| 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 | 4.95% | 4.98% | 42,381 | 15.59 | 2 | -0.3851% | 974.9 |
| Fixed-Floater | 5.58% | 5.00% | 135,867 | 15.65 | 6 | -0.1057% | 927.4 |
| Floater | 4.81% | -2.06% | 76,997 | 11.14 | 3 | +0.1497% | 1,046.0 |
| Op. Retract | 4.75% | 3.39% | 84,051 | 2.33 | 17 | -0.0795% | 1,032.0 |
| Split-Share | 4.98% | 4.22% | 231,241 | 3.97 | 12 | +0.0367% | 1,048.8 |
| Interest Bearing | 6.50% | 6.11% | 68,204 | 3.22 | 5 | +0.0596% | 1,047.9 |
| Perpetual-Premium | 5.15% | 4.66% | 173,916 | 6.15 | 48 | -0.3263% | 1,046.6 |
| Perpetual-Discount | 4.64% | 4.68% | 737,370 | 16.06 | 19 | -0.1475% | 1,047.5 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.I | FixFloat | -2.5676% | Exchange/Reset Date is 2011-8-1 (Exchanges with Series ‘AJ’, not issued); until then, pays 4.65% of par. Closed at 21.25-46, 6×2, touching a 52-week low of 21.00. |
| ELF.PR.G | PerpetualPremium | -1.3546% | Now with a pre-tax bid-YTW of 4.84%, based on a bid of 24.76 and a limitMaturity. |
| CM.PR.E | PerpetualPremium | -1.3158% | Now with a pre-tax bid-YTW of 4.66% based on a bid of 26.25 and a call 2012-11-30 at 25.00. That’s a lot of interest rate protection, with a still-attractive yield! |
| GWO.PR.G | PerpetualPremium | -1.2246% | Now with a pre-tax bid-YTW of 4.78% based on a bid of 25.81 and a call 2014-1-30 at 25.00 |
| BNA.PR.C | SplitShare | -1.2121% | Recently downgraded by DBRS – but still investment grade! Now with a pre-tax bid-YTW of 4.72% based on a bid of 24.45 and a hardMaturity 2019-1-10 at 25.00 |
| RY.PR.B | PerpetualPremium (for now!) | -1.1581% | Now with a pre-tax bid-YTW of 4.76% based on a bid of 24.75 and a limitMaturity. |
| TCA.PR.X | PerpetualPremium | -1.0056% | Now with a pre-tax bid-YTW of 4.54% based on a bid of 53.16 and a call 2013-11-14 at 50.00 |
| BCE.PR.C | FixFloat | +1.2631% | Exchange/Reset date is 2008-03-01 (Exchanges with series ‘AD’, not issued); until then, pays 5.54% of par. Closed at 23.25-64, 11×8 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| HSB.PR.D | PerpetualPremium | 256,650 | National Bank crossed 250,000 at 26.38. Now with a pre-tax bid-YTW of 4.32% based on a bid of 26.31 and a call 2015-1-30 at 25.00. |
| SBN.PR.A | SplitShare | 415,750 | New issue settled today. Now with a pre-tax bid-YTW of 4.63% based on a bid of 10.42 and a hardMaturity 2014-12-1 at 10.00. |
| TD.PR.O | PerpetualPremium | 94,850 | Now with a pre-tax bid-YTW of 4.35% based on a bid of 25.90 and a call 2014-11-30 at 25.00. |
| RY.PR.C | PerpetualDiscount | 56,300 | Now with a pre-tax bid-YTW of 4.66% based on a bid of 24.71 and a limitMaturity. |
| BMO.PR.J | PerpetualDiscount | 53,500 | Now with a pre-tax bid-YTW of 4.56% based on a bid of 24.71 and a limitMaturity. |
There were sixteen other $25-equivalent index-included issues trading over 10,000 shares today.
[…] A dead cat bounce after the downgrade. Now with a pre-tax bid-YTW of 4.51% based on a bid of 24.65 and a hardMaturity 2019-1-10 at 25.00 […]