| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.33% | 4.34% | 50,151 | 16.80 | 1 | -0.2004% | 1,016.7 |
| Fixed-Floater | 4.90% | 3.93% | 261,902 | 9.03 | 6 | 0.1192% | 1,016.1 |
| Floater | 4.62% | -19.97% | 96,194 | 8.12 | 4 | 0.0899% | 1,019.7 |
| Op. Retract | 4.68% | 2.21% | 85,108 | 2.21 | 18 | 0.0106% | 1,017.6 |
| Split-Share | 4.98% | 3.00% | 60,250 | 2.67 | 10 | -0.0640% | 1,014.4 |
| Interest Bearing | 6.88% | 4.61% | 54,719 | 1.82 | 7 | -0.0892% | 1,023.4 |
| Perpetual-Premium | 5.14% | 3.93% | 174,623 | 4.12 | 48 | 0.1131% | 1,028.9 |
| Perpetual-Discount | 4.58% | 4.60% | 331,188 | 16.23 | 6 | -0.0938% | 1,038.9 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| There were no major price changes in index-included issues today. | |||
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| RY.PR.B | PerpetualPremium | 39,735 | A weak end to a great month – it gained almost exactly 1.75% on the month. |
| FTS.PR.F | Scraps | 33,885 | 2nd day of trading! Closed at 25.01-05, 10×50 |
| MFC.PR.C | PerpetualDiscount | 29,060 | National bought 10,200 from DS @ 24.92, then another 10,600 @ 24.87 an hour and a half later. |
| BC.PR.C | FixedFloater | 28,336 | |
| BNS.PR.J | PerpetualPremium | 17,500 | Nesbitt bought 15,000 from CIBC at 27.00. With a 1.313 coupon and no redemption possible until 2013, this one has a lot of protection against market yield increases, perpetual or no perpetual! The YTW is 3.92% at the closing bid of $27.00 |
There were nine other index-included issues trading over 10,000 shares today.