| 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% | 4.32% | 25,131 | 10.53 | 2 | 0.0600% | 998.5 |
| Fixed-Floater | 4.94% | 4.10% | 271,212 | 9.48 | 6 | 0.0995% | 1,004.0 |
| Floater | 4.59% | -18.43% | 59,738 | 6.44 | 5 | -0.1225% | 1,007.8 |
| Op. Retract | 4.73% | 3.22% | 75,920 | 2.68 | 18 | -0.0433% | 1,000.0 |
| Split-Share | 5.02% | 3.58% | 56,449 | 2.77 | 10 | -0.1930% | 1,001.8 |
| Interest Bearing | 6.85% | 5.25% | 61,310 | 2.14 | 7 | 0.1426% | 1,010.4 |
| Perpetual-Premium | 5.28% | 4.26% | 170,227 | 4.05 | 42 | 0.1159% | 1,010.5 |
| Perpetual-Discount | 4.73% | 4.75% | 352,795 | 13.79 | 13 | 0.2156% | 1,015.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| DFN.PR.A | SplitShare | -1.3347% | |
| BAM.PR.K | Floater | -1.1842% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BC.PR.C | FixedFloater | 117,143 | |
| GWO.PR.H | PerpetualDiscount | 31,700 | |
| BNS.PR.K | PerpetualPremium | 29,600 | |
| PWF.PR.K | PerpetualDiscount | 28,692 | |
| MFC.PR.B | PerpetualDiscount | 17,000 | |
There were five other index-included issues with volumes of more than 10,000 shares