| 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 | 4.35% | 4.31% | 25,733 | 16.66 | 2 | -0.1003% | 993.1 |
| Fixed-Floater | 4.95% | 4.22% | 263,671 | 16.58 | 6 | -0.1777% | 1,001.5 |
| Floater | 4.59% | -18.52% | 58,033 | 6.44 | 5 | 0.0878% | 1,008.1 |
| Op. Retract | 4.72% | 2.95% | 75,582 | 2.62 | 18 | 0.0632% | 1,002.1 |
| Split-Share | 5.01% | 3.39% | 56,001 | 2.76 | 10 | 0.2879% | 1,004.3 |
| Interest Bearing | 6.84% | 5.16% | 60,163 | 2.14 | 7 | 0.0592% | 1,011.7 |
| Perpetual-Premium | 5.27% | 4.22% | 167,084 | 3.83 | 42 | 0.1044% | 1,013.1 |
| Perpetual-Discount | 4.71% | 4.73% | 348,333 | 12.34 | 13 | 0.2677% | 1,020.1 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| WFS.PR.A | SplitShare | +1.4151% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| STW.PR.A | InterestBearing | 380,000 | $10 p.v., so not as much as it sounds … but still respectable! |
| SLF.PR.B | PerpetualDiscount | 32,570 | |
| PWF.PR.L | PerpetualPremium | 23,920 | |
| BC.PR.C | FixedFloater | 22,766 | |
| WN.PR.E | PerpetualDiscount | 14,053 | |
There were five other index-included issues with volumes of more than 10,000 shares