Covered Bonds

November 7th, 2007

RBC has issued covered bonds – denominated in Euros.

Covered bonds are a financing that offers increased protection to the lender and decreased funding costs for the issuer. The issuer sets up a mortgage pool and securitizes it – so far, this is just an ABS. However, there is full recourse to the issuer in the event that the pool does not cover repayment of the debt. The high regard with which covered bonds’ credit quality is held is reflected in their Basel II risk-weights – there are a number of different options for the calculation, but basically, covered bond holdings are added to risk weighted assets at between 40%-50% of the charge that would be incurred by holding the issuing bank’s senior unsecured debt.

I am advised that RBC was able to sell their issue for “midswaps + 11bp” (a measure with which I am not very familiar), a rate that will can be swapped back into Canadian at Canadas + 65bp for their five year paper. This compares to GoC +88bp for CIBC’s recent five-year deposit note issue.

So, based on the Canadian Curve, and allowing a few bp for the credit differential between CIBC and RBC, 5-year covered bonds can be issued 20bp through deposit notes! This is cheap financing!

These issues have recently been authorized for Canadian Banks, to a limit of 4% of total assets after consideration by the OSFI:

We note that covered bonds — debt obligations issued by a deposit taking institution (DTI) and secured by assets of the DTI or of any of its subsidiaries — provide a number of benefits but also raise concerns. For example, covered bonds can improve funding diversification and lower costs. However, they also create a preferred class of depositors, reducing the residual level of assets available to be used to repay unsecured depositors (including the Canada Deposit Insurance Corporation) or other creditors in the event of insolvency, depending on the amount issued and the nature of credit enhancements.

RBC’s issue has been rated AAA by DBRS:

The rating is based on several factors. First, the Covered Bonds are senior unsecured direct obligations of Royal Bank of Canada (RBC), which is the largest bank in Canada and rated AA and R-1 (high) by DBRS. Second, in addition to a general recourse to RBC’s assets, the Covered Bonds are supported by a diversified collateral pool of first-lien prime conventional residential mortgages in Canada. Third, the Covered Bonds benefit from several structural features, such as a reserve fund, when applicable, and a minimum rating requirement for swap counterparties, servicer and cash manager. Fourth, the underlying collateral originated by RBC is of a high credit quality with a low credit loss historically. And, lastly, the final maturity date on the Covered Bonds can be extended for an additional 12 months, if required, which increases the likelihood the Covered Bonds can be fully repaid.

Despite the above strengths, the Covered Bonds have the following challenges. First, a weakened housing market in Canada could result in higher losses and lower recovery rates than those used for credit enhancement determinations. This is mitigated by the home equity available and conservative underlying asset values. Secondly, RBC may be required to add mortgages to maintain the collateral pool, incurring substitution and potentially credit-deterioration risk. These risks are mitigated by the ongoing monitoring of the pledged assets to ensure the over-collateralization available is commensurate with the AAA-rating assigned. Third, there is a liquidity gap between the scheduled payment of the Covered Bonds and the repayment of underlying mortgage loans over time. This risk is mitigated by the over-collateralized collateral pool and the build-up of a reserve fund if RBC’s rating falls below A (high) or R-1 (middle) and the extendible maturity date for an additional 12 months, if required. And lastly, there is no specific covered bond legislative framework in Canada, unlike in many European countries. This is mitigated by the contractual obligations of the transaction parties, supported by the opinions provided by legal counsel to RBC and a generally creditor-friendly legal environment in Canada.

A Fact Book regarding covered bonds is available from the European Covered Bond Council.

Update: OK, got it. The “midswaps” stuff bothered me because RBC seems so proud of themselves for being to issue 11bp over. Top-Quality banks ARE the interest-rate-swaps rate … bank debt should normally trade AT the swaps rate (except for weak banks, which would trade over); covered debt should therefore trade THROUGH swaps.

I have been advised that due to the credit crunch, market impact costs (or “new issue concession” to be more particular) are such that being able to issue EUR 2-billion at only 11bp over is, indeed, something of an achievement.

Update, 2012-12-21: CMHC has released the Canadian Registered Covered Bond Programs Guide.

November 6, 2007

November 6th, 2007

The big news recently has been the Citigroup writedowns, ouster of the CEO and downgrade by Moody’s (to Aa2 from Aa1). Accrued Interest is experiencing deja vu … the search for sub-prime exposure after the writedowns is like the search for fishy accounting after Enron. Naked Capitalism points out that while both Merrill and Citi have taken huge write-downs, Citigroup has done nothing to reduce its exposure.

