| 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 |
4.32% |
4.28% |
25,766 |
16.72 |
2 |
0.1003% |
997.1 |
| Fixed-Floater |
4.94% |
4.11% |
266,895 |
14.04 |
6 |
-0.0913% |
1,002.9 |
| Floater |
4.60% |
-17.08% |
57,608 |
6.46 |
5 |
0.1122% |
1,006.1 |
| Op. Retract |
4.72% |
3.13% |
76,205 |
2.70 |
18 |
-0.0493% |
1,001.5 |
| Split-Share |
5.01% |
3.79% |
57,912 |
2.78 |
10 |
0.0158% |
1,002.2 |
| Interest Bearing |
6.85% |
5.29% |
62,051 |
2.16 |
7 |
-0.0111% |
1,019.9 |
| Perpetual-Premium |
5.29% |
4.38% |
174,083 |
4.09 |
42 |
0.1007% |
1,008.2 |
| Perpetual-Discount |
4.75% |
4.79% |
360,131 |
15.14 |
13 |
0.0851% |
1,009.2 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| W.PR.H |
PerpetualPremium |
+1.0121% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BC.PR.C |
FixedFloater |
25,459 |
|
| PWF.PR.L |
PerpetualPremium |
20,145 |
|
| SLF.PR.B |
PerpetualDiscount |
15,300 |
|
| RY.PR.K |
OpRet |
14,739 |
BMO bought 12,500 from anonymous @ 25.16 |
| CM.PR.C |
PerpetualPremium |
12,380 |
|
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