| 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 |
4.33% |
4.29% |
26,812 |
16.72 |
2 |
0% |
995.1 |
| Fixed-Floater |
4.95% |
4.19% |
286,504 |
12.13 |
6 |
-0.0913% |
1,001.5 |
| Floater |
4.61% |
-14.62% |
59,847 |
6.48 |
5 |
0.2939% |
1,004.2 |
| Op. Retract |
4.72% |
3.13% |
77,869 |
2.66 |
18 |
0.0487% |
1,000.6 |
| Split-Share |
5.01% |
3.78% |
59,091 |
2.80 |
10 |
0.0890% |
1,003.0 |
| Interest Bearing |
6.85% |
5.15% |
63,899 |
2.18 |
7 |
0.0697% |
1,010.7 |
| Perpetual-Premium |
5.30% |
4.42% |
121,418 |
4.05 |
41 |
-0.0274% |
1,006.6 |
| Perpetual-Discount |
4.76% |
4.80% |
375,590 |
15.83 |
13 |
-0.1188% |
1,006.3 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| AL.PR.E |
Floater |
1.22% |
Was down 1.62% yesterday |
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| ACO.PR.A |
OpRet |
75,505 |
Desjardins crossed 75,000 shares @ 28.25. At this price, they have a YTW of about 2.5% |
| WN.PR.C |
PerpetualPremium |
22,200 |
RBC crossed 19,700 shares at 25.35 |
| BMO.PR.I |
OpRet |
18,400 |
RBC crossed 16,400 shares at 25.50 |
| RY.PR.B |
PerpetualDiscount |
13,200 |
|
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