| 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 | 4.41% | 4.37% | 29,755 | 16.59 | 2 | 0.0203% | 987.8 |
| Fixed-Floater | 4.99% | 4.22% | 295,464 | 13.93 | 6 | 0.2351% | 994.9 |
| Floater | 4.59% | -18.06% | 61,890 | 6.44 | 5 | -0.0157% | 1,007.9 |
| Op. Retract | 4.70% | 2.47% | 73,737 | 2.56 | 18 | 0.1755% | 1,007.6 |
| Split-Share | 5.01% | 3.46% | 54,504 | 2.74 | 10 | -0.0905% | 1,006.1 |
| Interest Bearing | 6.82% | 5.13% | 59,583 | 1.88 | 7 | 0.0838% | 1,016.6 |
| Perpetual-Premium | 5.25% | 4.25% | 155,939 | 4.09 | 42 | 0.1016% | 1,017.4 |
| Perpetual-Discount | 4.70% | 4.68% | 342,629 | 12.39 | 13 | 0.0884% | 1,026.7 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BC.PR.B | FixedFloater | +2.1268% | A bid came back to offset yesterday’s swoon … partially! No shares were traded. The quote is now 24.01-85, 5×5. |
| GWO.PR.E | OpRet | +1.2542% | On light volume of 991 shares, with only 100 shares bid at $26.65 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.B | PerpetualDiscount | 230,995 | Increased volume of late may mean that new-issue buyers see an opportunity to exit … or that unsold inventory is being cleared out … or nothing at all. Take your pick. Since the first day of trading, July 20, the PerpetualDiscount index is up a shade over 2.5% |
| GWO.PR.H | PerpetualDiscount | 50,035 | |
| BC.PR.C | FixedFloater | 42,419 | |
| MFC.PR.B | PerpetualDiscount | 38,150 | Nesbitt bought a total of 25,000 from various dealers at $25.00 shortly before the close. |
| PWF.PR.L | PerpetualPremium | 34,300 | RBC crossed 27,000 @ 25.80 |
There were seven other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.