| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.05% |
4.05% |
114,297 |
17.35 |
2 |
+0.10% |
998.0 |
| Fixed-Floater |
5.20% |
3.99% |
90,578 |
10.43 |
5 |
+0.04% |
999.2 |
| Floater |
4.55% |
-15.28% |
59,850 |
6.43 |
5 |
-0.16% |
1,001.3 |
| Op. Retract |
4.75% |
3.54% |
82,690 |
3.42 |
18 |
-0.04% |
992.8 |
| Split-Share |
5.17% |
2.75% |
52,516 |
2.79 |
14 |
+0.0413% |
998.7 |
| Interest Bearing |
6.90% |
5.92% |
66,247 |
2.23 |
7 |
-0.06% |
1,002.9 |
| Perpetual |
5.20% |
4.71% |
161,075 |
6.61 |
53 |
+0.005% |
1,002.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| NTL.PR.G |
– |
-1.79% |
|
| HSB.PR.C |
Perp |
-1.39% |
Bid hit on volume of 900 shares |
| POW.PR.D |
Perp |
-1.01% |
|
| STR.E |
– |
+1.18% |
Small volume, tiny bid, huge spread |
| FAL.PR.B |
– |
+4.20% |
Normalizing bid/ask spread of $1.00 yesterday |
| Volume Leaders |
| Issue |
Index |
Volume |
Notes |
| GWO.PR.X |
Op. Ret. |
21,779 |
|
| FTS.PR.E |
– |
20,000 |
Cross by Scotia |
| BC.PR.C |
FixedFloater |
14,946 |
|
| MST.PR.A |
InterestBearing |
14,745 |
|
| SLF.PR.A |
Perpetual |
12,005 |
|
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