Nouriel Roubini thinks this is the tip of the iceberg (as does CreditSights) and pays particular attention to mark-to-make-believe accounting. Accrued Interest explains the rating volatility of CDOs with a simple model. Giovannini and Spaventa attribute the snowballing effects of the credit crunch to the information gap between investors and exposures and propose some solutions – most of which impose extemely onerous supervision. While none of the following elements is explicitly spelled out in their paper, or unequivocally endorsed, I interpret the remarks as proposing:

  • licensing of mortgage brokers
  • regulation of credit rating agencies and inspection of their models
  • standardization of products traded over-the-counter
  • increased disclosure of bank exposures under Basel II

The first three recommendations are inappropriate in the context of bank regulation. While these matters may well be desirable from other perspectives – and should be argued within the context of those perspectives – they have little to do with the regulation for the purpose of ensuring the stability of the banking system. Even the fourth suggestion is far too prescriptive for a free market: I suggest that the policy objective would be met by stating simply that any instrument for which the banks’ assigned credit profile cannot be verified due to material information not disclosed to the regulators should be charged to risk-weighted assets as if it were equity. This is sufficiently punitive that:

  • the policy objective of encouraging transparency will be served
  • the stability of the banking system will not be compromised by debt-rated securities that behave with, shall we say, greater volatility and less liquidity than most debt.

Meanwhile, Citigroup filed its third-quarter ’07 10-Q today, chock-full of interesting information!

The current lack of liquidity in the Asset-Backed Commercial Paper (ABCP) market and the resulting slowdown of the CP market for SIV-issued CP have put significant pressure on the ability of all SIVs, including the Citi-advised SIVs, to refinance maturing CP.

While Citigroup does not consolidate the assets of the SIVs, the Company has provided liquidity to the SIVs at arm’s-length commercial terms totaling $10 billion of committed liquidity, $7.6 billion of which has been drawn as of October 31, 2007. Citigroup will not take actions that will require the Company to consolidate the SIVs.

Master Liquidity Enhancing Conduit (M-LEC)

In October 2007, Citigroup, J.P. Morgan Chase and Bank of America initiated a plan to back a new fund, called the Master Liquidity Enhancing Conduit (M-LEC) that intends to buy assets from SIVs advised by Citigroup and other third party institutions. This is being done as part of an effort to avert the situation where the SIVs will be forced to liquidate significant amounts of mortgage-backed securities, resulting in a broad-based repricing of these assets in the market at steep discounts.

SIVs, including those advised by Citigroup, have experienced difficulties in refinancing maturing commercial paper and medium-term notes, due to reduced liquidity in the market for commercial paper.

Well! As far as I know, that’s the first official admission that the Citigroup SIVs are in enough trouble that they’re going to sell to Super-Conduit (MLEC), assuming that Super-Conduit ever gets off the ground! This may not be a death-blow to my thesis that Super-Conduit = Vulture, but it’s a pretty good hit!

In a similar development that I missed on its publication October 18, there is speculation that BMO has purchased $13-billion of its own ABCP.

Citigroup has previously announced:

Citi also announced that, while significant uncertainty continues to prevail in financial markets, it expects, taking into account maintaining its current dividend level, that its capital ratios will return within the range of targeted levels by the end of the second quarter of 2008. Accordingly, Citi has no plans to reduce its current dividend level. 

But Accrued Interest – a bond guy after my own heart – has looked at the various impairments of the various banks with the horror that only a bond guy who’s afraid he won’t get paid can muster and has made a modest proposal:

This leaves the surviving banks with better pricing power and/or ability to dictate lending terms. Overall, the long-term prospects for banks should be quite positive.However, in order to realize this long-term opportunities, banks must find a way to survive the current contagion with as much capital preserved as possible. Long-term shareholders appreciate this need for capital preservation. It would not serve shareholders interests to sell assets at fire-sale levels to raise capital. Nor would shareholders benefit from a bank being forced to issue new equity shares, particularly at a time when equity prices are weak.

There is one obvious way for banks to retain more capital: eliminate the dividend.

We shall see if any of them take him up on it!

A good day for prefs, with perpetuals resuming their upward trend of the past week … but splitShares went out of style today, with some large declines.

