| Index |
Current Yield (at bid) |
YTW |
Average Trading Value |
Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
| Ratchet |
4.24% |
4.25% |
91,756 |
16.95 |
2 |
N/A |
994.9 |
| Fixed-Floater |
5.23% |
4.10% |
98,940 |
8.30 |
5 |
N/A |
1,002.5 |
| Floater |
4.60% |
-15.57% |
59,854 |
4.60 |
5 |
N/A |
1,003.4 |
| Op. Retract |
4.74% |
3.05% |
78,683 |
2.75 |
18 |
N/A |
996.0 |
| SplitShare |
5.02 |
3.64 |
60,673 |
2.81 |
10 |
N/A |
1,001.8 |
| Interest Bearing |
6.86% |
5.26% |
65,738 |
2.19 |
7 |
N/A |
1,009.8 |
| Perpetual Premium |
5.30% |
4.40% |
124,309 |
3.97 |
41 |
N/A |
1,006.0 |
| Perpetual Discount |
4.77% |
4.80% |
401,377 |
15.83 |
13 |
N/A |
1,005.5 |
| Index Changes |
| Issue |
From |
To |
Because |
| PWF.PR.A |
Floater |
Scraps |
Volume |
| CVF.PR.A |
SplitShare |
Scraps |
Volume |
| MUH.PR.A |
SplitShare |
Scraps |
Volume |
| BNA.PR.B |
SplitShare |
Scraps |
Volume |
| BNA.PR.A |
SplitShare |
Scraps |
Volume |
| NA.PR.L |
PerpetualDiscount |
PerpetualPremium |
Price |
| AL.PR.F |
Scraps |
Floater |
Volume |
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