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 |
4.39% |
4.37% |
28,053 |
16.56 |
2 |
-0.1206% |
985.0 |
Fixed-Floater |
4.94% |
4.07% |
284,333 |
11.45 |
6 |
0.0407% |
1,002.6 |
Floater |
4.58% |
-19.92% |
61,906 |
6.44 |
5 |
0.0239% |
1,009.9 |
Op. Retract |
4.71% |
2.85% |
75,039 |
2.56 |
18 |
-0.0039% |
1,004.6 |
Split-Share |
5.00% |
3.46% |
55,606 |
2.75 |
10 |
0.2173% |
1,005.3 |
Interest Bearing |
6.83% |
5.14% |
60,101 |
2.12 |
7 |
-0.0460% |
1,013.2 |
Perpetual-Premium |
5.26% |
4.08% |
162,555 |
3.78 |
42 |
0.0400% |
1,014.1 |
Perpetual-Discount |
4.71% |
4.71% |
333,755 |
12.35 |
13 |
0.1246% |
1,021.9 |
Major Price Changes |
Issue |
Index |
Change |
Notes |
FTN.PR.A |
SplitShare |
+1.3579% |
|
Volume Highlights |
Issue |
Index |
Volume |
Notes |
BC.PR.C |
FixedFloater |
635,544 |
Scotia crossed 100,000 @25.03; Desjardins crossed 12,000 at the same price. |
BC.PR.E |
Ratchet |
200,000 |
Scotia crossed 200,000 @ 25.12 in the only trade of this issue for the day. |
WN.PR.A |
PerpetualPremium |
109,580 |
|
BNS.PR.K |
PerpetualPremium |
55,880 |
|
TOC.PR.B |
Floater |
40,692 |
|
There were nine other index-included issues with volumes of more than 10,000 shares.
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