| 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 | 4.04% | 4.04% | 28,646 | 17.37 | 1 | 0.4407% | 1,042.4 |
| Fixed-Floater | 4.79% | 3.27% | 98,815 | 6.39 | 7 | +0.0400% | 1,045.8 |
| Floater | 4.45% | -27.39% | 57,131 | 6.58 | 5 | -0.0078% | 1,054.8 |
| Op. Retract | 4.72% | 2.28% | 74,956 | 2.09 | 18 | +0.0963% | 1,028.7 |
| Split-Share | 5.09% | 1.12% | 308,072 | 2.65 | 14 | +0.0982% | 1,043.1 |
| Interest Bearing | 6.70% | 3.14% | 72,699 | 3.87 | 6 | -0.1340% | 1,035.5 |
| Perpetual-Premium | 5.03% | 3.88% | 232,654 | 5.06 | 51 | +0.0610% | 1,052.3 |
| Perpetual-Discount | 4.54% | 4.57% | 1,083,267 | 15.29 | 10 | +0.0688% | 1,054.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with major price moves today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| SLF.PR.E | PerpetualDiscount | 120,429 | Recent new issue. Now with a pre-tax bid-YTW of 4.58% based on a bid of $24.66 and a limitMaturity. |
| IGM.PR.A | OpRet | 106,677 | Now with a pre-tax bid-YTW of 2.69% based on a bid of 27.92 and a call 2009-7-30 at $26.00. Yield will be 3.81% if it makes it to the softMaturity 2013-6-29 … but with a dividend of $1.4375, I’d be surprised if a perpetual lasted that long. |
| BAM.PR.M | PerpetualDiscount | 74,975 | Now with a pre-tax bid-YTW of 4.81% based on a bid of $24.92 and a limitMaturity. |
| CM.PR.I | PerpetualPremium | 63,260 | Canaccord crossed 33,400 at $25.58. Now with a pre-tax bid-YTW of 4.45% based on a bid of $25.55 and a call 2016-3-1 at 4.45% |
| GWO.PR.I | PerpetualDiscount | 58,850 | Scotia crossed 50,000 at $24.95. Now with a pre-tax bid-YTW of 4.55% based on a bid of $24.95 and a limitMaturity. |
There were eighteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.