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 4.90% 4.90% 198,443 15.64 2 +0.0205% 1,045.2
Fixed-Floater 4.86% 4.82% 86,602 15.81 8 +0.0162% 1,046.5
Floater 4.50% 4.53% 63,916 16.29 3 -0.0404% 1,044.5
Op. Retract 4.87% 3.69% 76,087 3.33 16 +0.1195% 1,030.0
Split-Share 5.21% 5.04% 87,815 4.18 15 -0.3894% 1,036.6
Interest Bearing 6.29% 6.43% 62,376 3.55 4 -0.3251% 1,052.4
Perpetual-Premium 5.81% 5.32% 80,642 4.91 11 +0.0098% 1,014.0
Perpetual-Discount 5.56% 5.56% 334,666 14.34 55 +0.2964% 914.5
Major Price Changes
Issue Index Change Notes
BNA.PR.A SplitShare -1.5625% Asset coverage of 3.83+:1 as of July 31 according to the company. Now with a pre-tax bid-YTW of 6.38% based on a bid of 25.20 and a hardMaturity 2010-9-30 at 25.00.
BNA.PR.C SplitShare -1.5496% Same coverage of BNA.PR.A, above. Now with a pre-tax bid-YTW of 6.91% based on a bid of 20.33 and a hardMaturity 2019-1-10 at 25.00.
ASC.PR.A SplitShare -1.4141% Asset coverage of just under 2.3:1 as of November 2, according to AIC. Now with a pre-tax bid-YTW of 6.17% based on a bid of 9.76 and a hardMaturity 2011-5-31 at 10.00.
BSD.PR.A InterestBearing -1.3889% Asset coverage of just under 1.8:1 as of November 2, according to Brookfield Funds. Now with a pre-tax bid-YTW of 7.59% (mostly as interest) based on a bid of 9.23 and a hardMaturity 2015-3-31 at 10.00.
SBN.PR.A SplitShare -1.2808% Asset coverage of 2.4+:1 as of October 31, according to Mulvihill. Now with a pre-tax bid-YTW of 5.29% based on a bid of 10.02 and a hardMaturity 2014-12-1 at 10.00.
CU.PR.B PerpetualPremium +1.0039% I pointed out yesterday just how laughably overpriced these things are, and what happens? Now with a pre-tax bid-YTW of 4.21% based on a bid of 26.16 and a call 2008-7-1 at 26.00.
CM.PR.J PerpetualDiscount +1.0779% Now with a pre-tax bid-YTW of 5.50% based on a bid of 20.63 and a limitMaturity.
POW.PR.C PerpetualDiscount (for now!) +1.1689% Now with a pre-tax bid-YTW of 5.83% based on a bid of 25.10 and either a call 2012-1-5 at 25.00, or a limitMaturity, take your pick. Or, more to the point, get given the issuer’s pick.
RY.PR.G PerpetualDiscount +1.2077% Now with a pre-tax bid-YTW of 5.39% based on a bid of 20.95 and a limitMaturity.
PWF.PR.H PerpetualDiscount +1.4199% Now with a pre-tax bid-YTW of 5.78% based on a bid of 25.00 and a limitMaturity.
CM.PR.H PerpetualDiscount +1.5016% Now with a pre-tax bid-YTW of 5.58% based on a bid of 21.63 and a limitMaturity.
BAM.PR.N PerpetualDiscount +1.7410% Well! It’s been a while since we saw this issue at this end of the performers’ list! Now with a pre-tax bid-YTW of 6.45% based on a bid of 18.70 and a limitMaturity.
RY.PR.E PerpetualDiscount +1.8923% Now with a pre-tax bid-YTW of 5.38% based on a bid of 21.00 and a limitMaturity.
Volume Highlights
Issue Index Volume Notes
PWF.PR.E PerpetualDiscount 91,550 Nesbitt crossed 85,000 at 24.60. Now with a pre-tax bid-YTW of 5.56% based on a bid of 24.55 and a limitMaturity.
BNS.PR.J PerpetualDiscount 91,200 Now with a pre-tax bid-YTW of 5.23% based on a bid of 24.82 and a limitMaturity.
RY.PR.W PerpetualDiscount 83,400 Now with a pre-tax bid-YTW of 5.41% based on a bid of 22.70 and a limitMaturity.
BMO.PR.K PerpetualDiscount 66,955 Scotia bought 16,000 from DS at 24.35. Now with a pre-tax bid-YTW of 5.45% based on a bid of 24.30 and a limitMaturity.
PWF.PR.L PerpetualDiscount 53,000 Nesbitt crossed 50,000 at 22.60. Now with a pre-tax bid-YTW of 5.68% based on a bid of 22.60 and a limitMaturity.

There were thirty-three other index-included $25.00-equivalent issues trading over 10,000 shares today.

ENB.PR.A : DBRS Puts Ratings on "Negative Trend"

November 6th, 2007

DBRS has announced:

DBRS has confirmed the ratings on the Medium-Term Notes & Unsecured Debentures (long-term debt) and Cumulative Redeemable Preferred Shares (preferred shares) of Enbridge Inc. (Enbridge or the Company) at “A” and Pfd-2 (low), respectively, with the trends changed to Negative from Stable.

