| 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% | 44,215 | 16.49 | 1 | 0.0407% | 999.6 |
| Fixed-Floater | 4.91% | 3.88% | 320,079 | 11.53 | 6 | 0.0529% | 1,011.4 |
| Floater | 4.66% | -15.45% | 95,396 | 8.12 | 4 | 0.3020% | 1,011.9 |
| Op. Retract | 4.69% | 2.54% | 80,772 | 2.40 | 18 | 0.0728% | 1,012.7 |
| Split-Share | 4.98% | 2.29% | 56,485 | 2.70 | 10 | 0.2561% | 1,012.4 |
| Interest Bearing | 6.86% | 4.69% | 56,971 | 2.09 | 7 | -0.0011% | 1,020.5 |
| Perpetual-Premium | 5.14% | 4.16% | 179,827 | 4.24 | 48 | 0.0089% | 1,023.7 |
| Perpetual-Discount | 4.61% | 4.62% | 321,973 | 16.21 | 6 | 0.1369% | 1,031.7 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| No index-included issues had bid/bid price changes in excess of 1% today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| GWO.PR.X | OpRet | 201,884 | YTW is 2.82% based on a call in 2009; YTM is 3.28% if it survives until its soft retraction in 2013. |
| BAM.PR.K | Floater | 188,450 | |
| WN.PR.B | OpRet | 182,875 | YTW 3.12% based on call in 2009 immediately prior to retraction period. |
| CM.PR.B | PerpetualPremium | 137,600 | YTW 4.23% based on call effective March ’07; it pays $1.50, just a shade under the RY.PR.S, which paid $1.525 and were called at a similar premium at the first opportunity. |
| WN.PR.E | PerpetualDiscount | 111,221 | |
There were twenty-two other index-included issues trading over 10,000 shares today.