| 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 | 4.06% | 4.08% | 24,910 | 17.30 | 1 | -0.0804% | 1,029.6 |
| Fixed-Floater | 4.76% | 3.18% | 75,254 | 10.73 | 7 | -0.2642% | 1,045.4 |
| Floater | 4.56% | -23.76% | 63,524 | 8.23 | 4 | +0.0688% | 1,043.8 |
| Op. Retract | 4.68% | 2.09% | 78,173 | 2.01 | 17 | -0.0479% | 1,031.4 |
| Split-Share | 5.05% | 0.37% | 393,412 | 2.84 | 11 | +0.1033% | 1,045.4 |
| Interest Bearing | 6.70% | 5.50% | 74,192 | 2.63 | 6 | -0.1111% | 1,035.4 |
| Perpetual-Premium | 5.02% | 3.65% | 230,544 | 5.37 | 55 | -0.0461% | 1,051.8 |
| Perpetual-Discount | 4.50% | 4.53% | 1,482,997 | 16.36 | 5 | -0.0077% | 1,055.3 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with major price moves today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.E | PerpetualDiscount | 313,249 | New issue settled today. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.90 and a limitMaturity |
| PIC.PR.A | SplitShare | 77,623 | It’s not often a seasoned splitShare makes it to the volume list! Desjardins bought 15,000 from RBC at $16.15, then crossed 60,000 at the same price. Now with a pre-tax bid-YTW of 3.63% based on a bid of $16.10 and a hardMaturity 2010-11-01 at $15.00. That’s an interest-equivalent for high-bracket Ontarians of 5.08% … not bad for a less than three year term! |
| BMO.PR.J | PerpetualDiscount | 29,375 | Recent new issue. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.93 and a limitMaturity. |
| PWF.PR.K | PerpetualPremium | 20,500 | RBC bought a total of 14,600 from Scotia in four tranches [2,000 at $26.15, the rest at $26.10] and 1,300 in two other trades at $26.05. Now with a pre-tax bid-YTW of 4.32% based on a bid of $26.05 and a call 2014-11-30 at $25.00. |
| LBS.PR.A | SplitShare | 48,720 | Now with a pre-tax bid-YTW of 3.93%, based on a bid of $10.81 and a hardMaturity 2013-11-29 at $10.00. Interest equivalent for rich people in Ontario of 5.50% … not bad for investment-grade 7-year paper! |
There were ten other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.