| 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 |
4.35% |
4.31% |
25,733 |
16.66 |
2 |
-0.1003% |
993.1 |
| Fixed-Floater |
4.95% |
4.22% |
263,671 |
16.58 |
6 |
-0.1777% |
1,001.5 |
| Floater |
4.59% |
-18.52% |
58,033 |
6.44 |
5 |
0.0878% |
1,008.1 |
| Op. Retract |
4.72% |
2.95% |
75,582 |
2.62 |
18 |
0.0632% |
1,002.1 |
| Split-Share |
5.01% |
3.39% |
56,001 |
2.76 |
10 |
0.2879% |
1,004.3 |
| Interest Bearing |
6.84% |
5.16% |
60,163 |
2.14 |
7 |
0.0592% |
1,011.7 |
| Perpetual-Premium |
5.27% |
4.22% |
167,084 |
3.83 |
42 |
0.1044% |
1,013.1 |
| Perpetual-Discount |
4.71% |
4.73% |
348,333 |
12.34 |
13 |
0.2677% |
1,020.1 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| WFS.PR.A |
SplitShare |
+1.4151% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| STW.PR.A |
InterestBearing |
380,000 |
$10 p.v., so not as much as it sounds … but still respectable! |
| SLF.PR.B |
PerpetualDiscount |
32,570 |
|
| PWF.PR.L |
PerpetualPremium |
23,920 |
|
| BC.PR.C |
FixedFloater |
22,766 |
|
| WN.PR.E |
PerpetualDiscount |
14,053 |
|
There were five other index-included issues with volumes of more than 10,000 shares
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