| 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 | 4.71% | 4.76% | 44,233 | 16.08 | 2 | -0.1915% | 983.7 |
| Fixed-Floater | 5.41% | 4.64% | 136,343 | 16.23 | 6 | -0.0197% | 955.4 |
| Floater | 4.78% | -5.14% | 77,128 | 0.72 | 3 | -0.1416% | 1,051.7 |
| Op. Retract | 4.74% | 3.24% | 84,671 | 2.36 | 17 | +0.0515% | 1,033.5 |
| Split-Share | 4.96% | 4.25% | 169,759 | 4.01 | 12 | +0.0111% | 1,046.3 |
| Interest Bearing | 6.51% | 6.02% | 63,426 | 3.40 | 5 | -0.1526% | 1,046.6 |
| Perpetual-Premium | 5.13% | 4.33% | 171,967 | 5.17 | 48 | +0.0328% | 1,050.6 |
| Perpetual-Discount | 4.62% | 4.65% | 835,451 | 16.12 | 19 | -0.0274% | 1,053.5 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| AL.PR.E | Floater | -1.0089% | More apparent fallout from the proposed acquisition. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| CM.PR.I | PerpetualPremium | 128,120 | Now with a pre-tax bid-YTW of 4.64% based on a bid of 25.20 and a call 2016-3-1. |
| BMO.PR.J | PerpetualDiscount | 77,570 | Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.66 and a limitMaturity. |
| TD.PR.O | PerpetualPremium | 64,885 | Now with a pre-tax bid-YTW of 4.29% based on a bid of 25.97 and a call 2014-11-30 at 25.00 |
| CM.PR.H | PerpetualPremium | 55,555 | Now with a pre-tax bid-YTW of 4.42% based on a bid of 25.65 and a call 2014-4-29 at 25.00 |
| NA.PR.L | PerpetualPremium | 29,198 | Now with a pre-tax bid-YTW of 4.37% based on a bid of 25.74 and a call 2014-6-14 at 25.00. |
There were thirteen other $25-equivalent index-included issues trading over 10,000 shares today.
[…] 9-May-07 […]