| 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% | 4.31% | 25,634 | 16.67 | 2 | 0.1006% | 994.1 |
| Fixed-Floater | 4.94% | 4.15% | 266,483 | 14.04 | 6 | -0.0065% | 1,003.3 |
| Floater | 4.60% | -17.70% | 59,040 | 6.45 | 5 | -0.0158% | 1,007.3 |
| Op. Retract | 4.72% | 3.03% | 76,141 | 2.68 | 18 | 0.1490% | 1,001.5 |
| Split-Share | 5.02% | 3.54% | 56,030 | 2.76 | 10 | -0.0527% | 1,001.4 |
| Interest Bearing | 6.85% | 5.31% | 60,272 | 2.14 | 7 | 0.0585% | 1,011.1 |
| Perpetual-Premium | 5.27% | 4.19% | 169,346 | 3.87 | 42 | 0.0504% | 1,012.01 |
| Perpetual-Discount | 4.72% | 4.75% | 352,073 | 13.79 | 13 | 0.0718% | 1,017.4 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| GWO.PR.E | OpRet | +1.1459% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| GWO.PR.I | PerpetualDiscount | 498,885 | |
| TD.PR.O | PerpetualPremium | 87,000 | |
| RY.PR.A | PerpetualDiscount | 82,400 | |
| SLF.PR.C | PerpetualDiscount | 57,600 | |
| GWO.PR.H | PerpetualDiscount | 56,275 | |
There were ten other index-included issues with volumes of more than 10,000 shares