| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.17% | 4.19% | 96,309 | 17.05 | 2 | +0.0200% | 998.0 |
| Fixed-Floater | 5.19% | 4.17% | 99,950 | 11.2 | 5 | 0.0004% | 999.8 |
| Floater | 4.55% | -12.93% | 60,535 | 6.45 | 5 | -0.2771% | 1,001.6 |
| Op. Retract | 4.74% | 3.40% | 79,912 | 2.99 | 18 | 0.0305% | 995.3 |
| Split-Share | 5.16% | 4.11% | 48,834 | 2.96 | 14 | 0.1034% | 1,000.4 |
| Interest Bearing | 6.85% | 5.06% | 67,184 | 2.20 | 7 | -0.1400% | 1,009.6 |
| Perpetual | 5.19% | 4.53% | 193,028 | 6.98 | 54 | 0.1018% | 1,004.4 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| AL.PR.E | Floater | -1.05% | 1,800 shares traded |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.W | Perpetual | 176,230 | Jennings crossed 147,500 @25.35 |
| CM.PR.C | Perpetual | 110,378 | BMO bought 100,000 from Scotia @26.90, which was the closing bid. At this price, the YTW of this issue is 2.54% |
| MFC.PR.B | Perpetual | 46,730 | BMO crossed 44,000 @ 24.55 |
| SLF.PR.B | Perpetual | 45,550 | |
| PIC.PR.A | SplitShare | 21,925 | |
| BNS.PR.K | Perpetual | 12,255 | |
There were 13 issues with volume in excess of 10,000 shares.