| 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 | 4.74% | 4.80% | 43,199 | 16.02 | 2 | 0.0000% | 983.7 |
| Fixed-Floater | 5.43% | 4.69% | 136,206 | 16.14 | 6 | -0.3453% | 952.1 |
| Floater | 4.79% | -3.66% | 77,599 | 5.62 | 3 | -0.1723% | 1,049.8 |
| Op. Retract | 4.74% | 3.26% | 84,254 | 2.35 | 17 | -0.0109% | 1,033.4 |
| Split-Share | 4.97% | 4.37% | 167,000 | 4.01 | 12 | -0.2354% | 1,043.8 |
| Interest Bearing | 6.52% | 6.07% | 62,837 | 3.39 | 5 | -0.1457% | 1,045.1 |
| Perpetual-Premium | 5.13% | 4.35% | 170,483 | 5.16 | 48 | +0.0188% | 1,050.8 |
| Perpetual-Discount | 4.62% | 4.65% | 815,775 | 16.11 | 19 | -0.1083% | 1,052.4 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.R | FixFloat | -1.1106% | Exchange/Reset Date is 2010-12-1 (Exchanges with series ‘Q’, not issued); until then, pays 4.54% of par. Closed at 22.26-74, 7×2. |
| BCE.PR.G | FixFloat | -1.0667% | Exchange/Reset date is 2011-05-01 (Exchanges with BCE.PR.H); until then, pays 4.35% of par. Closed at 22.26-60, 2×8; Hs closed at 23.26-49, 8×49. |
| WFS.PR.A | SplitShare | -1.0427% | Now with a pre-tax bid-YTW of 4.26% based on a bid of 10.44 and a hardMaturity 2011-6-30 at $10.00. Asset coverage is about 2.3:1, based on April 30 NAV. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.G | PerpetualDiscount | 55,438 | Recent new issue. Now with a pre-tax bid-YTW of 4.63% based on a bid of 24.45 and a limitMaturity. |
| BAM.PR.K | Floater | 54,850 | TD bought a total of 50,000 from RBC in three tranches, each at 24.90. |
| CM.PR.I | PerpetualPremium | 43,165 | Now with a pre-tax bid-YTW of 4.65% based on a bid of 25.17 and a call 2016-3-1 at 25.00 |
| BNS.PR.M | PerpetualDiscount | 24,620 | Recent new issue. Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.87 and a limitMaturity. |
| SLF.PR.A | PerpetualPremium | 18,080 | Now with a pre-tax bid-YTW of 4.46% based on a bid of 25.60 and a call 2014-4-30 at 25.00. |
There were four other $25-equivalent index-included issues trading over 10,000 shares today.