| 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% | 4.33% | 27,064 | 16.73 | 2 | 0.1808% | 996.9 |
| Fixed-Floater | 4.94% | 4.13% | 278,149 | 6.96 | 6 | +0.2064% | 1,003.6 |
| Floater | 4.60% | -15.74% | 59,351 | 6.50 | 5 | 0.2320% | 1,006.5 |
| Op. Retract | 4.72% | 3.04% | 77,385 | 2.71 | 18 | 0.0642% | 1,001.2 |
| Split-Share | 5.01% | 3.84% | 58,552 | 2.80 | 10 | -0.087% | 1,002.1 |
| Interest Bearing | 6.85% | 5.15% | 62,987 | 1.94 | 7 | 0.0200% | 1,010.9 |
| Perpetual-Premium | 5.30% | 4.41% | 178,424 | 4.06 | 42 | 0.0801% | 1,007.4 |
| Perpetual-Discount | 4.76% | 4.80% | 367,687 | 15.14 | 13 | 0.0473% | 1,006.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| CM.PR.A | OpRet | +1.50% | No shares traded! The bid is now 27.00-51, 5×12, up from 26.60-58 yesterday. The YTW at the bid is 1.50% |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| PWF.PR.L | PerpetualPremium | 442,125 | Heavy trading on its first day! See A sparkling debut for PWF.PR.L! |
| ACO.PR.A | OpRet | 68,686 | Global crossed 33,900 @28.60 for delayed delivery; and then 33,900 @28.25 for regular settlement. The ex-date was today, dividend of $0.359375. Clearly some kind of dividend-capture strategy at work here. |
| SLF.PR.B | PerpetualDiscount | 31,236 | National Bank crossed 10,000 @ $25.00 after selling 8,000 to BMO at $25.03 |
| RY.PR.K | OpRet | 14,737 | BMO crossed 13,500 @ $25.20 |