Note that the index has been rebalanced and as a result statistical characterizations of the various indices will not be directly comparable to those of September 29.
| 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 | 4.31% | 4.31% | 42,382 | 10.49 | 2 | -0.1199% | 1,015.4 |
| Fixed-Floater | 5.00% | 3.96% | 227,096 | 10.1 | 7 | 0.0062% | 1,016.2 |
| Floater | 4.52% | -19.11% | 82,554 | 6.51 | 5 | -0.0552% | 1,019.2 |
| Op. Retract | 4.67% | 2.59% | 88,254 | 2.59 | 17 | 0.0047% | 1,017.6 |
| Split-Share | 4.94% | 2.96% | 60,246 | 3.03 | 10 | -0.0602% | 1,013.9 |
| Interest Bearing | 6.89% | 4.64% | 54,362 | 1.81 | 7 | -0.0861% | 1,022.6 |
| Perpetual-Premium | 5.13% | 4.00% | 176,118 | 4.21 | 47 | 0.0289% | 1,029.2 |
| Perpetual-Discount | 4.59% | 4.61% | 328,409 | 16.21 | 6 | -0.0672% | 1,038.2 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| TCA.PR.X | PerpetualPremium | +1.0538% | Both TCA.PR.X and TCA.PR.Y were strong today. The “X” closed at 53.70, with a YTW of 4.34% based on a call in 2013. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| POW.PR.B | PerpetualPremium | 105,050 | Nesbitt crossed 100,000 @ $25.85. This issue has a YTW of 4.53% based on a call at par in late 2010. |
| MFC.PR.B | PerpetualPremium | 63,325 | Scotia crossed 44,000 @25.20. YTW is 4.58% based on a call at par in spring, 2014. |
| TCA.PR.X | PerpetualPremium | 21,865 | Nesbitt crossed 20,000 @ 53.75. YTW is 4.34% based on a call in late 2013 at par (which is $50 for this issue). |
| BAM.PR.B | Floater | 21,325 | Scotia crossed 20,000 @24.30. |
| TCA.PR.Y | PerpetualPremium | 17,839 | Nesbitt crossed 16,800 @53.75 |
There were five other index-included issues trading over 10,000 shares today.