| 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% |
4.29% |
26,170 |
16.72 |
2 |
0.3417% |
997.9 |
| Fixed-Floater |
4.94% |
4.15% |
266,577 |
12.09 |
6 |
0.0398% |
1,003.0 |
| Floater |
4.59% |
-17.50% |
60,395 |
6.49 |
5 |
0.3516% |
1,009.0 |
| Op. Retract |
4.73% |
3.25% |
76,026 |
2.77 |
18 |
-0.2748% |
1,000.4 |
| Split-Share |
5.01% |
3.58% |
56,695 |
2.77 |
10 |
0.0299% |
1,003.7 |
| Interest Bearing |
6.86% |
5.41% |
61,661 |
2.15 |
7 |
0.0255% |
1,009.0 |
| Perpetual-Premium |
5.29% |
4.25% |
172,954 |
4.03 |
42 |
-0.0081% |
1,009.3 |
| Perpetual-Discount |
4.74% |
4.77% |
356,306 |
14.49 |
13 |
0.0578% |
1,013.6 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| BAM.PR.J |
OpRet |
-1.1306% |
|
| GWO.PR.E |
OpRet |
-1.6147% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BAM.PR.B |
Floater |
150,530 |
|
| BC.PR.C |
FixedFloater |
127,913 |
|
| PWF.PR.L |
PerpetualPremium |
83,950 |
|
| RY.PR.A |
PerpetualDiscount |
17,320 |
|
| GWO.PR.I |
PerpetualDiscount |
15,830 |
|
There were six other index-included issues with volumes of more than 10,000 shares
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