| 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 | 4.38% | 4.36% | 29,022 | 16.56 | 2 | 0.0405% | 987.4 |
| Fixed-Floater | 4.96% | 4.20% | 299,177 | 13.99 | 6 | -0.3358% | 1,000.4 |
| Floater | 4.58% | -20.07% | 60,790 | 6.44 | 5 | 0.0557% | 1,010.7 |
| Op. Retract | 4.70% | 2.72% | 74,016 | 2.61 | 18 | 0.1291% | 1,006.4 |
| Split-Share | 5.00% | 3.58% | 55,089 | 2.74 | 10 | 0.0753% | 1,006.5 |
| Interest Bearing | 6.83% | 5.20% | 58,720 | 2.11 | 7 | 0.0696% | 1,013.7 |
| Perpetual-Premium | 5.26% | 4.30% | 158,496 | 3.88 | 42 | 0.0397% | 1,014.6 |
| Perpetual-Discount | 4.70% | 4.70% | 327,845 | 12.36 | 13 | 0.0817% | 1,024.7 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| No major price changes in index-included issues today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.B | PerpetualDiscount | 24,155 | |
| SLF.PR.C | PerpetualDiscount | 16,520 | |
| GWO.PR.I | PerpetualDiscount | 16,159 | |
| PWF.PR.L | PerpetualPremium | 14,205 | |
| SLF.PR.A | PerpetualDiscount | 13,470 | |
There were four other index-included issues with volumes of more than 10,000 shares.