| 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 | 4.15% | 4.10% | 35,185 | 10.58 | 2 | -0.0600% | 1,018.3 |
| Fixed-Floater | 4.81% | 3.96% | 129,240 | 13.41 | 7 | +0.0623% | 1,028.2 |
| Floater | 4.51% | -20.34% | 67,182 | 6.51 | 5 | +0.1193% | 1,028.5 |
| Op. Retract | 4.67% | 0.50% | 80,537 | 2.28 | 18 | -0.0129% | 1,026.4 |
| Split-Share | 5.01% | 3.54% | 170,350 | 3.34 | 9 | 0.0137% | 1,027.8 |
| Interest Bearing | 6.92% | 5.32% | 62,737 | 2.39 | 7 | -0.3642% | 1,017.9 |
| Perpetual-Premium | 5.07% | 3.85% | 236,060 | 3.85 | 49 | -0.0161% | 1,043.2 |
| Perpetual-Discount | 4.58% | 4.61% | 580,187 | 16.18 | 7 | +0.1522% | 1,037.5 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BSD.PR.A | InterestBearing | -1.2109% | Plunges again! Sure has been volatile, lately. |
| FCN.PR.A | InterestBearing | -1.0837% | What goes up, must come down! Sometimes, anyway. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BCE.PR.Z | FixedFloater | 225,763 | |
| SLF.PR.C | PerpetualDiscount | 144,610 | |
| GWO.PR.X | OpRet | 104,531 | |
| SLF.PR.D | PerpetualDiscount | 41,700 | Up a lot today! Gained 0.8717% (bid/bid); recovering from the sale. |
| CM.PR.B | PerpetualPremium | 27,180 | Will be redeemed in January. |
There were three other index-included issues trading over 10,000 shares today.
[…] Traded as low as $9.30 in the morning but found a bid in the afternoon to close at 9.70-78, 10×8. This has been very volatile following the Income Trick or Trust (the underlying security is Income Trusts) – last mention here was November 10th. […]