Sorry, folks! What with month-end, year-end and a chess tournament, I am just plain out of time!
There was good performance in the market today, but volumes were markedly lower now that tax-loss-selling season is over. On a cheery note, the S&P/TSX Preferred Share Index, as proxied by CPD, is now in the black for the month!
I should be able to update tomorrow.
Update, 2007-12-28:
| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version. In this version, index values are based at 1,000.0 on 2006-6-30 | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 5.17% | 5.15% | 78,669 | 15.22 | 2 | +0.2029% | 1,059.2 |
| Fixed-Floater | 4.89% | 5.11% | 90,093 | 15.37 | 8 | +0.3170% | 1,026.6 |
| Floater | 5.88% | 5.90% | 145,103 | 14.05 | 2 | 1.6810% | 820.7 |
| Op. Retract | 4.85% | 2.58% | 85,811 | 3.30 | 16 | +0.0076% | 1,042.5 |
| Split-Share | 5.34% | 5.54% | 112,024 | 4.30 | 15 | -0.0050% | 1,024.5 |
| Interest Bearing | 6.37% | 6.61% | 64,594 | 3.66 | 4 | +0.6749% | 1,057.9 |
| Perpetual-Premium | 5.83% | 5.50% | 83,206 | 4.27 | 11 | +0.2301% | 1,015.3 |
| Perpetual-Discount | 5.60% | 5.64% | 391,664 | 14.12 | 55 | +0.4324% | 910.9 |
[…] Well, the same things that caused me to drastically foreshorten yesterday’s report are causing me to chop today’s report to the bone! […]