| 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 | 4.17% | 4.14% | 45,838 | 17.04 | 2 | -0.2605% | 1,036.7 |
| Fixed-Floater | 5.00% | 4.01% | 92,841 | 17.10 | 6 | -0.0208% | 1,022.3 |
| Floater | 4.57% | -18.59% | 56,979 | 0.13 | 4 | +0.0592% | 1,055.7 |
| Op. Retract | 4.72% | 3.07% | 84,123 | 2.12 | 17 | -0.0130% | 1,034.8 |
| Split-Share | 5.01% | 3.68% | 158,554 | 3.18 | 12 | +0.0095% | 1,049.7 |
| Interest Bearing | 6.52% | 5.36% | 63,646 | 2.29 | 5 | +0.1509% | 1,045.5 |
| Perpetual-Premium | 5.04% | 3.95% | 188,012 | 5.07 | 53 | -0.0032% | 1,059.3 |
| Perpetual-Discount | 4.53% | 4.55% | 890,245 | 16.31 | 11 | -0.0473% | 1,065.5 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.I | FixedFloater | -1.4022% | Exchange/Reset date is 2011-08-01 |
| BCE.PR.R | FixedFloater | +1.0971% | Exchange/Reset date is 2010-12-01 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| PWF.PR.I | PerpetualPremium | 209,690 | Now with a pre-tax bid-YTW of 4.35% based on a bid of $26.34 and a call 2008-05-30 at $26.00 |
| TD.PR.O | PerpetualPremium | 60,100 | NationalBank crossed 50,000 @ 26.35. Now with a pre-tax bid-YTW of 4.05% based on a bid of 26.29 and a call 2014-11-30 at $25.00. |
| PIC.PR.A | SplitShare | 87,305 | National Bank spent the day buying from Nesbitt. Now with a pre-tax bid-YTW of 3.93% based on a bid of $15.87 and a hardMaturity 2010-11-1 at $15.00. |
| BNS.PR.M | PerpetualDiscount | 52,600 | Recent new issue. Scotia crossed 20,000 @ 24.90. Now with a pre-tax bid-YTW of 4.54% based on a bid of 24.90 and a limitMaturity. |
| BCE.PR.A | FixedFloater | 35,650 | RBC crossed 30,000 @ 24.95. These are convertable into the not-currently-extant series ‘AB’ Ratchet Rates, 2007-9-1, at which point the current dividend of $1.3625 (5.03% of par) will be reset. Bet it’s lower! |
There were seventeen other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.