| 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 | 4.05% | 4.06% | 30,942 | 17.33 | 1 | -0.2792% | 1,039.5 |
| Fixed-Floater | 4.80% | 3.44% | 97,063 | 8.21 | 7 | -0.2349% | 1,043.3 |
| Floater | 4.44% | -27.51% | 56,296 | 6.58 | 5 | +0.0548% | 1,055.4 |
| Op. Retract | 4.71% | 2.36% | 75,363 | 2.09 | 18 | +0.0586% | 1,029.3 |
| Split-Share | 5.10% | 1.33% | 300,265 | 2.65 | 14 | -0.0784% | 1,042.2 |
| Interest Bearing | 6.69% | 3.14% | 73,775 | 3.87 | 6 | +0.1116% | 1,036.6 |
| Perpetual-Premium | 5.03% | 3.81% | 229,533 | 5.06 | 51 | +0.0076% | 1,052.4 |
| Perpetual-Discount | 4.53% | 4.56% | 1,081,053 | 15.29 | 10 | +0.0928% | 1,055.6 |
| 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 | 291,795 | Recent new issue. |
| WN.PR.E | PerpetualPremium | 142,005 | Now with a pre-tax bid-YTW of 4.79% based on a bid of 25.01 and a limitMaturity. But it’s Pfd-2(low) by DBRS and Credit Watch Negative! |
| RY.PR.E | PerpetualDiscount | 26,865 | Now with a pre-tax bid-YTW of 4.53% based on a bid of $25.00 and a limitMaturity. |
| CM.PR.G | PerpetualPremium | 26,800 | Now with a pre-tax bid-YTW of 4.18% based on a bid of $26.87 and a call 2010-05-31 at $26.00. |
| CM.PR.H | PerpetualPremium | 25,635 | Now with a pre-tax bid-YTW of 4.28% based on a bid of $25.88 and a call 2014-4-29 at $25.00 |
There were fourteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.