| 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 | 4.40% | 4.44% | 45,781 | 16.59 | 1 | 0.0805% | 1,011.4 |
| Fixed-Floater | 4.90% | 4.00% | 287,783 | 8.97 | 6 | -0.0910% | 1,011.8 |
| Floater | 4.64% | -18.70% | 96,595 | 8.10 | 4 | -0.0396% | 1,016.5 |
| Op. Retract | 4.68% | 2.32% | 82,179 | 2.20 | 18 | 0.0435% | 1,014.4 |
| Split-Share | 4.98% | 3.07% | 58,538 | 2.68 | 10 | 0.0191% | 1,011.0 |
| Interest Bearing | 6.86% | 4.61% | 55,813 | 2.08 | 7 | -0.0017% | 1,022.8 |
| Perpetual-Premium | 5.13% | 3.85% | 176,827 | 4.12 | 48 | 0.0660% | 1,026.9 |
| Perpetual-Discount | 4.59% | 4.60% | 331,945 | 16.23 | 6 | 0.0407% | 1,036.6 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no index-included issues with absolute value of returns greater than 1% today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| GWO.PR.I | PerpetualDiscount | 261,340 | RBC crossed 50,000 @ $24.68, then Scotia crossed 150,000 at the same price. |
| FTN.PR.A | SplitShare | 134,240 | Scotia crossed 60,000 @ $10.43, then 71,000 at the same price about 80 minutes later. These have a pre-tax YTW of 3.42% at the closing bid of $10.41, maturing in December 2008. |
| BC.PR.E | Scraps | 131,600 | Scotia crossed 50,000 @ 25.17, then 80,000 at the same price. This is a ratchet-rate preferred, paying $0.10 monthly, or $1.20 p.a., or 4.8% of face, or 80% of prime. It was discussed briefly in this post |
| GWO.PR.H | PerpetualPremium | 107,075 | Scotia crossed 99,900 @25.40. |
| POW.PR.B | PerpetualPremium | 105,000 | RBC crossed 100,000 @ 25.85. |
There were five other index-included issues trading over 10,000 shares today.