| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.23% | 4.24% | 36,419 | 16.97 | 1 | +0.0000% | 1,020.3 |
| Fixed-Floater | 4.81% | 3.83% | 102,144 | 8.37 | 7 | -0.1061% | 1,030.0 |
| Floater | 4.48% | -17.73% | 63,425 | 6.60 | 5 | -0.2710% | 1,034.9 |
| Op. Retract | 4.63% | +0.08% | 82,309 | 2.20 | 17 | -0.0319% | 1,032.8 |
| Split-Share | 5.12% | 2.98% | 139,602 | 2.70 | 8 | -0.0579% | 1,038.7 |
| Interest Bearing | 6.90% | 5.43% | 76,350 | 3.84 | 7 | -0.1846% | 1,023.9 |
| Perpetual-Premium | 5.01% | 3.54% | 249,455 | 4.41 | 51 | +0.0680% | 1,051.1 |
| Perpetual-Discount | 4.56% | 4.56% | 951,558 | 13.14 | 6 | +0.2833% | 1,052.7 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| AL.PR.E | Floater | -1.3884% | Any dreams I ever had of attempting to understand this issue, with its bizarre dividend calculation methodology, have long since vanished. It pays 100% of Prime, is priced at 26.28, and has been callable at $25.00 for 13 years. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| CM.PR.I | PerpetualPremium | 184,344 | Recent new issue, pre-tax bid-YTW now 4.63% based on a bid of $25.27 and a call at $25.00 2016-3-1. |
| BAM.PR.M | PerpetualDiscount | 158,700 | Recent new issue, pre-tax bid-YTW now 4.77% based on a bid of 25.06 and a limitMaturity. |
| TOC.PR.B | Floater | 140,350 | Scotia crossed 139,500 at $25.90. |
| RY.PR.A | PerpetualDiscount | 29,500 | Now with a pre-tax bid-YTW of 4.45% based on a bid of $25.10 and a call 2015-6-23 at $25.00 |
| BAM.PR.B | Floater | 28,427 | National Bank crossed 25,000 at $24.90 |
There were nineteen other index-included issues with over 10,000 shares traded today.