The rating confirmations and trend changes to Negative on the long-term debt and preferred share ratings reflect the following:

(1) The Company’s ongoing capital expenditure program (including $6.5 billion of committed and $2.5 billion of “in development” liquids pipelines projects over the 2007 to 2011 period, and the potential for additional projects that would raise the total to $12.2 billion) continues to increase, reflecting principally higher costs than originally anticipated and the addition of new projects. This will require substantial external funding, including debt issuance, potential asset monetization and equity financing over the medium term.

The preferreds continue to be rated P-2 by S&P.

The bonds are at A (negative trend) by DBRS, A- by S&P. Moody’s doesn’t rate the prefs, but downgraded the bonds from A3 to Baa1 in March 2007. Fitch rates neither.

Update: ENB.PR.A has been previously noted as an issue occasionally trading at a negative Yield-to-Worst. At its current quote of 24.96-08, this isn’t a major concern – but it is callable at par commencing December 2, so there’s not much upside to the issue.

Canadian ABCP : Massive Downgrade for Apsley Trust

November 6th, 2007

On October 17, DBRS placed Apsley Trust under Credit Review Negative:

Approximately 7% ($1.8 billion by funding amount) of the CDO transactions in the Affected Trusts under the Montreal Accord consist of U.S. residential mortgage-backed securities (RMBS); however, 49% of these CDO transactions, or approximately $900 million, is held by Apsley, consisting of a $400 million transaction and a $500 million transaction, each fully funded (unleveraged).

The $400 million transaction synthetically references pools of 2005 and 2006 vintage U.S. non-prime residential mortgages. In accordance with our CDO rating methodology, DBRS has relied in the past on ratings from other major rating agencies as inputs to our model. Over the past several months, the reference entities for these U.S. RMBS transactions have been downgraded several times. Until now, all of the $1.8 billion CDO exposure to U.S. residential mortgages in the Affected Trusts met all of the minimum requirements for a AAA rating. Recently, however, one rating agency took the largest single-day rating action yet with respect to the U.S. non-prime residential mortgage market when it downgraded 2,187 U.S. RMBS bonds on October 11, 2007.

The result was that Apsley’s $400 million U.S. non-prime residential transaction experienced rating downgrades for almost half of the underlying credits, with an average cut of four rating levels for each security being downgraded. DBRS is currently analyzing the full effect of these rating actions and has subsequently placed Apsley Trust Under Review with Negative Implications. Based on the current ratings of the underlying bonds, DBRS believes that the $500 million transaction held by Apsley continues to be AAA but is monitoring it closely; additional downgrades or losses in the underlying bonds could result in significant downgrades in that transaction as well. DBRS is also reviewing the practice of using other rating agencies’ ratings in its ratings of structured finance transactions.

The remaining transactions in Apsley consist of $1.5 billion of leveraged super-senior transactions that reference corporate obligations. These transactions continue to be rated AAA from a probability of default perspective and continue to perform well. As of today, DBRS does not expect that these transactions will suffer losses and considers them to be strong from a credit and ratings migration perspective.

Today, the other shoe dropped:

DBRS has today downgraded the ratings of Apsley Trust (Apsley) Class A, Series A from R-1 (high) Under Review with Negative Implications to R-4 Under Review with Developing Implications; Class E, Series A from R-1 (high) Under Review with Negative Implications to R-4 Under Review with Developing Implications; Class FRN, Series A from AAA Under Review with Negative Implications to BB Under Review with Developing Implications.

At inception the portfolio of 80 reference obligations consisted of 50% BBB and 50% BBB (low) obligations as rated by DBRS and other Nationally Recognized Statistical Rating Organizations (NRSROs).

Recent negative rating actions taken by other rating agencies in the U.S. RMBS sector affected 36 of the 80 obligors referenced in the Transaction with an average rating cut of four rating levels. The cumulative effect of the downgrades to the credits referenced by the Transaction has been to push the attachment point to maintain a AAA rating through the current actual attachment point of the Transaction. The Transaction can therefore no longer maintain a AAA rating. In addition, due to observed slowdowns in prepayment speeds, DBRS has revised its term assumption in respect of the Transaction to seven years.

DBRS generally rates ABCP at the rating level of the lowest rated transaction funded by the ABCP. As the six other CDO transactions funded by Apsley remain AAA, the Transaction is now the lowest-rated transaction and its rating will therefore determine the highest-possible rating for Apsley overall.

Using the DBRS CDO Toolbox and applying the current ratings of the reference obligations and a revised assumption as to the term of the reference portfolio, a long-term rating of BB has been assigned to the Transaction by DBRS. The DBRS Long-Term to Short Term Mapping Table indicates that a rating of R-4 is appropriate for ABCP that is funding a BB rated transaction.

