| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.21% | 4.22% | 93,792 | 17.01 | 2 | -0.3969% | 994.1 |
| Fixed-Floater | 5.23% | 3.92% | 101,384 | 7.48 | 5 | 0.3426% | 1,003.3 |
| Floater | 4.55% | -13.57% | 59,955 | 6.44 | 5 | 0.0163% | 1,001.8 |
| Op. Retract | 4.74% | 3.35% | 79,575 | 2.94 | 18 | 0.0154% | 995.5 |
| Split-Share | 5.18% | 4.17% | 48,195 | 3.02 | 14 | -0.2103% | 998.3 |
| Interest Bearing | 6.85% | 5.05% | 66,536 | 2.20 | 7 | 0.1540% | 1,011.2 |
| Perpetual | 5.19% | 4.50% | 191,523 | 6.93 | 54 | 0.0509% | 1,004.9 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| DFN.PR.A | SplitShares | -1.66% | 9,500 shares traded |
| BCE.PR.A | FixedFloater | +1.34% | 2,900 shares trade. It went ex-dividend today … did someone forget? |
| MST.PR.A | SplitShares | 1.55% | 6,088 shares traded. Gapped from 10.30-40 to 10.46-50 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| SLF.PR.C | Perpetual | 135,540 | 70,000 share internal cross by BMO @24.15; BMO bought 61,600 shares from Dundee at 24.15 in seven trades in last few minutes of session. |
| HSB.PR.D | Perpetual | 126,750 | BMO internal cross of 125,000 shares @26.00 |
| BNS.PR.K | Perpetual | 110,040 | BMO crossed 100,000 shares @25.20 |
| TD.PR.O | Perpetual | 105,900 | BMO crossed 100,000 @25.20 |
| PWF.PR.A | Floater | 103,625 | BMO crossed 100,000 @25.30 |
There were 15 issues with volume in excess of 10,000 shares.