Index | Current Yield (at bid) | YTW | Average Trading Value | Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
Ratchet | 4.46% | 4.48% | 37,598 | 16.54 | 1 | N/A | 988.2 |
Fixed-Floater | 4.97% | 4.14% | 314,544 | 13.94 | 6 | N/A | 997.6 |
Floater | 4.64% | -17.11% | 71,202 | 8.06 | 4 | N/A | 1,008.6 |
Op. Retract | 4.71% | 2.39% | 73,364 | 2.55 | 18 | N/A | 1,006.7 |
SplitShare | 4.99 | 3.74 | 54,846 | 2.76 | 10 | N/A | 1,005.5 |
Interest Bearing | 6.82% | 5.03% | 58,842 | 1.88 | 7 | N/A | 1,017.2 |
Perpetual Premium | 5.16% | 4.33% | 190,187 | 4.49 | 48 | N/A | 1,018.1 |
Perpetual Discount | 4.61% | 4.67% | 278,857 | 15.99 | 6 | N/A | 1,029.5 |
Index Changes | |||
Issue | From | To | Because |
BC.PR.E | Ratchet | Scraps | Volume |
AL.PR.F | Floater | Scraps | Volume |
SXT.PR.A | SplitShare | Scraps | Volume |
CL.PR.B | PerpetualPremium | Scraps | Volume |
CAC.PR.A | Scraps | SplitShare | Volume |
MFC.PR.B | PerpetualDiscount | PerpetualPremium | Price |
RY.PR.B | PerpetualDiscount | PerpetualPremium | Price |
SLF.PR.A | PerpetualDiscount | PerpetualPremium | Price |
GWO.PR.H | PerpetualDiscount | PerpetualPremium | Price |
SLF.PR.B | PerpetualDiscount | PerpetualPremium | Price |
CM.PR.H | PerpetualDiscount | PerpetualPremium | Price |
PWF.PR.K | PerpetualDiscount | PerpetualPremium | Price |
[…] Every single share was crossed by Scotia, in three tranches, at various times throughout the day, at $25.17. For an issue recently removed from the ratchet index due to volume concerns, this has sure been trading a lot lately! […]