| 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 | 4.14% | 4.05% | 47,522 | 10.65 | 2 | 0.0000% | 1,019.9 |
| Fixed-Floater | 4.97% | 3.87% | 176,435 | 6.49 | 7 | 0.0956% | 1,025.8 |
| Floater | 4.53% | -15.61% | 77,494 | 6.50 | 5 | -0.0634% | 1,017.9 |
| Op. Retract | 4.68% | 2.01% | 87,559 | 2.40 | 17 | -0.0043% | 1,018.2 |
| Split-Share | 4.94% | 3.75% | 161,691 | 3.29 | 11 | -0.1359% | 1,021.3 |
| Interest Bearing | 6.89% | 5.06% | 56,050 | 2.01 | 7 | 0.2452% | 1,022.4 |
| Perpetual-Premium | 5.09% | 3.79% | 217,821 | 4.25 | 47 | 0.0385% | 1,036.0 |
| Perpetual-Discount | 4.57% | 4.60% | 546,688 | 16.20 | 7 | 0.1504% | 1,036.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with major price changes today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| LBS.PR.A | SplitShare | 166,424 | Recent new issue, tops the charts for the third straight day despite being a split share – even accounting for the lower price per share, dollar volume is still impressive. |
| DFN.PR.A | SplitShare | 54,300 | An entirely reasonably priced issue, with a pre-tax yield of 3.89% based on a bid of $10.42, paying $0.525 until maturing 2009-12-1 |
| ELF.PR.G | PerpetualPremium | 43,410 | Another recent new issue. Still bid above par, closing at $25.12-20. |
| PIC.PR.A | SplitShare | 19,463 | So what is this, splitShare Day? This has an entirely respectable pre-tax yield of 3.87%, based on a bid of $16.03 and a maturity at $15.00 on 2010-11-01. |
| WN.PR.E | PerpetualDiscount | 13,129 | Attractively priced at 24.71-75, pre-tax bid yield of 4.84%. |
There were four other index-included issues trading over 10,000 shares today.