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 |
4.37% |
4.35% |
27,491 |
16.59 |
2 |
-0.6225% |
987.0 |
Fixed-Floater |
4.95% |
4.23% |
260,148 |
16.56 |
6 |
-0.0794% |
1,000.7 |
Floater |
4.58% |
-20.16% |
58,479 |
6.43 |
5 |
0.1990% |
1,010.1 |
Op. Retract |
4.71% |
2.56% |
75,564 |
2.62 |
18 |
0.1002% |
1,003.1 |
Split-Share |
5.00% |
3.45% |
55,827 |
2.75 |
10 |
0.0657% |
1,004.9 |
Interest Bearing |
6.84% |
5.29% |
60,479 |
2.13 |
7 |
0.0094% |
1,011.8 |
Perpetual-Premium |
5.27% |
4.19% |
165,201 |
3.92 |
42 |
-0.0314% |
1,012.7 |
Perpetual-Discount |
4.72% |
4.72% |
342,788 |
13.08 |
13 |
-0.0014% |
1,020.1 |
Major Price Changes |
Issue |
Index |
Change |
Notes |
There were no major price changes in index-listed issues on the day |
Volume Highlights |
Issue |
Index |
Volume |
Notes |
BMO.PR.I |
OpRet |
37,300 |
Scotia bought 35,000 in three tranches, 2×10,000 from CIBC and 15,000 from Desjardins, all at $25.50. The YTW at 25.45 is 2.23% |
BNS.PR.K |
PerpetualPremium |
32,460 |
BMO bought 27,600 from HSBC in two tranches at 25.50. |
TOC.PR.B |
Floater |
24,277 |
Anonymous bought 23,700 in two tranches (and therefore not necessarily the same anonymous!) from CIBC at 25.50 |
PWF.PR.L |
PerpetualPremium |
15,108 |
|
GWO.PR.I |
PerpetualDiscount |
14,610 |
|
There were six other index-included issues with volumes of more than 10,000 shares.
The YTW on RY.PR.K (an operating retractible) went negative today, based on its closing bid of 25.40.