| 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 | 4.39% | 4.37% | 28,053 | 16.56 | 2 | -0.1206% | 985.0 |
| Fixed-Floater | 4.94% | 4.07% | 284,333 | 11.45 | 6 | 0.0407% | 1,002.6 |
| Floater | 4.58% | -19.92% | 61,906 | 6.44 | 5 | 0.0239% | 1,009.9 |
| Op. Retract | 4.71% | 2.85% | 75,039 | 2.56 | 18 | -0.0039% | 1,004.6 |
| Split-Share | 5.00% | 3.46% | 55,606 | 2.75 | 10 | 0.2173% | 1,005.3 |
| Interest Bearing | 6.83% | 5.14% | 60,101 | 2.12 | 7 | -0.0460% | 1,013.2 |
| Perpetual-Premium | 5.26% | 4.08% | 162,555 | 3.78 | 42 | 0.0400% | 1,014.1 |
| Perpetual-Discount | 4.71% | 4.71% | 333,755 | 12.35 | 13 | 0.1246% | 1,021.9 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| FTN.PR.A | SplitShare | +1.3579% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BC.PR.C | FixedFloater | 635,544 | Scotia crossed 100,000 @25.03; Desjardins crossed 12,000 at the same price. |
| BC.PR.E | Ratchet | 200,000 | Scotia crossed 200,000 @ 25.12 in the only trade of this issue for the day. |
| WN.PR.A | PerpetualPremium | 109,580 | |
| BNS.PR.K | PerpetualPremium | 55,880 | |
| TOC.PR.B | Floater | 40,692 | |
There were nine other index-included issues with volumes of more than 10,000 shares.