| 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 | 4.47% | 4.49% | 39,033 | 16.51 | 1 | -0.8147% | 991.0 |
| Fixed-Floater | 4.96% | 4.21% | 338,654 | 13.99 | 6 | 0.2265% | 1,000.0 |
| Floater | 4.63% | -15.64% | 78,789 | 8.03 | 4 | 0.1404% | 1,009.9 |
| Op. Retract | 4.69% | 2.28% | 72,104 | 2.28 | 18 | 0.0667% | 1,010.4 |
| Split-Share | 4.99% | 3.86% | 53,350 | 2.75 | 10 | -0.1068% | 1,006.2 |
| Interest Bearing | 6.80% | 4.96% | 57,428 | 1.86 | 7 | 0.1029% | 1,019.6 |
| Perpetual-Premium | 5.16% | 4.20% | 183,072 | 4.46 | 48 | -0.0390% | 1,019.3 |
| Perpetual-Discount | 4.62% | 4.63% | 293,447 | 16.18 | 6 | 0.0143% | 1,028.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BC.PR.B | FixedFloater | +1.9167% | Volume of 600 shares in a single trade at $24.79. Currently quoted at 24.46-80, 6×5 |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BC.PR.C | FixedFloater | 255,405 | Boy, changing the terms on these things really helps out volume, eh? |
| SLF.PR.B | PerpetualPremium | 103,150 | RBC crossed 100,000 shares at $25.30. These have a pre-tax Yield-to-Worst of 4.62% at the closing bid of $25.27 |
| GWO.PR.I | PerpetualDiscount | 89,510 | BMO crossed a lot of 39,500 @24.30 and another lot of 25,400 shares at the same price |
| RY.PR.B | PerpetualPremium | 88,348 | |
| WN.PR.E | PerpetualDiscount | 85,003 | RBC crossed 68,800 @ 24.70. This issue has a pre-tax YTW of 4.89% at the closing bid of 24.66. |
There were six other index-included issues trading over 10,000 shares today.