Archive for May, 2009

ABCP: Accumulate Bank of Canada Power!

Wednesday, May 6th, 2009

The Canadian Press reports that Mark Carney has proposed yet another regulator (while, I suspect, coughing and pointing at himself):

The central bank governor told a Senate committee that the country’s regulatory fiefdoms need a new mechanism to ensure individual financial watchdogs do not have blinders on that prevents them from seeing the bigger picture.

Carney said the central bank had warned years in advance about the risks involved with the $32-billion non-bank asset-backed commercial paper market, but its cautions were ignored.

“We view ourselves as having an advocacy role identifying problems and making them known,” he said.

“The advice has not always been followed, and in some cases problems have been repeatedly identified.

“In one case, the issue was really the only serious capital market problem we have had in this crisis (and) had been identified by the bank some years in advance.”

Carney’s argument for what he called a new “mechanism” that would require individual regulators to consider the wider implications of their actions came at the conclusion of a two-hour hearing with the Senate banking committee.

Unfortunately, there is no mention of such a thing in the Official Opening Remarks.

Let’s recapitulate, shall we?

The seeds of the ABCP fiasco were sown long ago, when OSFI required that banks put up capital for undrawn, guaranteed lines of credit (“Global Liquidity”). They did not require capital for undrawn vague committments, such as the General Market Disruption clause. I consider this to have been an entirely prudent ruling. For this reason, the ABCP market in Canada relied on GMD agreements, since Global Liquidity cost too much extra.

In the States, the Fed did not require capital for Global Liquidity; since it did not require capital it was cheap; since it was cheap that’s what ABCP issuers chose.

Later, the Fed changed their rules to be more consistent with the Canadian approach. At that time, the US ABCP market was sufficiently well-established that the extra costs were absorbed. Canadian issuers did not change their ways because there was no point: there would have been extra costs for whoever went first with no competitive advantage.

In 2003 the Bank of Canada published a warning about ABCP – well done BoC and I hope Paula Toovey and John Kiff get bonuses!

By 2007, the market was a little bit rigged: an enormous fraction of outstanding Canadian ABCP was held by accounts controlled/advised by entities that also had ownership interests in producers. There has never been a satisfactory explanation – public and satisfactory to me, anyway – of whether the portfolio managers responsible for the accounts holding the paper were motivated solely by concerns about the best interests of the accounts they were managing.

In mid/late 2007 the market collapsed. It became apparent that there were many holders of ABCP who were enormously concentrated in the asset class, if not a single name within that asset class. As far as I know, not a single PM has lost his license due to over-concentration. The regulatory response has concentrated on investment suitability, which I don’t understand at all. Even with hindsight, I consider non-Bank Canadian ABCP to be a suitable money-market investment that, unfortunately went bad. Please note that the word “suitable” means “on the list”. It means “sure, consider this stuff for inclusion in a diversified portfolio”. It does not mean “back up the trucks, guys, and load up 100% in this paper”. If that’s what the word “suitable” meant, NOTHING would be “suitable”.

I have not yet heard of anybody losing their license – or even being charged – for concentration risk.

Some people got burned and got burned badly, sure. That’s what happens when you load up on a single sure-fire can’t-miss investment. The only systemic implications I have seen is that some financial institutions were forced for reputational reasons to take the defaulted paper onto their books at par, without this reputational risk having been accounted for as part the financial institutions’ capital requirements.

This reputational risk needs to be addressed in Basel 3, if not sooner. As I have urged, for instance, the assets held by bank-sponsored money market funds should be included in Risk-Weighted Assets for capital calculation purposes. I have not yet heard any argument as to why such a course of action is not both necessary and sufficient.

May 6, 2009

Wednesday, May 6th, 2009

To my mind, one of the more fascinating fields of research in the financial sector is market design. I’ve posted about Pegged Orders, proposed regulation of the retail bond market and the BoC’s analysis of bond auction formats, among others. So I was highly entertained – and educated! – by a piece on VoxEU by Trevon D. Logan, Information and Illegal Market Mechanisms:

This column studies the online (illegal) market for male sex work. It shows that participants find ways to get the prices right, even in the absence of formal enforcement mechanisms, using technology to share and disseminate information. The risk of fraud is disciplined by client reviews and demand for photos in escorts’ advertisements.

