| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version. In this version, index values are based at 1,000.0 on 2006-6-30 | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.08% | 4.08% | 30,988 | 17.28 | 1 | -0.0799% | 1,035.8 |
| Fixed-Floater | 4.79% | 3.63% | 85,715 | 10.69 | 7 | +0.1012% | 1,037.2 |
| Floater | 4.58% | -21.16% | 66,971 | 8.25 | 4 | 0.1697% | 1,039.4 |
| Op. Retract | 4.66% | 1.41% | 82,149 | 2.05 | 17 | +0.0670% | 1,033.3 |
| Split-Share | 5.11% | 1.10% | 194,528 | 2.27 | 10 | +0.2282% | 1,044.7 |
| Interest Bearing | 6.70% | 5.35% | 73,379 | 2.39 | 6 | +0.3886% | 1,035.0 |
| Perpetual-Premium | 4.99% | 3.54% | 265,397 | 4.36 | 55 | +0.1153% | 1,055.1 |
| Perpetual-Discount | 4.48% | 4.50% | 793,720 | 16.41 | 3 | -0.0890% | 1,060.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| MST.PR.A | InterestBearing | +1.3834% | Still with an attactive pre-tax bid-YTW of 5.44%, based on a price of 10.26 and a hardMaturity 2009-09-30 at $10.00 |
| IAG.PR.A | PerpetualPremium | +1.3917% | Now with a pre-tax bid-YTW of 4.34% based on a bid of $25.50 and a call 2015-04-30 at $25.00. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| TD.PR.M | OpRet | 345,600 | Global crossed 171,400 for cash at $28.28, then crossed 171,400 for regular settlement at $27.98 in with the same timestamp. This issue went ex-Dividend |
| PWF.PR.A | Scraps | 56,600 | RBC crossed 35,000 at 25.50, then Scotia bought 11,000 from Desjardins, then crossed 10,000 all at the same price. I only just moved this from “Floaters” to “Scraps” on volume considerations. This trading is clearly a conspiracy to make me look silly. |
| RY.PR.A | PerpetualPremium | 25,600 | Now with a pre-tax bid-YTW of 4.46%, based on a bid of 25.15 and a call 2015-6-23 at $25.00. The yield for the limitMaturity is the same, so take your pick. |
| SLF.PR.D | PerpetualDiscount | 24,988 | Now with a pre-tax bid-YTW of 4.50% based on a bid of $24.82 and a limitMaturity |
| GWO.PR.I | PerpetualDiscount | 18,180 | Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.93 and a limitMaturity |
There were six other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.