| 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% | 4.29% | 26,170 | 16.72 | 2 | 0.3417% | 997.9 |
| Fixed-Floater | 4.94% | 4.15% | 266,577 | 12.09 | 6 | 0.0398% | 1,003.0 |
| Floater | 4.59% | -17.50% | 60,395 | 6.49 | 5 | 0.3516% | 1,009.0 |
| Op. Retract | 4.73% | 3.25% | 76,026 | 2.77 | 18 | -0.2748% | 1,000.4 |
| Split-Share | 5.01% | 3.58% | 56,695 | 2.77 | 10 | 0.0299% | 1,003.7 |
| Interest Bearing | 6.86% | 5.41% | 61,661 | 2.15 | 7 | 0.0255% | 1,009.0 |
| Perpetual-Premium | 5.29% | 4.25% | 172,954 | 4.03 | 42 | -0.0081% | 1,009.3 |
| Perpetual-Discount | 4.74% | 4.77% | 356,306 | 14.49 | 13 | 0.0578% | 1,013.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BAM.PR.J | OpRet | -1.1306% | |
| GWO.PR.E | OpRet | -1.6147% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BAM.PR.B | Floater | 150,530 | |
| BC.PR.C | FixedFloater | 127,913 | |
| PWF.PR.L | PerpetualPremium | 83,950 | |
| RY.PR.A | PerpetualDiscount | 17,320 | |
| GWO.PR.I | PerpetualDiscount | 15,830 | |
There were six other index-included issues with volumes of more than 10,000 shares