| 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.