As mentioned above, in addition to the Transaction, there is another $500 million CDO transaction funded by Apsley that is 100% exposed to U.S. non-prime RMBS. This transaction has retained a sufficient stability cushion above the attachment point to maintain a AAA rating at this time. However, considering the speed at which the Transaction lost its stability cushion above AAA, future rating actions of similar size and severity by other NRSROs may cause the $500 million U.S. non-prime RMBS transaction to suffer a similar deterioration. As a result, DBRS continues to monitor this transaction closely. Additional downgrades or losses in the underlying bonds could result in a significant downgrade of this transaction. If a downgrade of this transaction below the BB range were to occur, further rating action in regard to Apsley would become necessary.

The five remaining CDO transactions representing $1.5 billion of funding by Apsley reference corporate obligations. These transactions continue to be rated AAA from a probability of default perspective and continue to perform well. DBRS does not expect that these transactions will suffer losses and considers them to be strong from a credit and ratings migration perspective.

Wow. That was fast!

Update, 2007-11-6: It is interesting to note from The Information Memorandum for Apsley Trust that:

Apsley Trust™ (the “Trust”) is a trust established under the laws of the Province of Ontario pursuant to a settlement deed made as of November 24, 2005 between Metcalfe & Mansfield Alternative Investments V Corp. in its capacity as trustee (collectively with its successors and assigns in such capacity, the “Issuer Trustee”; any reference to the Trust herein includes the Issuer Trustee acting in its fiduciary capacity as Issuer Trustee) and Metcalfe & Mansfield Capital Corporation, as settlor.  The office of the Issuer Trustee for administering the activities of Apsley Trust™ is located at 141 Adelaide Street West, Suite 330, Toronto, Ontario M5H 3L5.

and from an August press release that:

Metcalfe & Mansfield Capital Corporation is a subsidiary of Quanto Financial Corporation, a private Canadian financial institution with offices in Montreal, Toronto and Calgary and representatives in Vancouver and Winnipeg. The principal shareholders of Quanto Financial Corporation are National Bank Financial, Deutsche Bank Canada and Redfern Equity Capital Partners.

The announcement of inauguration of Apsley Trust includes the paragraph:

Metcalfe & Mansfield Alternative Investments V Corp. is the Issuer Trustee of Apsley Trust. The Issuer Trustee is independent from the Issuers, the Financial Services Agent, the Administrative Agent, the Indenture Trustee, and other service providers to the Trust.

… but frankly, I don’t know what that means.

Update #2, 2007-11-6: The unnamed rating agency with the mass downgrade on October 11 was Moody’s. I briefly discussed the downgrade at the time.

Update #3, 2007-11-6: Accrued Interest has produced a simple example illustrating the volatility of CDO quality. More discussion has been referenced here.

Where Did the Risk Go? – An Early Attack on the Ratings Agencies

November 6th, 2007

I’ve run across an extremely interesting paper, Where Did the Risk Go? How Misapplied Bond Ratings Cause Mortgage Backed Securities and Collateralized Debt Obligation Market Disruptions, written by Joseph R. Mason, an associate professor at Drexel University who has been mentioned here before in connection with his testimony to Congress, and Joshua Rosner, Managing Director of Graham Fisher & Company, a firm that provides “Independent research for institutional investors in financial service assets”.

The primary recommendation for public policy is:

Significant increases in public access to performance reports, CDO and RMBS product standardization, and CDO and RMBS securities ownership registration can help decrease the existing over-reliance on ratings agency inputs to rate and ultimately value the securities and reducing the valuation errors inherent in “marked-to-model” (rather than marked-to-market) portfolios. SEC Regulation AB was a (late) start for ABS and RMBS. Overall, however, the U.S. economy needs an efficient public CDO market that allows transparent openmarket pricing of market risk and outside research into new securities and funding arrangements.

This is a principle with which I can whole-heartedly agree … although I will not guarantee  sweet accord when the details are hammered out! There should be no regulatory restrictions on the flow of information … it should be possible to publish all deal information without fear of adverse regulatory repercussions, but there is often some confusion on this point. The regulators should first make it plain that, while selling the investment to a non-qualified investor may be improper, publishing the advice is encouraged.

After that, let the market and the Prudent Man Rule do its work. I think it would be fairly easy to argue that a Prudent Man would review available information prior to making an investment. At which point we get into further problems … how much review is enough?

Consider a plain and ordinary S&P 500 Index Fund. How much of the fund material do you have to read before you can purchase some on behalf of a client? Do you have to read through and understand the annual reports of all 500 companies?

