| 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 | 4.33% | 4.29% | 26,812 | 16.72 | 2 | 0% | 995.1 |
| Fixed-Floater | 4.95% | 4.19% | 286,504 | 12.13 | 6 | -0.0913% | 1,001.5 |
| Floater | 4.61% | -14.62% | 59,847 | 6.48 | 5 | 0.2939% | 1,004.2 |
| Op. Retract | 4.72% | 3.13% | 77,869 | 2.66 | 18 | 0.0487% | 1,000.6 |
| Split-Share | 5.01% | 3.78% | 59,091 | 2.80 | 10 | 0.0890% | 1,003.0 |
| Interest Bearing | 6.85% | 5.15% | 63,899 | 2.18 | 7 | 0.0697% | 1,010.7 |
| Perpetual-Premium | 5.30% | 4.42% | 121,418 | 4.05 | 41 | -0.0274% | 1,006.6 |
| Perpetual-Discount | 4.76% | 4.80% | 375,590 | 15.83 | 13 | -0.1188% | 1,006.3 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| AL.PR.E | Floater | 1.22% | Was down 1.62% yesterday |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| ACO.PR.A | OpRet | 75,505 | Desjardins crossed 75,000 shares @ 28.25. At this price, they have a YTW of about 2.5% |
| WN.PR.C | PerpetualPremium | 22,200 | RBC crossed 19,700 shares at 25.35 |
| BMO.PR.I | OpRet | 18,400 | RBC crossed 16,400 shares at 25.50 |
| RY.PR.B | PerpetualDiscount | 13,200 | |