While previous empirical work has looked at how information technology improves market functions (Brown and Goolsbee 2002, Jensen 2007, Lewis 2009, Goyal 2008), we provide the first evidence that an illegal online market is just as responsive to information as a legal online market. We believe that this work suggest that, irrespective of the institutions involved, market participants find ways to get the prices right if they have access to technology that allows them to share and disseminate information even in the absence of formal enforcement. Even in markets with formal contracts and enforcement, the types of forums created by the clients of male sex workers are common (e.g., AngiesList.com). In this illegal market, we found that the participants are quite good at policing the market themselves. This informal policing, we believe, is critical to the functioning of this market. While formal institutions in general are undoubtedly important, large economic gains could be made in short order by allowing market participants better access to technology and information, allowing participants to share information and police themselves until formal institutions are well developed enough for contracts to be formalised and enforced.

Speaking of market structure, it is my understanding that there is at least one discount brokerage that will process iceberg orders for retail – not on-line, but when you speak to a “trader” anyway. Where there’s one, there’s probably more … if anybody wants to do the legwork for a survey of discount brokerages, I’ll publish it with credit.

PerpetualDiscounts experienced an interuption of their run-up today and Fixed-Resets were able to catch up a little in performance following a very good month – and Month-to-Date – for the market in general, amidst continued heavy volume. PerpetualDiscounts now yield 6.60%, equivalent to 9.24% interest at the standard equivalency factor of 1.4x. Long Corporates are on a tear as well, returning 2.13% month-to-date (6.68% year-to-date) and now yield about 7.2-7.3%, meaning the the pre-tax interest-equivalent spread is now about 194-204bp … it hasn’t been that low for a while!

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.5629 % 1,014.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.5629 % 1,639.9
Floater 3.71 % 4.41 % 72,922 16.56 3 -0.5629 % 1,266.8
OpRet 5.08 % 4.31 % 141,867 2.62 15 -0.0453 % 2,143.7
SplitShare 6.03 % 7.38 % 46,771 4.28 3 0.1109 % 1,780.0
Interest-Bearing 6.00 % 6.59 % 27,957 0.63 1 0.8065 % 1,987.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.1574 % 1,677.4
Perpetual-Discount 6.52 % 6.60 % 150,122 13.10 71 -0.1574 % 1,544.8
FixedReset 5.77 % 4.91 % 555,834 4.53 36 0.2822 % 1,962.6
Performance Highlights
Issue Index Change Notes
BAM.PR.K Floater -4.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 8.78
Evaluated at bid price : 8.78
Bid-YTW : 4.53 %
IAG.PR.A Perpetual-Discount -3.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 16.62
Evaluated at bid price : 16.62
Bid-YTW : 7.03 %
BAM.PR.B Floater -3.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 9.01
Evaluated at bid price : 9.01
Bid-YTW : 4.41 %
PWF.PR.L Perpetual-Discount -2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 18.67
Evaluated at bid price : 18.67
Bid-YTW : 6.90 %
ELF.PR.F Perpetual-Discount -2.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 16.85
Evaluated at bid price : 16.85
Bid-YTW : 7.98 %
PWF.PR.I Perpetual-Discount -2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 21.97
Evaluated at bid price : 22.30
Bid-YTW : 6.78 %
CU.PR.A Perpetual-Discount -1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 23.02
Evaluated at bid price : 23.28
Bid-YTW : 6.23 %
POW.PR.C Perpetual-Discount -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 6.91 %
BMO.PR.O FixedReset -1.67 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-06-24
Maturity Price : 25.00
Evaluated at bid price : 26.55
Bid-YTW : 5.33 %
HSB.PR.D Perpetual-Discount -1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 6.87 %
PWF.PR.G Perpetual-Discount -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 21.42
Evaluated at bid price : 21.42
Bid-YTW : 6.95 %
RY.PR.W Perpetual-Discount -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 19.42
Evaluated at bid price : 19.42
Bid-YTW : 6.34 %
ELF.PR.G Perpetual-Discount -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 7.90 %
TD.PR.E FixedReset -1.01 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-05-30
Maturity Price : 25.00
Evaluated at bid price : 26.51
Bid-YTW : 4.95 %
GWO.PR.J FixedReset 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 23.45
Evaluated at bid price : 25.89
Bid-YTW : 4.90 %
MFC.PR.C Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 17.55
Evaluated at bid price : 17.55
Bid-YTW : 6.53 %
TD.PR.R Perpetual-Discount 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 22.86
Evaluated at bid price : 23.00
Bid-YTW : 6.13 %
TD.PR.Y FixedReset 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 24.30
Evaluated at bid price : 24.35
Bid-YTW : 3.98 %
BMO.PR.L Perpetual-Discount 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 22.96
Evaluated at bid price : 23.11
Bid-YTW : 6.29 %
TD.PR.C FixedReset 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 25.50
Evaluated at bid price : 25.55
Bid-YTW : 4.75 %
GWO.PR.I Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 16.61
Evaluated at bid price : 16.61
Bid-YTW : 6.88 %
CIU.PR.A Perpetual-Discount 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 18.46
Evaluated at bid price : 18.46
Bid-YTW : 6.24 %
POW.PR.D Perpetual-Discount 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 18.98
Evaluated at bid price : 18.98
Bid-YTW : 6.67 %
BMO.PR.M FixedReset 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 24.57
Evaluated at bid price : 24.62
Bid-YTW : 3.84 %
CU.PR.B Perpetual-Discount 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 23.96
Evaluated at bid price : 24.25
Bid-YTW : 6.19 %
BNS.PR.P FixedReset 1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 24.58
Evaluated at bid price : 24.65
Bid-YTW : 4.16 %
CM.PR.P Perpetual-Discount 2.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 21.18
Evaluated at bid price : 21.18
Bid-YTW : 6.55 %
HSB.PR.C Perpetual-Discount 2.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 6.52 %
TRI.PR.B Floater 3.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 14.01
Evaluated at bid price : 14.01
Bid-YTW : 2.83 %
Volume Highlights
Issue Index Shares
Traded
Notes
TD.PR.Y FixedReset 116,070 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 24.30
Evaluated at bid price : 24.35
Bid-YTW : 3.98 %
SLF.PR.A Perpetual-Discount 113,942 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 17.63
Evaluated at bid price : 17.63
Bid-YTW : 6.84 %
RY.PR.Y FixedReset 109,951 Recent new issue.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-12-24
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 5.33 %
RY.PR.D Perpetual-Discount 100,904 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-06
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 6.27 %
MFC.PR.D FixedReset 85,361 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-07-19
Maturity Price : 25.00
Evaluated at bid price : 26.17
Bid-YTW : 5.84 %
TD.PR.K FixedReset 55,770 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-08-30
Maturity Price : 25.00
Evaluated at bid price : 26.50
Bid-YTW : 5.10 %
There were 59 other index-included issues trading in excess of 10,000 shares.

