Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
Ratchet | 4.05% | 4.05% | 114,297 | 17.35 | 2 | +0.10% | 998.0 |
Fixed-Floater | 5.20% | 3.99% | 90,578 | 10.43 | 5 | +0.04% | 999.2 |
Floater | 4.55% | -15.28% | 59,850 | 6.43 | 5 | -0.16% | 1,001.3 |
Op. Retract | 4.75% | 3.54% | 82,690 | 3.42 | 18 | -0.04% | 992.8 |
Split-Share | 5.17% | 2.75% | 52,516 | 2.79 | 14 | +0.0413% | 998.7 |
Interest Bearing | 6.90% | 5.92% | 66,247 | 2.23 | 7 | -0.06% | 1,002.9 |
Perpetual | 5.20% | 4.71% | 161,075 | 6.61 | 53 | +0.005% | 1,002.8 |
Major Price Changes | |||
Issue | Index | Change | Notes |
NTL.PR.G | – | -1.79% | |
HSB.PR.C | Perp | -1.39% | Bid hit on volume of 900 shares |
POW.PR.D | Perp | -1.01% | |
STR.E | – | +1.18% | Small volume, tiny bid, huge spread |
FAL.PR.B | – | +4.20% | Normalizing bid/ask spread of $1.00 yesterday |
Volume Leaders | |||
Issue | Index | Volume | Notes |
GWO.PR.X | Op. Ret. | 21,779 | |
FTS.PR.E | – | 20,000 | Cross by Scotia |
BC.PR.C | FixedFloater | 14,946 | |
MST.PR.A | InterestBearing | 14,745 | |
SLF.PR.A | Perpetual | 12,005 |