| 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 | 4.01% | 4.03% | 27,427 | 17.38 | 1 | +0.2405% | 1,036.2 |
| Fixed-Floater | 4.74% | 3.03% | 73,250 | 8.20 | 7 | +0.2887% | 1,049.8 |
| Floater | 4.54% | -23.4% | 61,674 | 4.16 | 4 | +0.1669% | 1,048.6 |
| Op. Retract | 4.68% | 2.20% | 80,508 | 2.00 | 17 | -0.0086% | 1,031.1 |
| Split-Share | 5.05% | 0.06% | 377,084 | 2.83 | 11 | -0.0259% | 1,045.5 |
| Interest Bearing | 6.70% | 5.94% | 72,374 | 4.49 | 6 | +0.0493% | 1,035.5 |
| Perpetual-Premium | 5.01% | 3.79% | 266,212 | 5.54 | 56 | -0.0649% | 1,051.8 |
| Perpetual-Discount | 4.50% | 4.52% | 1,453,490 | 16.34 | 5 | -0.1763% | 1,055.4 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BC.PR.C | FixedFloater | +1.9335% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BNS.PR.L | PerpetualPremium | 229,110 | Recent new issue. Now with a pre-tax bid-YTW of 4.49% based on a bid of $25.05 and a call 2016-5-27 at $25.00. |
| RY.PR.E | PerpetualDiscount | 116,736 | Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.99 and a limitMaturity. |
| GWO.PR.X | OpRet | 79,013 | RBC crossed 75,000 at $27.65. Now with a pre-tax bid-YTW of 2.42% based on a bid of $27.61 and a call 2009-10-30 at $26.00. I had my rant about this yesterday and even updated my evidence, so I’ll give it a rest for now. |
| GWO.PR.H | PerpetualPremium | 59,800 | Now with a pre-tax bid-YTW of 4.44% based on a bid of $25.80 and a call 2014-10-30 at $25.00. |
| BMO.PR.J | PerpetualDiscount | 58,190 | Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.99 and a limitMaturity. |
There were fourteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.