| 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 | 4.17% | 4.20% | 32,732 | 17.06 | 1 | +0.3235% | 1,024.4 |
| Fixed-Floater | 4.78% | 3.76% | 101,817 | 8.37 | 7 | +0.1236% | 1,035.0 |
| Floater | 4.48% | -22.00% | 63,265 | 3.48 | 5 | -0.3826% | 1,041.5 |
| Op. Retract | 4.64% | 0.78% | 82,577 | 2.19 | 17 | -0.0512% | 1,031.8 |
| Split-Share | 5.06% | 2.12% | 248,989 | 2.52 | 9 | -0.1149% | 1,042.6 |
| Interest Bearing | 6.96% | 5.80% | 80,991 | 1.86 | 7 | -0.0968% | 1,026.8 |
| Perpetual-Premium | 4.99% | 3.61% | 291,270 | 4.18 | 52 | +0.1171% | 1,054.8 |
| Perpetual-Discount | 4.52% | 4.49% | 916,896 | 11.75 | 6 | +0.0807% | 1,060.8 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| ENB.PR.D | InterestBearing | -1.1811% | Called yesterday. I guess it was a surprise to some people! |
| PWF.PR.L | PerpetualPremium | +1.1240% | Now with a pre-tax bid-YTW of 4.14% based on a bid of 26.99 and a call at $25.00, 2015-11-30. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| FBS.PR.B | SplitShare | 288,977 | Recent New Issue. Now with a pre-tax bid-YTW of 1.23% based on a bid of $10.38 and a call at $10.00 2008-1-14. |
| BC.PR.C | FixedFloater | 59,073 | Nesbitt crossed 23,000 at $25.80. |
| CM.PR.I | PerpetualPremium | 55,140 | New Issue November 15, continues to trade heavily. Now with a pre-tax bid-YTW of 4.52% based on a bid of $25.50 and a call 2016-3-1 at 4.52% |
| CM.PR.B | PerpetualPremium | 48,026 | Basically a money market instrument, since it is being called Jan. 31. |
| RY.PR.D | PerpetualPremium | 45,045 | Recent New Issue, now with a pre-tax bid-YTW of 4.41% based on a bid of $25.22 and a call 2016-3-25 at $25.00 |
There were seventeen other index-included issues with over 10,000 shares traded today.