| 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% | 26,039 | 16.72 | 2 | -0.0800% | 996.1 |
| Fixed-Floater | 4.94% | 4.06% | 269,384 | 8.87 | 6 | +0.0012% | 1,003.6 |
| Floater | 4.61% | -15.40% | 58,621 | 6.47 | 5 | -0.1508% | 1,005.0 |
| Op. Retract | 4.72% | 3.03% | 76,844 | 2.70 | 18 | 0.0755% | 1,002.0 |
| Split-Share | 5.02% | 3.83% | 57,898 | 2.79 | 10 | -0.0122% | 1,002.0 |
| Interest Bearing | 6.85% | 5.26% | 62,835 | 2.16 | 7 | -0.0886% | 1,010.0 |
| Perpetual-Premium | 5.30% | 4.43% | 176,716 | 4.12 | 42 | -0.0183% | 1,007.2 |
| Perpetual-Discount | 4.75% | 4.80% | 366,161 | 15.14 | 13 | 0.1545% | 1,008.3 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| No major price changes of issues included in indices! | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| IAG.PR.A | PerpetualDiscount | 207,160 | RBC crossed 100,000 @ 24.75, then Scotia did the same. The YTW is 4.69% at the closing bid of $24.73 |
| SLF.PR.C | PerpetualDiscount | 203,700 | |
| SLF.PR.A | PerpetualDiscount | 157,575 | RBC crossed 150,000 @ 24.95 |
| MFC.PR.B | PerpetualDiscount | 155,500 | RBC crossed 150,000 @ 24.70 |
| CM.PR.C | PerpetualPremium | 24,407 | YTW 3.17% at closing bid of $26.75 |