| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.09% | 4.10% | 109,453 | 17.25 | 2 | 0.2013% | 996.0 |
| Fixed-Floater | 5.21% | 4.11% | 94,608 | 10.40 | 5 | -0.2201% | 997.2 |
| Floater | 4.55% | -14.84% | 61,183 | 6.44 | 5 | 0.1680% | 1001.6 |
| Op. Retract | 4.75% | 3.56% | 82,776 | 3.00 | 18 | 0.0136% | 992.8 |
| Split-Share | 5.17% | 3.09% | 53,657 | 2.79 | 14 | -0.0876% | 998.8 |
| Interest Bearing | 6.87% | 5.20% | 67,363 | 2.22 | 7 | +0.3095% | 1,008.05 |
| Perpetual | 5.21% | 4.72% | 158,778 | 6.73 | 53 | 0.0170% | 1,001.9 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| CGI.PR.C | SplitShare | -1.53% | Very light volume, all at closing offer – wide spread |
| NA.PR.K | Perpetual | +1.70% | |
| ACO.PR.C | OpRet | +1.07% | Very light volume and small bid at close |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| CM.PR.C | Perpetual | 237,550 | Almost all crossed by Nesbitt @26.70. This issue will be redeemable in a year at $26.00 and have a YTW of only 3.26%. |
| WFS.PR.A | SplitShare | 30.700 | |
| WN.PR.A | Perpetual | 15,980 | YTW of 5.06% |
Great post, Mr. Hymas!