| 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 | 4.47% | 4.50% | 37,321 | 16.52 | 1 | -0.0412% | 987.8 |
| Fixed-Floater | 4.96% | 4.03% | 331,865 | 13.92 | 6 | 0.1966% | 999.6 |
| Floater | 4.64% | -14.16% | 72,821 | 8.06 | 4 | 0.0000% | 1,008.6 |
| Op. Retract | 4.70% | 1.96% | 71,926 | 2.55 | 18 | 0.1124% | 1,007.9 |
| Split-Share | 4.99% | 3.84% | 54,189 | 2.76 | 10 | 0.0378% | 1,005.9 |
| Interest Bearing | 6.82% | 5.04% | 57,697 | 1.87 | 7 | 0.0306% | 1,017.5 |
| Perpetual-Premium | 5.16% | 4.23% | 186,825 | 4.47 | 48 | 0.1272% | 1,019.4 |
| Perpetual-Discount | 4.62% | 4.63% | 279,491 | 16.19 | 6 | -0.1404% | 1,028.0 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BC.PR.C | FixedFloater | 296,596 | |
| WN.PR.E | PerpetualDiscount | 80,296 | |
| BNS.PR.K | PerpetualPremium | 41,861 | |
| CM.PR.G | PerpetualPremium | 37,000 | |
| TD.PR.N | OpRet | 34,760 | |
There were four other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.