I suggest that the archetypal Prudent Man need only

  • understand what the S&P 500 is attempting to do, and
  • verify that the vehicle will track it ‘reasonably’ well, and
  • do so at a realistic cost

… but there will be legitimate disagreement over even this simple exposition! My continued vocal support for the primacy of the Prudent Man Rule should not be taken to imply that I believe it will be simple and unambiguous.

November 5, 2007

November 5th, 2007

Well … today was fairly busy, so there’s not much commentary! Just to keep my faithful readers entertained, however, I have uploaded the PerpetualPremium index … look at CU.PR.A and CU.PR.B! A fine company and a solid credit … but should these issues really be trading 60+bp through Power Financial? There will be a small prize awarded to anybody who can give me a satisfactory explanation of this phenomenon.

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 4.92% 4.91% 206,688 15.62 2 0.0000% 1,045.0
Fixed-Floater 4.86% 4.82% 87,410 15.81 8 +0.0991% 1,046.3
Floater 4.50% 4.52% 63,713 16.30 3 +0.3319% 1,044.9
Op. Retract 4.88% 3.62% 76,433 3.60 16 +0.1751% 1,028.8
Split-Share 5.18% 5.05% 87,676 4.19 15 -0.1341% 1,040.7
Interest Bearing 6.27% 6.43% 61,799 3.57 4 -0.0746% 1,055.9
Perpetual-Premium 5.81% 5.43% 80,650 5.41 11 +0.2095% 1,013,9
Perpetual-Discount 5.58% 5.58% 335,875 14.32 55 -0.0698% 911.8
Major Price Changes
Issue Index Change Notes
ELF.PR.G PerpetualDiscount -2.1053% Now with a pre-tax bid-YTW of 6.15% based on a bid of 19.53 and a limitMaturity.
NA.PR.L PerpetualDiscount -1.6471% Now with a pre-tax bid-YTW of 5.83% based on a bid of 20.90 and a limitMaturity.
LBS.PR.A SplitShare -1.3659% Asset coverage of just under 2.5:1 according to Brompton Group. Now with a pre-tax bid-YTW of 5.13% based on a bid of 10.11 and a hardMaturity 2013-11-29 at 10.00.
BNS.PR.J PerpetualDiscount -1.0761% Now with a pre-tax bid-YTW of 5.23% based on a bid of 24.82 and a limitMaturity.
BNA.PR.C SplitShare -1.0067% Asset coverage of just over 3.8:1 as of July 31, according to the company. Now with a pre-tax bid-YTW of 6.71% based on a bid of 20.65 and a hardMaturity 2019-1-10 at 25.00.
ASC.PR.A SplitShare -1.0000% Asset coverage of just under 2.3:1 as of November 2, according to AIC. Now with a pre-tax bid-YTW of 5.22% based on a bid of 23.10 and a limitMaturity.
CM.PR.A OpRet +1.2926% Now with a pre-tax bid-YTW of 1.14% based on a bid of 25.86 and a call 2007-12-5 at 25.75.
Volume Highlights
Issue Index Volume Notes
BMO.PR.J PerpetualDiscount 237,040 Now with a pre-tax bid-YTW of 5.40% based on a bid of 20.90 and a limitMaturity.
GWO.PR.G PerpetualDiscount 107,260 Scotia crossed 85,100 at 23.60. Now with a pre-tax bid-YTW of 5.60% based on a bid of 23.50 and a limitMaturity.
RY.PR.W PerpetualDiscount 104,800 Nesbitt crossed 100,000 at 22.51. Now with a pre-tax bid-YTW of 5.45% based on a bid of 22.50 and a limitMaturity.
PWF.PR.F PerpetualDiscount 86,120 Now with a pre-tax bid-YTW of 5.69% based on a bid of 23.20 and a limitMaturity.
GWO.PR.X OpRet 51,723 Scotia crossed 50,000 at 26.65. Now with a pre-tax bid-YTW of 3.57% based on a bid of 26.65 and a call 2009-10-30 at 26.00.

There were thirty-three other index-included $25.00-equivalent issues trading over 10,000 shares today.

HIMIPref™ Preferred Indices : January 2003

November 5th, 2007

All indices were assigned a value of 1000.0 as of December 31, 1993.

