| 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 | 4.18% | 4.13% | 32,302 | 10.53 | 2 | +0.1607% | 1,018.5 |
| Fixed-Floater | 4.82% | 3.92% | 124,432 | 14.71 | 7 | -0.2968% | 1,026.5 |
| Floater | 4.49% | -21.99% | 66,172 | 6.52 | 5 | +0.1663% | 1,030.9 |
| Op. Retract | 4.66% | 1.19% | 81,252 | 2.27 | 18 | +0.0646% | 1,027.3 |
| Split-Share | 5.00% | 3.49% | 162,026 | 3.33 | 9 | +0.0469% | 1,028.0 |
| Interest Bearing | 6.94% | 5.58% | 63,579 | 2.37 | 7 | +0.0142% | 1,015.5 |
| Perpetual-Premium | 5.07% | 4.01% | 225,367 | 4.18 | 49 | 0.0112% | 1,043.2 |
| Perpetual-Discount | 4.59% | 4.62% | 820,841 | 14.96 | 8 | +0.0406% | 1,038.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with absolute returns greater than 1% on the day. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| CM.PR.I | PerpetualDiscount | 288,892 | Today was the first day of trading. |
| IAG.PR.A | PerpetualDiscount | 202,150 | Scotia crossed 100,000 at 25.00, so that was half of it! Yield-to-Worst of 4.65% based on never being called – bid price at the close was 24.96. It pays $1.15 and is priced a little higher than the new CM.PR.I, which pay a little bit more and are a better credit. So go figure. |
| IGM.PR.A | OpRet | 143,327 | Pre-tax YTW at the closing bid of $28.24 is 2.50%, based on a call 2009-7-30 at $26.00. |
| CM.PR.B | PerpetualPremium | 60,120 | Has been called for redemption. |
| SLF.PR.B | PerpetualPremium | 45,220 | Pre-tax YTW of 4.38%, based on a closing bid of $25.90 and a call 2014-10-30 at $25.00. |
There were seventeen other index-included issues trading over 10,000 shares today.