| 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 | 4.14% | 4.06% | 41,662 | 10.58 | 2 | -0.6366% | 1,012.7 |
| Fixed-Floater | 4.83% | 3.98% | 140,659 | 12.97 | 7 | -0.3718% | 1,023.3 |
| Floater | 4.52% | -15.65% | 73,056 | 6.50 | 5 | -0.1186% | 1,021.7 |
| Op. Retract | 4.68% | 1.75% | 86,760 | 2.30 | 17 | 0.1302% | 1,022.7 |
| Split-Share | 5.03% | 3.65% | 186,268 | 3.36 | 9 | 0.0467% | 1,022.9 |
| Interest Bearing | 6.89% | 4.30% | 57,813 | 2.43 | 7 | -0.1999% | 1,022.2 |
| Perpetual-Premium | 5.08% | 4.04% | 252,736 | 4.27 | 49 | 0.0001% | 1,039.5 |
| Perpetual-Discount | 4.59% | 5.62% | 610,937 | 16.17 | 7 | 0.2497% | 1,035.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| FCN.PR.A | InterestBearing | -1.8719% | Income Trusts ultimately back up this one, on a miserable day for income trusts! On June 30, 2006, the fund had $152-million in assets to cover $68-million in prefs. Applying an the prospectus, distributions cannot be made to the Capital Unit holders unless coverage exceeds 1.4:1, so it seems reasonable still. But panic panic panic on the TSX! |
| ENB.PR.A | PerpetualPremium | -1.8655% | |
| BCE.PR.S | RatchetRate | -1.2490% | Closed at $24.51-86. Looks like the market feels the offer at $25.60 won’t be happening! |
| BC.PR.C | FixedFloater | -1.1978% | Closed at $25.57-77. Looks like the market feels the offer at $26.25 won’t be happening! |
| MST.PR.A | InterestBearing | +1.0476% | With a name like “Multi-Select Trust” it went up? It gets it come-uppance tomorrow! |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.C | PerpetualPremium | 239,875 | New Issue |
| SLF.PR.D | PerpetualDiscount | 86,890 | Clearance Sale continues! |
| BSD.PR.A | InterestBearing | 85,791 | Backed by Income Trusts! |
| WN.PR.E | PerpetualDiscount | 70,532 | |
| GWO.PR.X | OpRet | 52,453 | |
There were ten other index-included issues trading over 10,000 shares today.