| 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 | 4.38% | 4.39% | 49,358 | 16.71 | 1 | -0.1204% | 1,012.6 |
| Fixed-Floater | 4.91% | 3.93% | 263,462 | 8.97 | 6 | -0.1269% | 1,013.1 |
| Floater | 4.63% | -18.77% | 97,969 | 8.13 | 4 | 0.1497% | 1,018.7 |
| Op. Retract | 4.68% | 2.15% | 84,413 | 2.15 | 18 | 0.1372% | 1,016.5 |
| Split-Share | 4.97% | 2.90% | 60,207 | 2.68 | 10 | 0.1851% | 1,015.8 |
| Interest Bearing | 6.87% | 4.40% | 56,038 | 1.83 | 7 | 0.1814% | 1,025.3 |
| Perpetual-Premium | 5.15% | 3.89% | 177,127 | 4.35 | 48 | 0.0354% | 1,027.4 |
| Perpetual-Discount | 4.58% | 4.60% | 329,911 | 16.24 | 6 | 0.0951% | 1,039.4 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BC.PR.C | FixedFloater | -1.3255% | Volume of 7,240 shares. |
| STW.PR.A | InterestBearing | +1.0536% | |
| CAC.PR.A | SplitShare | +1.2549% | Still attractive at the bid price of 25.28, with a pre-tax YTW of 3.88% based on a maturity in July 2007. It went ex-dividend today … maybe somebody forgot! |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| HSB.PR.C | PerpetualPremium | 94,285 | Scotia crossed 89,500 @ 26.26 |
| BNS.PR.K | PerpetualPremium | 58,700 | Internal cross of 51,900 @ 26.20 by Nesbitt. |
| RY.PR.W | PerpetualPremium | 46,990 | |
| POW.PR.D | PerpetualPremium | 29,650 | Closed at 25.31-49; the bid price gives a pre-tax YTW of 4.81% based on a call in November 2014. It traded as low as $25.15 today. |
| CM.PR.G | PerpetualPremium | 23,725 | Pre-tax YTW of 4.61% at the bid price of $26.20, based on a call in 2014. |
There were fourteen other index-included issues trading over 10,000 shares today.