| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version | |||||||
| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.41% | 4.44% | 44,742 | 16.57 | 1 | 0.3232% | 1,010.5 |
| Fixed-Floater | 4.90% | 3.96% | 296,813 | 8.97 | 6 | -0.1241% | 1,012.7 |
| Floater | 4.63% | -18.12% | 96,823 | 8.13 | 4 | 0.1099% | 1,016.9 |
| Op. Retract | 4.69% | 2.25% | 82,807 | 2.20 | 18 | 0.0270% | 1,013.9 |
| Split-Share | 4.98% | 3.04% | 58,243 | 2.68 | 10 | -0.0914% | 1,010.8 |
| Interest Bearing | 6.86% | 4.47% | 56,345 | 2.08 | 7 | 0.0925% | 1,022.8 |
| Perpetual-Premium | 5.14% | 4.11% | 177,754 | 4.16 | 48 | 0.0904% | 1,026.2 |
| Perpetual-Discount | 4.59% | 4.61% | 326,749 | 16.23 | 6 | 0.0966% | 1,036.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with absolute value of returns greater than 1% today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| ACO.PR.A | OpRet | 333,237 | Pre-tax YTW 3.65% at the closing bid of $27.15, the second best in the OpRet index, based on a call in December 2008 at $26. It could very well survive longer, however, since the call price declines by $0.50 p.a. |
| CM.PR.D | PerpetualPremium | 51,200 | Pre-tax YTW of only 3.54% at the closing bid of $27.07, not particularly good for a perp., but I suppose the $1.4375 annual dividend is high enough to convince the market to treat it as a retractible. But I’d rather pay $27.10 for the BNS.PR.J! |
| WN.PR.E | PerpetualDiscount | 42,352 | |
| TD.PR.O | PerpetualPremium | 30,579 | |
| SLF.PR.C | PerpetualDiscount | 29,790 | |
There were fourteen other index-included issues trading over 10,000 shares today.