| 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% | 26,501 | 16.73 | 2 | 0.1002% | 998.1 |
| Fixed-Floater | 4.94% | 4.10% | 263,800 | 12.10 | 6 | 0.0996% | 1,003.7 |
| Floater | 4.60% | -16.20% | 58,031 | 6.47 | 5 | -0.0395% | 1,005.7 |
| Op. Retract | 4.71% | 3.14% | 76,756 | 2.70 | 18 | 0.2298% | 1,003.8 |
| Split-Share | 5.01% | 3.62% | 57,299 | 2.78 | 10 | 0.0852% | 1,003.0 |
| Interest Bearing | 6.86% | 5.37% | 62,148 | 2.16 | 7 | -0.1412% | 1,008.5 |
| Perpetual-Premium | 5.29% | 4.36% | 175,286 | 4.24 | 42 | 0.0576% | 1,008.8 |
| Perpetual-Discount | 4.74% | 4.77% | 361,219 | 13,75 | 13 | 0.3045% | 1,012.26 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no major price changes of index-included issues today! | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| MFC.PR.B | PerpetualDiscount | 259,811 | BMO traded 80,000 as an internal cross @ 24.76; BMO bought 25,000 from RBC @24.75; BMO bought 21,200 from TD @24.75 |
| MFC.PR.A | OpRet | 162,573 | Desjardins bought 25,000 from BMO @26.52. The YTW is 3.41% with a ModifiedDuration(YTW) of 7.76 at the closing bid of 26.55 |
| SLF.PR.B | PerpetualDiscount | 126,700 | BMO bought 50,000 from National @25.20; BMO crossed 30,000 (IC) @25,19 |
| WN.PR.E | PerpetualDiscount | 117,800 | RBC crossed 83,300 @ 24.00; Scotia bought 10,000 from RBC @24.00; Scotia bought 17,800 from RBC @24.00. The YTW is 5.00% with a ModifiedDuration(YTW) of 15.45 at the closing bid of $24.00 |
| CM.PR.G | PerpetualPremium | 106,588 | BMO bought 95,000 from Nat @26.49. The YTW is 4.54% with a modified duration of 6.38 at the closing bid of 26.49 |
| TD.PR.O | PerpetualPremium | 104,275 | National crossed 50,000 @25.40; Anonymous bought 50,000 from National @25.40 |
A busy day! There were 15 other index-included issues with volumes in excess of 10,000 shares!