| 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 | 4.02% | 4.04% | 26,599 | 17.36 | 1 | +0.6036% | 1,035.8 |
| Fixed-Floater | 4.75% | 2.98% | 74,615 | 10.15 | 7 | +0.1118% | 1,047.6 |
| Floater | 4.56% | -20.79% | 62,140 | 8.22 | 4 | -0.0292% | 1,044.7 |
| Op. Retract | 4.68% | 2.24% | 79,726 | 2.01 | 17 | -0.0402% | 1,030.9 |
| Split-Share | 5.05% | 0.82% | 382,155 | 2.83 | 11 | +0.0109% | 1,045.3 |
| Interest Bearing | 6.70% | 5.81% | 74,426 | 2.63 | 6 | +0.0693% | 1,035.5 |
| Perpetual-Premium | 5.02% | 3.78% | 230,211 | 5.40 | 55 | +0.0156% | 1,051.9 |
| Perpetual-Discount | 4.50% | 4.53% | 1,476,495 | 16.35 | 5 | +0.0081% | 1,056.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| CM.PR.H | PerpetualPremium | +1.0160% | Now with a pre-tax bid-YTW of 4.26%, based on a bid of $25.85 and a call 2014-4-29 at $25.00. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.E | PerpetualDiscount | 122,710 | Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.97 and a limitMaturity |
| NA.PR.K | PerpetualPremium | 106,900 | Desjardins crossed 99,900 at $27.50 … who was the buyer? The pre-tax bid-YTW on this issue is now 1.61% based on a bid of $27.35 and a call 2008-06-14 at $26.00. It will have yielded 3.86% if it makes it to the 2012-6-14 call at $25.00 … but is the risk all that necessary? Look at the other issues, just on this high-volume summary! The issue pays $1.4625 p.a., with a declining call premium of $0.25 p.a. |
| BMO.PR.J | PerpetualDiscount | 81,640 | Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.96 and a limitMaturity. |
| CM.PR.I | PerpetualPremium | 64,372 | Now with a pre-tax bid-YTW of 4.53% based on a bid of $25.35 and a call 2016-3-1 at $25.00. |
| GWO.PR.H | PerpetualPremium | 53,040 | TD crossed 50,000 at $25.92. Now with a pre-tax bid-YTW of 4.38% based on a bid of $25.90 and call 2014-10-30 at $25.00 |
There were twenty-four other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.