Not a good start to the new year!
There was a strange data problem with the TSX feed today … a missing line-break caused problems! The HIMIPref™ database has been updated, but there’s no time to do the daily report.
The redemptions of TA.PR.C and BAM.PR.S have been processed and reorgDataEntries processed. Now, there’s just time before I knock off to have a quick look at the interface to that !*%*#$ feed and see if I can set things up to capture a similar error in a more timely fashion next time …
Update : Mea culpa. It wasn’t the TSX’s fault – it was mine, revising the raw feed to remove the TA.PR.C redemption and not doing it right. Still … the programming has been revised so that the same problem will be caught much more efficiently and similar problems will be reported much better (to me, I mean). Just another day in the software-bulletproofing department.
Update 2007-01-04 :
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 |
4.09% |
4.09% |
31,372 |
17.27 |
1 |
+0.0000% |
1,036.2 |
Fixed-Floater |
4.78% |
3.63% |
88,427 |
8.39 |
7 |
+0.0843% |
1,039.8 |
Floater |
4.59% |
-18.56% |
66,915 |
8.28 |
4 |
0.0899% |
1,037.6 |
Op. Retract |
4.66% |
1.01% |
82,278 |
2.05 |
17 |
-0.1087% |
1,032.5 |
Split-Share |
5.13% |
1.47% |
206,173 |
2.27 |
10 |
-0.1565% |
1,041.5 |
Interest Bearing |
6.72% |
5.79% |
72,617 |
2.40 |
6 |
+0.1486% |
1,032.9 |
Perpetual-Premium |
4.99% |
3.56% |
276,408 |
4.60 |
55 |
+0.0933% |
1,054.6 |
Perpetual-Discount |
4.49% |
4.51% |
812,110 |
16.40 |
3 |
+0.0811% |
1,058.6 |
Another Update, 2007-01-04 :
Major Price Changes |
Issue |
Index |
Change |
Notes |
ELF.PR.G |
PerpetualPremium |
-1.1328% |
|
LBS.PR.A |
SplitShares |
-1.0092% |
|
W.PR.H |
PerpetualPremium |
+1.0558% |
|
Volume Highlights |
Issue |
Index |
Volume |
Notes |
NA.PR.L |
PerpetualPremium |
36,000 |
|
NA.PR.K |
PerpetualPremium |
30,937 |
|
CM.PR.I |
PerpetualPremium |
18,940 |
|
There were no other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.