DBRS Rates Empire Life

Wednesday, May 6th, 2009

Well … this is interesting enough to rate its own post, even though Empire Life has no publicly issued preferred shares … although its parent does: ELF.PR.F & ELF.PR.G.

DBRS is assigning:

a Claims Paying Rating of IC-2 to policy obligations issued by The Empire Life Insurance Company (Empire or the Company). DBRS has also assigned an Issuer Rating of “A” and a Subordinated Debt rating of A (low) to Empire. All ratings have a Stable trend.

While capitalization has traditionally been very conservative, the recent deterioration in equity market performance has forced it to raise additional capital in the form of $125 million of subordinated debt issued to E-L Financial Corporation Limited (E-L), which brings the Company’s financial leverage ratios closer to those of its industry peers at around 16%.

The underlying exposure of Canadian life insurance companies to equity markets has become apparent following the recent deterioration in global equity markets. The Company realized that it must reduce its direct holdings in common equities and completed steps to begin this reduction in 2006, recognizing that it is also indirectly exposed to equity markets through segregated fund guarantees and the fees earned on assets under management (AUM). The Company is currently managing its overall equity exposure (ownership of common stock and exposure to segregated fund guarantees) in order to remain consistent with the overall equity exposure level of industry peers. The Company’s asset mix is otherwise more conservative than that of industry peers, with lower exposure to mortgages and real estate and a greater portion of its mix in domestic government bonds.

One can only speculate as to whether we shall see any direct issuance from Empire Life in the future!

PrefLetter Now Available in Alberta!

Wednesday, May 6th, 2009

I am pleased to announce that PrefLetter is now available to residents of Alberta.

PrefLetter is the monthly newsletter recommending individual issues of preferred shares to subscribers. There is at least one recommendation from every major type of preferred share (two of them recently added); the recommendations are taylored for “buy-and-hold” investors.

