| 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 | 4.13% | 4.09% | 46,156 | 17.12 | 2 | +0.0199% | 1,050.2 |
| Fixed-Floater | 4.96% | 3.97% | 85,926 | 17.14 | 6 | +0.1675% | 1,030.4 |
| Floater | 4.58% | -18.14% | 59,641 | 0.09 | 4 | +0.0100% | 1,054.6 |
| Op. Retract | 4.73% | 3.18% | 84,566 | 2.19 | 17 | +0.0338% | 1,033.3 |
| Split-Share | 5.00% | 3.80% | 164,934 | 3.27 | 12 | -0.0935% | 1,049.1 |
| Interest Bearing | 6.54% | 4.38% | 62,821 | 2.28 | 5 | +0.0640% | 1,042.2 |
| Perpetual-Premium | 5.04% | 3.95% | 192,316 | 5.38 | 53 | -0.0716% | 1,057.7 |
| Perpetual-Discount | 4.53% | 4.54% | 962,934 | 16.33 | 11 | -0.0400% | 1,066.4 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with major price moves today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BNS.PR.M | PerpetualDiscount | 58,290 | Recent new issue. Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.87 and a limitMaturity. |
| CM.PR.D | PerpetualPremium | 43,349 | TD crossed 35,000 at 26.67. Now with a pre-tax bid-YTW of 3.26% based on a bid of 26.59 and a call 2008-5-30 at $26.00. |
| WN.PR.E | PerpetualDiscount | 20,093 | Now with a pre-tax bid-YTW of 4.80% based on a bid of 24.86 and a limitMaturity. Not bad, if the credit stays good! |
| SLF.PR.E | PerpetualDiscount | 17,020 | Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.91 and a limitMaturity. |
| RY.PR.F | PerpetualDiscount | 15,500 | Recent new issue. Now with a pre-tax bid-YTW of 4.52% based on a bid of $24.80 and a limitMaturity. |
There were six other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.