| 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 | 4.11% | 4.12% | 29,321 | 17.22 | 1 | -0.8397% | 1,027.5 |
| Fixed-Floater | 4.78% | 3.52% | 83,608 | 8.36 | 7 | +0.5784% | 1,038.6 |
| Floater | 4.56% | -22.62% | 65,494 | 4.60 | 4 | +0.2368% | 1,043.1 |
| Op. Retract | 4.67% | 1.90% | 81,625 | 2.04 | 17 | -0.0274% | 1,032.8 |
| Split-Share | 5.11% | 1.02% | 191,300 | 2.26 | 10 | -0.0159% | 1,049.5 |
| Interest Bearing | 6.70% | 5.56% | 74,024 | 2.38 | 6 | -0.0260% | 1,036.1 |
| Perpetual-Premium | 5.01% | 3.47% | 261,681 | 4.76 | 55 | -0.0875% | 1,054.2 |
| Perpetual-Discount | 4.50% | 4.52% | 797,867 | 16.37 | 3 | -0.3876% | 1,056.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| WFS.PR.A | SplitShare | -1.0082% | Now with a pre-tax bid-YTW of 10.80 and a hardMaturity 2011-06-30 at $10.00 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.A | PerpetualPremium | 120,400 | Scotia crossed 86,600 at 25.00 – possibly related to the Scotia and BMO new issues announced today. |
| CM.PR.I | PerpetualPremium | 112,816 | Now with a pre-tax bid-YTW of 4.61% based on a bid of $25.16 and a call 2016-3-1 at $25.00. |
| GWO.PR.I | PerpetualDiscount | 77,600 | Now with a pre-tax bid-YTW of 4.60% based on a bid of $24.90 and a limitMaturity. |
| TD.PR.O | PerpetualPremium | 70,900 | Nesbitt crossed 40,000 at 26.30. Now with a pre-tax bid-YTW of 4.05% based on a bid of $26.30 and a call 2014-11-30 at $25.00. |
| MFC.PR.B | PerpetualPremium | 52,650 | Nesbitt crossed 45,000 at $25.80. Now with a pre-tax bid-YTW of 4.26% based on a bid of $25.71 and a call 2014-4-18 at $25.00 |
There were twenty other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.