| 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 | 4.00% | 3.82% | 81,158 | 3.90 | 1 | +0.2389% | 1,049.4 |
| Fixed-Floater | 4.97% | 3.46% | 110,378 | 4.61 | 5 | +0.0241% | 1,041.7 |
| Floater | 4.72% | -16.25% | 76,368 | 0.67 | 3 | -0.0654% | 1,047.5 |
| Op. Retract | 4.71% | 2.40% | 75,554 | 2.12 | 17 | +0.0099% | 1,031.6 |
| Split-Share | 5.07% | 1.25% | 204,335 | 3.24 | 15 | -0.0273% | 1,043.5 |
| Interest Bearing | 6.48% | 1.67% | 64,473 | 2.33 | 5 | +0.3755% | 1,040.8 |
| Perpetual-Premium | 5.01% | 3.62% | 259,811 | 5.40 | 53 | -0.0284% | 1,055.4 |
| Perpetual-Discount | 4.54% | 4.54% | 823,574 | 14.20 | 9 | -0.0754% | 1,064.1 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| FIG.PR.A | InterestBearing | +1.0891% | Traded as high as $10.37 before closing at $10.21-35, 5×10, on volume of 17,679 shares with a burst of activity (6,538 shares) in the last few minutes before the close. Now with a pre-tax bid-YTW of -13.62 based on a call 2007-04-04 at $10.00, which really sent the average YTW of the InterestBearing index for a loop. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| PIC.PR.A | SplitShare | 210,473 | Nice volume for a seasoned split share! Scotia crossed 70,000 at 16.00. Now with a pre-tax bid-YTW of 3.94% based on a bid of $16.01 and a hardMaturity 2010-11-01 at $15.00 |
| PWF.PR.K | PerpetualPremium | 96,000 | RBC crossed 37,200 at $26.25, then another 40,000 at the same price, then sold 15,000 to Desjardins at the $26.25 mark. Now with a pre-tax bid-YTW of 4.28% based on a bid of $26.25 and a call 2014-11-30 at $25.00. |
| CM.PR.J | PerpetualDiscount | 52,307 | Recent new issue on credit watch positive. Now with a pre-tax bid-YTW of 4.54% based on a bid of $24.93 and a limitMaturity. |
| MFC.PR.C | PerpetualDiscount | 50,995 | Now with a pre-tax bid-YTW of 4.47% based on a bid of $25.05 and a call 2015-4-18 at $25.00. |
| BNS.PR.K | PerpetualPremium | 45,820 | RBC crossed 40,000 at $26.25. Now with a pre-tax bid-YTW of 4.18% based on a bid of $26.11 and a call 2014-5-28 at 25.00. |
There were thirteen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.