| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.16% | 4.17% | 100,269 | 17.09 | 2 | +0.0802% | 997.8 |
| Fixed-Floater | 5.19% | 4.16% | 100,032 | 13.50 | 5 | 0.2057% | 999.8 |
| Floater | 4.54% | -15.19% | 61,553 | 6.45 | 5 | 0.0407% | 1,004.4 |
| Op. Retract | 4.74% | 3.35% | 80,532 | 2.98 | 18 | 0.1594% | 995.0 |
| Split-Share | 5.17% | 4.18% | 48,741 | 3.03 | 14 | -0.0569% | 999.4 |
| Interest Bearing | 6.85% | 5.02% | 66,919 | 2.21 | 7 | 0.2830% | 1,011.1 |
| Perpetual | 5.19% | 4.57% | 194,134 | 7.01 | 54 | 0.1012% | 1,003.4 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BNA.PR.B | SplitShare | -1.00% | 1,600 shares traded |
| WN.PR.B | OpRet | +1.50% | 2,741 shares traded … YTW is now only 3.29% |
| HSB.PR.D | Perpetual | +1.17% | 5,600 shares traded – RBC bought all day. A retail broker getting excited, maybe? |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| MFC.PR.C | Perpetual | 263,565 | Gained 0.25% on day |
| BC.PR.C | Fixed Floater | 167,749 | Gained 0.32% on day |
| CM.PR.C | Perpetual | 114,690 | BMO bought 10,000 from Scotia @26.91, then crossed 68,550 @27.00 on delayed delivery. The YTW at the closing bid of 26.91 is only 2.50% pretax. |
There were 20 issues with volume in excess of 10,000 shares.