| 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 | 4.34% | 4.30% | 26,084 | 16.69 | 2 | -0.3580% | 994.5 |
| Fixed-Floater | 4.94% | 4.16% | 260,451 | 12.10 | 6 | -0.1120% | 1,002.6 |
| Floater | 4.60% | -15.49% | 58,372 | 6.48 | 5 | -0.0237% | 1,005.5 |
| Op. Retract | 4.71% | 3.11% | 76,392 | 2.70 | 18 | -0.0576% | 1,003.2 |
| Split-Share | 5.01% | 3.61% | 56,630 | 2.78 | 10 | 0.0380% | 1,003.4 |
| Interest Bearing | 6.86% | 5.41% | 61,694 | 2.16 | 7 | 0.0253% | 1,008.7 |
| Perpetual-Premium | 5.29% | 4.24% | 174,239 | 4.24 | 42 | 0.0604% | 1,009.4 |
| Perpetual-Discount | 4.73% | 4.78% | 358,602 | 15.15 | 13 | 0.0790% | 1,013.1 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no major price changes of index-included issues today! | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.A | PerpetualDiscount | 200,800 | BMO crossed 200,000 @ 24.40 |
| CM.PR.G | PerpetualPremium | 136,700 | National Crossed 24,000 @ 26.50; BMO bought 99,700 from National @26.49 |
| WN.PR.E | PerpetualDiscount | 129,842 | |
| TOC.PR.B | FloatingRate | 60,161 | BMO crossed 36,800 @ 25.45 |
| GWO.PR.F | PerpetualPremium | 56,069 | Scotia crossed 56,000 @ 27.18The YTW is 3.90% with a modified duration of 2.07 at the closing bid of 27.15 |
Another active day. There were nine other “normal” (determined by par value) issues included within the indices that traded more than 10,000 shares.