| 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 | 4.44% | 4.47% | 44,205 | 16.52 | 1 | 0.6517% | 1,005.7 |
| Fixed-Floater | 4.90% | 3.83% | 311,685 | 8.94 | 6 | -0.1302% | 1,013.7 |
| Floater | 4.65% | -16.90% | 97,467 | 8.12 | 4 | -0.1495% | 1,014.0 |
| Op. Retract | 4.69% | 2.24% | 83,257 | 2.39 | 18 | 0.0480% | 1,013.6 |
| Split-Share | 4.99% | 3.07% | 56,534 | 2.69 | 10 | -0.1046% | 1,010.2 |
| Interest Bearing | 6.87% | 4.71% | 56,441 | 2.09 | 7 | -0.0514% | 1,021.2 |
| Perpetual-Premium | 5.14% | 4.17% | 179,918 | 4.20 | 48 | 0.0894% | 1,024.4 |
| Perpetual-Discount | 4.61% | 4.62% | 322,419 | 16.21 | 6 | 0.0001% | 1,033.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| FTN.PR.A | SplitShare | -1.0476% | On volume of 3,165 shares |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BAM.PR.K | Floater | 56,700 | Scotia crossed 50,000 @ 24.25 |
| GWO.PR.I | PerpetualDiscount | 40,375 | The cheapest perpetual around, paying $1.125 annually and quoted at 24.47-55. Why it should trade for less than RY.PR.A, quoted at 24.75-87, paying 1.1125, is quite beyond me. |
| TD.PR.O | PerpetualPremium | 38,230 | An entirely reasonable issue, with a YTW of 4.47% based on a call in November 2014. |
| IGM.PR.A | OpRet | 23,120 | The most expensive (relative to par) index-included issue tracked by HIMIPref™. YTW of 2.95% based on a call in 2009; 3.86% if it survives until 2013. |
| GWO.PR.H | PerpetualPremium | 22,240 | Â |
There were twelve other index-included issues trading over 10,000 shares today.
And, best of all, I was able to recover prices from the TSX with no hitches!