HIMI Index Values 2003-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,388.1 3 2.00 4.41% 16.6 177M 5.81%
FixedFloater 2,005.6 9 2.00 4.36% 15.8 101M 5.69%
Floater 1,602.7 6 1.82 3.89% 17.4 69M 4.07%
OpRet 1,609.1 27 1.26 3.59% 1.7 147M 5.55%
SplitShare 1,571.6 10 1.70 4.69% 3.9 43M 5.71%
Interest-Bearing 1,920.4 8 2.00 5.71% 1.6 131M 7.84%
Perpetual-Premium 1,225.4 19 1.47 5.57% 6.7 282M 5.67%
Perpetual-Discount 1,396.8 9 1.66 5.77% 14.1 137M 5.88%

Index Constitution, 2003-01-31, Pre-rebalancing

Index Constitution, 2003-01-31, Post-rebalancing

MAPF Performance, October 2007

November 5th, 2007

Malachite Aggressive Preferred Fund has been valued for October, 2007, month-end. The unit value is $8.8084. Returns over various periods are:

MAPF Returns to October, 2007
One Month -3.72%
Three Months -4.72%
One Year -3.06%
Two Years (annualized) +1.52%
Three Years (annualized) +3.13%
Four Years (annualized) +6.08%
Five Years (annualized) +9.87%
Six Years (annualized) +7.95%

Returns assume reinvestment of dividends, and are shown after expenses but before fees. Past performance is not  a guarantee of future performance. You can lose money investing in Malachite Aggressive Preferred Fund or any other fund. For more information, see the fund’s main page.

The October returns are disappointing. As has been stated in the post regarding portfolio composition, the fund made a major move into the PerpetualDiscount sector during the course of the month. The sector looked thoroughly undervalued at the time of the trades … but it just kept on going down. The ghastly performance of the PerpetualDiscount sector has been discussed elsewhere.

As noted in the discussion of portfolio composition, I am very happy with the portfolio as it stood on October 31. HIMIPref™ was, perhaps, too early in determining that sufficient value existed in the sector to be worth a switch – and a switch between sectors requires a much greater increase in value than an intra-sector trade – but that’s the way it goes sometimes. A less sensitive system would miss potentially profitable trades.

More later.

November 2, 2007

November 2nd, 2007

US Jobs number MUCH better than feared! Canadian Jobs number GREAT! Merrill thumped on credit quality! Citigroup thumped on credit quality! Canaccord thumped on credit quality! (Canaccord? Who is this “Canaccord”?) SIV chatter! (nothing much new)

There won’t be much commentary today, I’m afraid. I’m exhausted.

There is a highly illuminating discussion on FWF the possibility of, and the repercussions of, a bank “breaking the buck” on a money market fund:

If any Canadian bank broke the buck on one of its MMF and walked away from it, I would sell all of my mutual funds not just any MMF that I owned as well as my fundco stocks and never buy again. Reason: no bank/fundco is to be trusted. (Although MMFs are not guaranteed, their history is such that they might as well be.)

I hope that the Canadian Bank Regulator is reading this thread!

We remember that National Bank bailed out its MMF:

Altamira Investment Services Inc., manager of the Altamira Mutual Funds, announced that National Bank of Canada has completed the acquisition, announced on August 20th, of all the asset backed commercial paper (“ABCP”) held by the Altamira Mutual Funds.

Wachovia has also purchased ABCP from its MMF:

In addition, late last week Wachovia Corp. revealed that it had booked a $40 million loss on asset-backed securities that it purchased from the portfolio of money-market funds run by its Evergreen Investments money-management unit in August.

I imagine there’s others – feel free to advise me of them.

If this kind of thing makes good business sense for the banks – then good for them! I am well aware that their profits on funds are utterly ridiculous and well worth protecting.

However: if bank-sponsored MMFs are really “covered bank deposits” … they should be booked like covered bank deposits!

There should be full consolidation of all MMFs onto the banks’ balance sheets; the investments should be fully reflected in the risk-weighted assets. Otherwise, we are allowing implicit support of the the banks’ various off-balance sheet activities (like SIVs, MMFs and other investment vehicles) without properly accounting for the risk; this endangers the stability of the financial system, as well as providing a subsidy (via deposit insurance and Bank of Canada credit lines) to certain fundcos, but not to other fundcos.

Another good day for the perpetual sector! (Geez, you know, it’s been a long time since I’ve made that comment!)

Still lots of yield-wierdnesses, but volume is still good. Don’t misunderstand me … I’m not saying I don’t like yield-wierdnesses … but I want them to develop until exactly the time I take a position and then revert.

