| 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 | 4.38% | 4.36% | 28,809 | 16.57 | 2 | 0.2026% | 987.0 |
| Fixed-Floater | 4.94% | 4.10% | 301,838 | 11.40 | 6 | 0.1157% | 1,003.8 |
| Floater | 4.58% | -20.08% | 61,448 | 6.43 | 5 | 0.0168% | 1,010.1 |
| Op. Retract | 4.70% | 2.53% | 74,078 | 2.56 | 18 | 0.0531% | 1,005.1 |
| Split-Share | 5.00% | 3.41% | 54,803 | 2.75 | 10 | 0.0439% | 1,005.7 |
| Interest Bearing | 6.83% | 5.23% | 58,604 | 2.12 | 7 | -0.0248% | 1,013.0 |
| Perpetual-Premium | 5.26% | 4.22% | 160,712 | 4.13 | 42 | 0.0096% | 1,014.2 |
| Perpetual-Discount | 4.70% | 4.70% | 330,141 | 12.37 | 13 | 0.1964% | 1,023.9 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| No major price changes in index-included issues today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BC.PR.C | FixedFloater | 663,038 | Desjardins crossed 650,000 @ 25.03 |
| RY.PR.W | PerpetualPremium | 75,900 | Nesbitt crossed 50,000 @ 25.80. This issue has a YTW of 4.46% at the closing bid of $25.75 |
| WN.PR.E | PerpetualDiscount | 42,670 | |
| POW.PR.D | PerpetualPremium | 26,389 | |
| PWF.PR.F | PerpetualPremium | 15,175 | National bought a total of 13,100 in four tranches, notably 11,600 from Royal at $25.80 |
There were four other index-included issues with volumes of more than 10,000 shares.