| 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 | 4.46% | 4.49% | 40,775 | 16.50 | 1 | -0.2033% | 999.2 |
| Fixed-Floater | 4.92% | 3.89% | 315,244 | 11.51 | 6 | 0.1723% | 1,009.4 |
| Floater | 4.65% | -16.89% | 86,632 | 8.06 | 4 | 0.1107% | 1,011.3 |
| Op. Retract | 4.69% | 2.36% | 76,486 | 2.40 | 18 | 0.0709% | 1,012.2 |
| Split-Share | 4.98% | 2.81% | 53,431 | 2.71 | 10 | 0.2255% | 1,012.0 |
| Interest Bearing | 6.86% | 4.89% | 58,000 | 2.09 | 7 | 0.2051% | 1,019.2 |
| Perpetual-Premium | 5.15% | 4.25% | 182,619 | 4.45 | 48 | 0.0361% | 1,022.5 |
| Perpetual-Discount | 4.62% | 4.63% | 312,630 | 16.19 | 6 | 0.0382% | 1,029.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BAM.PR.S | InterestBearing | +1.1815% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.B | PerpetualPremium | 245,470 | |
| BAM.PR.K | Floater | 202,000 | |
| WN.PR.C | PerpetualPremium | 170,410 | |
| PWF.PR.K | PerpetualPremium | 115,300 | |
| GWO.PR.I | PerpetualDiscount | 62,550 | |
There were twenty-one other index-included issues trading over 10,000 shares today.