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 4.94% 4.92% 215,244 15.60 2 -0.0817% 1,045.0
Fixed-Floater 4.82% 4.82% 87,564 15.82 8 +0.0564% 1,045.3
Floater 4.51% 3.86% 63,068 10.68 3 -0.2859% 1,041.5
Op. Retract 4.88% 4.05% 76,159 3.76 16 +0.0441% 1,027.0
Split-Share 5.18% 5.08% 87,209 4.04 15 +0.0899% 1,042.1
Interest Bearing 6.26% 6.33% 60,300 3.57 4 -0.3994% 1,056.7
Perpetual-Premium 5.81% 5.43% 80,161 4.51 11 +0.3582% 1,011.7
Perpetual-Discount 5.53% 5.56% 336,548 14.33 55 +0.4475% 912.4
Major Price Changes
Issue Index Change Notes
BSD.PR.A InterestBearing -1.4815% Asset coverage of just under 1.8:1 as of October 31, according to Brookfield Funds. Now with a pre-tax bid-YTW of 7.43% based on a bid of 9.31 and a hardMaturity 2015-3-31 at 10.00.
CM.PR.A OpRet -1.4286% Now with a pre-tax bid-YTW of 4.73% based on a bid of 25.53 and a softMaturity 2011-7-30 at 25.00.
CU.PR.A PerpetualPremium +1.01% Now with a pre-tax bid-YTW of 5.06% based on a bid of 26.01 and a call 2012-3-31 at 25.00.
IAG.PR.A PerpetualDiscount +1.0763% Now with a pre-tax bid-YTW of 5.64% based on a bid of 20.66 and a limitMaturity.
RY.PR.W PerpetualDiscount +1.2184% Now with a pre-tax bid-YTW of 5.47% based on a bid of 22.43 and a limitMaturity.
BNS.PR.K PerpetualDiscount +1.3158% Now with a pre-tax bid-YTW of 5.22% based on a bid of 23.10 and a limitMaturity.
RY.PR.E PerpetualDiscount +1.3216% Now with a pre-tax bid-YTW of 5.45% based on a bid of 20.70 and a limitMaturity.
MFC.PR.B PerpetualDiscount +1.3420% Now with a pre-tax bid-YTW of 5.38% based on a bid of 21.90 and a limitMaturity.
CL.PR.B PerpetualPremium +1.3725% Now with a pre-tax bid-YTW of 5.34% based on a bid of 25.85 and a call 2011-1-30 at 25.00.
PIC.PR.A SplitShare +1.5161% Now with a pre-tax bid-YTW of 4.82% based on a bid of 15.40 and a hardMaturity 2010-11-1 at 15.00.
PWF.PR.K PerpetualDiscount +1.7625% Now with a pre-tax bid-YTW of 5.68% based on a bid of 21.94 and a limitMaturity.
BNS.PR.J PerpetualDiscount (for now!) +1.87% Now with a pre-tax bid-YTW of 5.16% based on a bid of 25.09 and a limitMaturity.
BMO.PR.H PerpetualDiscount (for now!) +2.1722% Now with a pre-tax bid-YTW of 4.91% based on a bid of 25.40 and a call 2013-3-27 at 25.00.
Volume Highlights
Issue Index Volume Notes
BNS.PR.L PerpetualDiscount 64,225 Nesbitt bought 21,400 from National at 21.00. Now with a pre-tax bid-YTW of 5.39% based on a bid of 21.03 and a limitMaturity.
BNS.PR.M PerpetualDiscount 58,800 Now with a pre-tax bid-YTW of 5.39% based on a bid of 21.01 and a limitMaturity.
PWF.PR.E PerpetualDiscount 52,000 Nesbitt crossed 50,000 at 24.50. Now with a pre-tax bid-YTW of 5.63% based on a bid of 24.29 and a limitMaturity.
RY.PR.D PerpetualDiscount 28,500 Now with a pre-tax bid-YTW of 5.46% based on a bid of 20.68 and a limitMaturity.
GWO.PR.E OpRet 27,710 Now with a pre-tax bid-YTW of 4.36% based on a bid of 25.41 and a call 2011-4-30 at 25.00.

There were twenty-two other index-included $25.00-equivalent issues trading over 10,000 shares today.

HIMIPref™ Preferred Indices : December, 2002

November 2nd, 2007

All indices were assigned a value of 1000.0 as of December 31, 1993.

HIMI Index Values 2002-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,310.8 3 2.00 4.54% 16.4 137M 5.20%
FixedFloater 1,983.2 9 2.00 4.49% 15.6 112M 5.71%
Floater 1,475.2 6 1.82 4.22% 16.7 48M 4.40%
OpRet 1,596.8 31 1.22 4.20% 1.6 100M 5.68%
SplitShare 1,569.8 10 1.70 3.96% 1.7 48M 5.66%
Interest-Bearing 1,905.4 8 2.00 5.75% 1.7 129M 7.90%
Perpetual-Premium 1,218.0 17 1.47 5.51% 6.5 239M 5.69%
Perpetual-Discount 1,381.7 10 1.70 5.71% 14.3 102M 5.87%

Index Constitution, 2002-12-31, Pre-rebalancing

Index Constitution, 2002-12-31, Post-rebalancing