| 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 |
4.15% |
4.10% |
35,185 |
10.58 |
2 |
-0.0600% |
1,018.3 |
| Fixed-Floater |
4.81% |
3.96% |
129,240 |
13.41 |
7 |
+0.0623% |
1,028.2 |
| Floater |
4.51% |
-20.34% |
67,182 |
6.51 |
5 |
+0.1193% |
1,028.5 |
| Op. Retract |
4.67% |
0.50% |
80,537 |
2.28 |
18 |
-0.0129% |
1,026.4 |
| Split-Share |
5.01% |
3.54% |
170,350 |
3.34 |
9 |
0.0137% |
1,027.8 |
| Interest Bearing |
6.92% |
5.32% |
62,737 |
2.39 |
7 |
-0.3642% |
1,017.9 |
| Perpetual-Premium |
5.07% |
3.85% |
236,060 |
3.85 |
49 |
-0.0161% |
1,043.2 |
| Perpetual-Discount |
4.58% |
4.61% |
580,187 |
16.18 |
7 |
+0.1522% |
1,037.5 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BSD.PR.A |
InterestBearing |
-1.2109% |
Plunges again! Sure has been volatile, lately. |
| FCN.PR.A |
InterestBearing |
-1.0837% |
What goes up, must come down! Sometimes, anyway. |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BCE.PR.Z |
FixedFloater |
225,763 |
|
| SLF.PR.C |
PerpetualDiscount |
144,610 |
|
| GWO.PR.X |
OpRet |
104,531 |
|
| SLF.PR.D |
PerpetualDiscount |
41,700 |
Up a lot today! Gained 0.8717% (bid/bid); recovering from the sale. |
| CM.PR.B |
PerpetualPremium |
27,180 |
Will be redeemed in January. |
There were three other index-included issues trading over 10,000 shares today.
This entry was posted on Monday, November 13th, 2006 at 7:33 pm and is filed under Market Action. You can follow any responses to this entry through the RSS 2.0 feed.
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[…] Traded as low as $9.30 in the morning but found a bid in the afternoon to close at 9.70-78, 10×8. This has been very volatile following the Income Trick or Trust (the underlying security is Income Trusts) – last mention here was November 10th. […]