| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version | |||||||
| Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.34% | 4.30% | 26,351 | 16.71 | 2 | 0% | 993.9 |
| Fixed-Floater | 4.94% | 4.13% | 295,668 | 6.94 | 6 | -0.0065% | 1,002.4 |
| Floater | 4.61% | -11.68% | 59,896 | 6.48 | 5 | -0.2258% | 1,001.3 |
| Op. Retract | 4.72% | 3.06% | 78,096 | 2.71 | 18 | 0.1003% | 1,000.09 |
| Split-Share | 5.01% | 3.58% | 59,589 | 2.76 | 10 | -0.0170% | 1,002.1 |
| Interest Bearing | 6.85% | 5.21% | 65,069 | 2.18 | 7 | -0.0916% | 1,010.0 |
| Perpetual-Premium | 5.30% | 4.36% | 122,782 | 3.94 | 41 | -0.0028% | 1,006.8 |
| Perpetual-Discount | 4.76% | 4.80% | 385,848 | 15.84 | 13 | 0.0725% | 1,007.5 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| AL.PR.E | Floater | -1.62% | Volume of 13,375 shares |
| POW.PR.D | PerpetualPremium | -1.48% | Volume of 11,980 shares |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| TCA.PR.Y | PerpetualPremium | 45,894 | |
| SLF.PR.B | PerpetualDiscount | 19,370 | |
| POW.PR.B | PerpetualPremium | 13,600 | |
| AL.PR.E | Floater | 13,375 | Lost 1.62% on day |
| BMO.PR.H | PerpetualPremium | 13,040 shares | |
There were five other index-included issues with volume in excess of 10,000 shares.