpetualPremium | 184,770 | Nesbitt processed an internal cross of 130,000 shares @26.95, Scotia crossed 50,000 @ $26.96. YTW 4.11% based on a call 2010-5-31 @ $26.00. Pays $1.35 with a $0.25 annual decline in premium, so it could very well hang on until the $25.00 call 2014-5-31 to have yielded 4.22% … unless interest rates move! |
| CM.PR.A | OpRet | 170,660 | BMO crossed 65,000 for cash at $26.81, then bought 100,000 for cash from Desjardins at the same price. Odd. They’re nowhere near their ex-Date. I commented on this issue on October 26 |
| MFC.PR.B | PerpetualPremium | 50,195 | BMO bought 14,600 from National @ $25.39, then another 10,700 at the same price. |
| LBS.PR.A | SplitShare | 116,200 | Recent new issue |
There were sixteen other index-included issues trading over 10,000 shares today.
[…] Just a reversal of yesterday’s loss, really : a handful of shares traded just above $25.50. Closed at 25.48-56, 5×5. […]