| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.20% | 4.22% | 33,370 | 17.01 | 1 | -0.0404% | 1,020.7 |
| Fixed-Floater | 4.79% | 3.81% | 100,905 | 8.38 | 7 | +0.1629% | 1,033.1 |
| Floater | 4.46% | -25.29% | 63,178 | 3.47 | 5 | +0.6029% | 1,044.9 |
| Op. Retract | 4.64% | 0.86% | 82,781 | 2.19 | 17 | +0.0569% | 1,032.2 |
| Split-Share | 5.10% | 2.27% | 138,530 | 2.72 | 8 | +0.4143% | 1,045.0 |
| Interest Bearing | 6.95% | 5.09% | 79,009 | 2.35 | 7 | +0.2087% | 1,027.6 |
| Perpetual-Premium | 5.00% | 3.71% | 291,647 | 4.30 | 52 | +0.1269% | 1,052.3 |
| Perpetual-Discount | 4.55% | 4.50% | 928,803 | 11.74 | 6 | +0.1675% | 1,056.0 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| LBS.PR.A | SplitShare | +1.2903% | Now with a pre-tax bid-YTW of 3.75% based on a bid of $10.99 and a hardMaturity 2013-11-29 at $10.00. It is interesting to compare this with the FBS.PR.B new issue, which finished its opening data at 10.38-bid for a pre-tax YTW of 1.21% based on a call 2008-1-14 at $10.00, or 3.93% if it lasts until its hardMaturity 2011-12-15 at $10.00. |
| TOC.PR.B | Floater | +1.8010% | What makes this large gain even more odd than it is already, is that it is based on a closing price of $26.00-bid. Global crossed 80,900 for cash at $26.56, then the same number for regular settlement at $26.29. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| FBS.PR.B | SplitShare | 2,347,825 | New issue closed today. Volume was about one-sixth of the issue size! |
| GWO.PR.F | PerpetualPremium | 305,245 | This has been a heavy trader recently. Desjardins crossed 89,600 at 28.15, then after a few hours, crossed 85,400 at the same price |
| BC.PR.B | FixedFloater | 212,900 | Scotia crossed 100,000 at 25.40, then Nesbitt crossed 112,000 at the same price. |
| TOC.PR.B | Floater | 166,500 | See the “performance” table, above. |
| RY.PR.D | PerpetualPremium | 68,240 | Recent new issue. |
There were fourteen other index-included issues with over 10,000 shares traded today.