| 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 |
4.34% |
4.31% |
25,634 |
16.67 |
2 |
0.1006% |
994.1 |
| Fixed-Floater |
4.94% |
4.15% |
266,483 |
14.04 |
6 |
-0.0065% |
1,003.3 |
| Floater |
4.60% |
-17.70% |
59,040 |
6.45 |
5 |
-0.0158% |
1,007.3 |
| Op. Retract |
4.72% |
3.03% |
76,141 |
2.68 |
18 |
0.1490% |
1,001.5 |
| Split-Share |
5.02% |
3.54% |
56,030 |
2.76 |
10 |
-0.0527% |
1,001.4 |
| Interest Bearing |
6.85% |
5.31% |
60,272 |
2.14 |
7 |
0.0585% |
1,011.1 |
| Perpetual-Premium |
5.27% |
4.19% |
169,346 |
3.87 |
42 |
0.0504% |
1,012.01 |
| Perpetual-Discount |
4.72% |
4.75% |
352,073 |
13.79 |
13 |
0.0718% |
1,017.4 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| GWO.PR.E |
OpRet |
+1.1459% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| GWO.PR.I |
PerpetualDiscount |
498,885 |
|
| TD.PR.O |
PerpetualPremium |
87,000 |
|
| RY.PR.A |
PerpetualDiscount |
82,400 |
|
| SLF.PR.C |
PerpetualDiscount |
57,600 |
|
| GWO.PR.H |
PerpetualDiscount |
56,275 |
|
There were ten other index-included issues with volumes of more than 10,000 shares
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