| 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 | 4.43% | 4.44% | 39,444 | 16.59 | 1 | 1.1537% | 999.1 |
| Fixed-Floater | 4.97% | 4.13% | 323,934 | 13.93 | 6 | -0.1862% | 997.7 |
| Floater | 4.64% | -14.16% | 75,883 | 8.05 | 4 | -0.0100% | 1,008.5 |
| Op. Retract | 4.69% | 2.19% | 71,741 | 2.55 | 18 | 0.1813% | 1,009.7 |
| Split-Share | 4.99% | 3.74% | 53,766 | 2.75 | 10 | 0.1391% | 1,007.3 |
| Interest Bearing | 6.81% | 4.97% | 57,318 | 1.86 | 7 | 0.1005% | 1,018.5 |
| Perpetual-Premium | 5.16% | 4.22% | 184,712 | 4.44 | 48 | 0.0280% | 1,019.7 |
| Perpetual-Discount | 4.62% | 4.63% | 282,685 | 16.18 | 6 | 0.0614% | 1,028.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BC.PR.B | FixedFloater | -1.6393% | Now bid at 24.00-89 |
| BCE.PR.S | Ratchet | +1.1537 | On 5,800 shares – a fairly active day for this issue. Now quoted at 24.55-69, 20×31 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.S | PerpetualPremium | 297,251 | This issue has been called for value October 6. Nesbitt crossed 288,000 at $26.09 |
| CM.PR.P | PerpetualPremium | 175,000 | Nesbitt crossed the entire day’s volume at 26.65. The issue has a YTW of 4.46% at the closing bid of 26.58 |
| CM.PR.D | PerpetualPremium | 105,674 | Nesbitt crossed 100,000 @ 27.00. The YTW at this price is 3.59% |
| GWO.PR.I | PerpetualDiscount | 94,145 | Nesbitt crossed 70,500 @24.30. This issue has the distinction of being the lowest-priced index-included perpetual and has a YTW of 4.63% at the closing bid of 24.25 |
| BAM.PR.B | Floater | 74,170 | Nesbitt crossed 71,000 @ 24.31 |
There were four other ‘normally priced’ ($25 par value) issues trading over 10,000 shares today.