| 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 | 4.14% | 4.08% | 35,174 | 10.59 | 2 | 0.2612% | 1,018.9 |
| Fixed-Floater | 4.82% | 3.98% | 131,337 | 15.27 | 7 | +0.6388% | 1,027.6 |
| Floater | 4.51% | -19.47% | 67,819 | 6.52 | 5 | -0.0711% | 1,027.3 |
| Op. Retract | 4.66% | 0.73% | 80,953 | 2.28 | 18 | -0.0132% | 1,026.5 |
| Split-Share | 5.01% | 3.51% | 172,327 | 3.51 | 9 | 0.1017% | 1,027.7 |
| Interest Bearing | 6.90% | 4.93% | 61,925 | 1.93 | 7 | +0.2434% | 1,021.7 |
| Perpetual-Premium | 5.07% | 3.91% | 240,929 | 3.91 | 49 | +0.0461% | 1,043.4 |
| Perpetual-Discount | 4.58% | 4.62% | 581,675 | 16.15 | 7 | +0.1101% | 1,036.0 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BSD.PR.A | InterestBearing | +1.0194% | Continues to recover from the November 7 plunge, closing at $9.91-99, 3×3 |
| BCE.PR.Z | FixedFloater | +2.9857% | Recovers most of the ground lost yesterday, closing at $25.18-25, 5×10 on volume of 2,690 shares. The low for the day was $25.10. |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| PWF.PR.F | PerpetualPremium | 207,380 | Nesbitt crossed 200,000 at 25.90 just before 10am, leading one to suspect that these were the same 200,000 shares as they crossed yesterday. |
| MFC.PR.C | PerpetualDiscount | 75,800 | Don’t let its index assignment fool you! These closed today at 25.05-09, 19×10, but aren’t as close to inclusion in PerpetualPremium as you might think. YTW is 4.54% based on a limitMaturity, 2036-11-09. “Huh?” you inquire? These things are full of dividend, having a record date of November 15, and therefore go ex-dividend tomorrow (Rememberance Day). |
| BAM.PR.K | Floater | 50,000 | On one trade, a cross by Scotia at $24.55. |
| SLF.PR.D | PerpetualDiscount | 46,515 | Up a bit today. Volume continues to be heavy after the clearance sale. |
| HSB.PR.D | PerpetualPremium | 45,800 | National crossed 37,100 at 26.65; they closed at $26.64-78, 3×9. YTW is 4.16% based on a call 2015-1-30, which seems pretty skimpy. |
There were nine other index-included issues trading over 10,000 shares today.
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