February 1, 2007

Technical difficulties (like mainly the fact that I have no brains at all and wiped out a few records in files that now have to be rebuilt … if this gets any worse I’m going to condemned to analyzing equities) preclude preparation of the Index Reports for the next few days. This post will be updated in due course. Sorry!

Major Price Changes
Issue Index Change Notes
BCE.PR.C FixedFloater +1.1041%  
HSB.PR.C PerpetualPremium +1.1236% Now with a pre-tax bid-YTW of 3.87% based on a bid of $27.00 and a call 2010-7-30 at $26.00
AL.PR.E Floater +1.3717%  
Volume Highlights
Issue Index Volume Notes
CM.PR.I PerpetualPremium 203,400 Now with a pre-tax bid-YTW of 4.52% based on a bid of $25.39 and a call 2016-3-1 at $25.00
RY.PR.E PerpetualDiscount 172,524 Recent new issue. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.96 and a limitMaturity
BMO.PR.J PerpetualDiscount 59,550 Recent new issue. Now with a pre-tax bid-YTW of 4.53% based on a bid of $24.96 and a limitMaturity.
SLF.PR.B PerpetualPremium 29,090 Now with a pre-tax bid-YTW of 4.43% based on a bid of $25.75 and a call 2014-10-30 at $25.00.
GWO.PR.I PerpetualDiscount 28,975 Now with a pre-tax bid-YTW of 4.58% based on a bid of $24.77 and a limitMaturity.

There were ten other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.

Update, finally!

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 4.03% 4.03% 27,943 17.39 1 +0.1603% 1,039.5
Fixed-Floater 4.82% 3.58% 108,216 6.36 7 +0.1919% 1,040.4
Floater 4.46% -24.77% 59,009 6.60 5 +0.2230% 1,051.4
Op. Retract 4.72% 2.49% 75,761 2.10 18 -0.0205% 1,027.1
Split-Share 5.15% -0.40% 284,727 2.53 13 +0.0263% 1,044.4
Interest Bearing 6.65% 6.08% 67,549 4.71 7 -0.0275% 1,032.8
Perpetual-Premium 5.04% 4.07% 242,162 4.99 51 +0.0838% 1,051.4
Perpetual-Discount 4.55% 4.58% 973,833 16.24 9 +0.0627% 1,053.6

One Response to “February 1, 2007”

  1. […] This also did well yesterday, but with volume of only 1,600 shares one can’t read too much into it. […]

Leave a Reply

You must be logged in to post a comment.