| 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 | 4.21% | 4.23% | 34,748 | 17.00 | 1 | +0.1215% | 1,021.1 |
| Fixed-Floater | 4.80% | 3.87% | 101,228 | 8.38 | 7 | +0.2368% | 1,031.4 |
| Floater | 4.48% | -19.95% | 62,955 | 3.47 | 5 | +0.1340% | 1,038.6 |
| Op. Retract | 4.64% | 1.00% | 81,973 | 2.20 | 17 | -0.0475% | 1,031.6 |
| Split-Share | 5.12% | 2.41% | 140,006 | 2.71 | 8 | +0.2179% | 1,040.6 |
| Interest Bearing | 6.95% | 5.31% | 78,518 | 2.34 | 7 | -0.0019% | 1,025.5 |
| Perpetual-Premium | 5.01% | 3.73% | 294,853 | 4.29 | 52 | +0.0288% | 1,052.0 |
| Perpetual-Discount | 4.55% | 4.54% | 946,271 | 13.31 | 6 | +0.1151% | 1,054.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| FFN.PR.A | SplitShare | -1.4006% | Now with an entirely reasonably pre-tax bid-YTW of 3.31% based on a bid of $10.56 and a hardMaturity at $10.00 on 2009-12-1 |
| GWO.PR.G | PerpetualPermium | +1.1949% | Now with a pre-tax bid-YTW of 3.51% based on a bid of $27.10 and a call 2010-1-30 at $26.00. If it makes it to the $25.00 call 2014-1-30, it will have yielded 3.83%. I call it expensive. |
| WFS.PR.A | SplitShare | +1.2299% | Now with a pre-tax bid-YTW of 3.54% based on a bid of $10.70 and a hard maturity 2011-6-30 at $10.00. An entirely reasonably priced issue. |
| BSD.PR.A | InterestBearing | +1.4199% | Now with a pre-tax bid-YTW of 6.05% (as interest!) based on a bid of $10.00 and a hard maturity 2015-3-31 at $10.00 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| CM.PR.I | PerpetualPremium | 102,755 | Recent new issue. Now with a pre-tax bid-YTW of 4.57% based on a bid of $25.40 and a call 2016-3-1 at $25.00 |
| BCE.PR.R | FixedFloater | 148,375 | Maple crossed 140,000 on a cash basis at $25.36. |
| BCE.PR.T | Scraps | 141,000 | Maple crossed 139,000 for cash at $25.40. They were busy today! |
| GWO.PR.F | PerpetualPremium | 136,245 | Also a heavy trader yesterday. Pre-tax bid-YTW of 1.21% based on a bid of $28.09 and a call 2008-10-30 at $26.00. Even more expensive than the GWO.PR.G mentioned above, if you want to listen to me. |
| BAM.PR.M | PerpetualDiscount | 106,390 | Recent new issue. Now with a pre-tax bid-YTW of 4.65% based on a bid of $25.19 and a call 2016-3-1 at $25.00. |
There were eighteen other index-included issues with over 10,000 shares traded today.
[…] This has been a heavy trader recently. Desjardins crossed 89,600 at 28.15, then after a few hours, crossed 85,400 at the same price […]