| 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 | 4.11% | 4.03% | 42,749 | 10.68 | 2 | -0.1794% | 1,019.2 |
| Fixed-Floater | 5.00% | 2.75% | 151,045 | 10.65 | 7 | +0.0864% | 1,027.1 |
| Floater | 4.52% | -16.01% | 74,789 | 6.52 | 5 | 0.0635% | 1,022.9 |
| Op. Retract | 4.67% | 1.94% | 89,693 | 2.37 | 17 | 0.0859% | 1,021.3 |
| Split-Share | 4.95% | 3.47% | 157,739 | 3.26 | 11 | 0.0075% | 1,022.4 |
| Interest Bearing | 6.88% | 5.16% | 57,457 | 1.97 | 7 | 0.0257% | 1,024.2 |
| Perpetual-Premium | 5.07% | 3.88% | 213,084 | 4.32 | 47 | 0.1516% | 1,039.5 |
| Perpetual-Discount | 4.60% | 4.63% | 604,494 | 16.15 | 7 | 0.1804% | 1,032.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BCE.PR.R | FixedFloater | +1.1111% | Just a reversal of yesterday’s loss, really : a handful of shares traded just above $25.50. Closed at 25.48-56, 5×5. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| GWO.PR.X | OpRet | 307,528 | National sold 150,000 @27.55 to Nesbitt, Scotia & Desjardins in the late afternoon. Pre-tax YTW 2.69% based on a bid of $27.55 and a call 2009-10-30 @ $26.00. It only pays $1.20, so it might possibly make it to 2013-9-29, having yielded 3.23%. |
| ACO.PR.A | OpRet | 276,511 | Nesbitt processed an internal cross of 275,000 @ 27.89. Pre-tax YTW of 2.94%, based on a bid of $27.65 and a call 2008-12-31 @ $26.00. It pays $1.4375, so its chances of making it further along the redemption trail are … not good. |
| SLF.PR.D | PerpetualDiscount | 91,007 | The clean-out sale continues, but at a slower pace! |
| SLF.PR.B | PerpetualPremium | 81,885 | A bit, but not much, expensive I’d say, closing at $25.56-63 for a pre-tax YTW of 4.55% based on a call @ $25.00 on 2014-10-30. |
| PWF.PR.D | OpRet | 70,700 | Nesbitt processed an internal cross at $27.18 in the only trade of the day. This issue has trade enough this month that it will be back in the index after rebalancing. |
There were fifteen other index-included issues trading over 10,000 shares today.