| 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 | 4.32% | 4.28% | 25,766 | 16.72 | 2 | 0.1003% | 997.1 |
| Fixed-Floater | 4.94% | 4.11% | 266,895 | 14.04 | 6 | -0.0913% | 1,002.9 |
| Floater | 4.60% | -17.08% | 57,608 | 6.46 | 5 | 0.1122% | 1,006.1 |
| Op. Retract | 4.72% | 3.13% | 76,205 | 2.70 | 18 | -0.0493% | 1,001.5 |
| Split-Share | 5.01% | 3.79% | 57,912 | 2.78 | 10 | 0.0158% | 1,002.2 |
| Interest Bearing | 6.85% | 5.29% | 62,051 | 2.16 | 7 | -0.0111% | 1,019.9 |
| Perpetual-Premium | 5.29% | 4.38% | 174,083 | 4.09 | 42 | 0.1007% | 1,008.2 |
| Perpetual-Discount | 4.75% | 4.79% | 360,131 | 15.14 | 13 | 0.0851% | 1,009.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| W.PR.H | PerpetualPremium | +1.0121% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BC.PR.C | FixedFloater | 25,459 | |
| PWF.PR.L | PerpetualPremium | 20,145 | |
| SLF.PR.B | PerpetualDiscount | 15,300 | |
| RY.PR.K | OpRet | 14,739 | BMO bought 12,500 from anonymous @ 25.16 |
| CM.PR.C | PerpetualPremium | 12,380 | |