| 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% |
4.32% |
25,131 |
10.53 |
2 |
0.0600% |
998.5 |
| Fixed-Floater |
4.94% |
4.10% |
271,212 |
9.48 |
6 |
0.0995% |
1,004.0 |
| Floater |
4.59% |
-18.43% |
59,738 |
6.44 |
5 |
-0.1225% |
1,007.8 |
| Op. Retract |
4.73% |
3.22% |
75,920 |
2.68 |
18 |
-0.0433% |
1,000.0 |
| Split-Share |
5.02% |
3.58% |
56,449 |
2.77 |
10 |
-0.1930% |
1,001.8 |
| Interest Bearing |
6.85% |
5.25% |
61,310 |
2.14 |
7 |
0.1426% |
1,010.4 |
| Perpetual-Premium |
5.28% |
4.26% |
170,227 |
4.05 |
42 |
0.1159% |
1,010.5 |
| Perpetual-Discount |
4.73% |
4.75% |
352,795 |
13.79 |
13 |
0.2156% |
1,015.8 |
| Major Price Changes |
| Issue |
Index |
Change |
Notes |
| DFN.PR.A |
SplitShare |
-1.3347% |
|
| BAM.PR.K |
Floater |
-1.1842% |
|
| Volume Highlights |
| Issue |
Index |
Volume |
Notes |
| BC.PR.C |
FixedFloater |
117,143 |
|
| GWO.PR.H |
PerpetualDiscount |
31,700 |
|
| BNS.PR.K |
PerpetualPremium |
29,600 |
|
| PWF.PR.K |
PerpetualDiscount |
28,692 |
|
| MFC.PR.B |
PerpetualDiscount |
17,000 |
|
There were five other index-included issues with volumes of more than 10,000 shares
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