Preferred share dividends enjoy a privileged position with respect to taxes in Alberta.

The next edition of PrefLetter will be prepared as of the close on Friday, May 8, and be eMailed to subscribers in PDF format prior to the opening of the Toronto Stock Exchange on May 11.

Marginal Tax Rates: Alberta

Wednesday, May 6th, 2009

E&Y have analyzed current Alberta tax rates and we may draw some conclusions from these data:

Investors Taxable Income Marginal Rate on Interest Marginal Rate on Dividends Equivalency Factor
Widows & Orphans $30,000 25.00% 0.01% 1.33
Professionals $75,000 32.00% 4.41% 1.41
Plutocrats $150,000 39.00% 14.56% 1.40

It is interesting to note that the equivalency factors have increased slightly since my 2006 post on this topic.

BNS Tier 1 Issue: 7.802%+705

Wednesday, May 6th, 2009

I mentioned on May 1:

I understand that Scotia has done an Innovative Tier 1 Capital deal, described as “650 million deal June 30, 2019-2108 … at 7.804%”, but have no further details, no press release, nothing on SEDAR.

Well, still no press release, but the prospectus is on SEDAR, dated May 1, 2009:

From the date of issue to, but excluding, June 30, 2019 the interest rate on the Scotia BaTS III Series 2009-1 will be fixed at 7.802% per annum. Starting on June 30, 2019 and on every fifth anniversary of such date thereafter until June 30, 2104 (each such date, an “Interest Reset Date”), the interest rate on the Scotia BaTS III Series 2009-1 will be reset at an interest rate per annum equal to the Government of Canada Yield (as defined herein) plus 7.05%. The Scotia BaTS III Series 2009-1 will mature on June 30, 2108. Holders of Scotia BaTS III Series 2009-1 may, in certain circumstances, be required to invest interest paid on the Scotia BaTS III Series 2009-1 in a series of newly-issued preferred shares of the Bank with non-cumulative dividends (each such series is referred to as “Bank Deferral Preferred Shares). See “Description of the Trust Securities — Scotia BaTS III Series 2009-1 — Deferral Right”.

The Bank will covenant for the benefit of holders of Scotia BaTS III Series 2009-1 (the “Dividend Stopper Undertaking”) that, in the event of an Other Deferral Event (as defined herein), the Bank will not declare dividends of any kind on any preferred shares of the Bank (“Bank Preferred Shares”) or, failing any Bank Preferred Shares being outstanding, on all of the outstanding common shares of the Bank (“Bank Common Shares” and, collectively with the Bank Preferred Shares, the “Dividend Restricted Shares”) until the 6th month (the “Dividend Declaration Resumption Month”) following the relevant Deferral Date (as defined herein).

On or after June 30, 2014 the Trust may, at its option, with the prior approval of the Superintendent, on giving not more than 60 nor less than 30 days’ notice to the holders of the Scotia BaTS III Series 2009-1, redeem the Scotia BaTS III Series 2009-1, in whole or in part. The redemption price per $1,000 principal amount of Scotia BaTS III Series 2009-1 redeemed on any day that is not an Interest Reset Date will be equal to the greater of par and the Canada Yield Price, and the redemption price per $1,000 principal amount of Scotia BaTS III Series 2009-1 redeemed on any Interest Reset Date will be par, together in either case with accrued and unpaid interest to but excluding the date fixed for redemption, subject to any applicable withholding tax. The redemption price payable by the Trust will be paid in cash.

It is expected that the closing date will be on or about May 7, 2009 (the “Closing Date”)

On or after June 30, 2014 the Trust may, at its option, with the prior approval of the Superintendent, on giving not more than 60 nor less than 30 days’ notice to the holders of the Scotia BaTS III Series 2009-1, redeem the Scotia BaTS III Series 2009-1, in whole or in part. The redemption price per $1,000 principal amount of Scotia BaTS III Series 2009-1 redeemed on any day that is not an Interest Reset Date will be equal to the greater of par and the Canada Yield Price, and the redemption price per $1,000 principal amount of Scotia BaTS III Series 2009-1 redeemed on any Interest Reset Date will be par, together in either case with accrued and unpaid interest to but excluding the date fixed for redemption.

Canada Yield Price means the price per $1,000 principal amount of Scotia BaTS III Series 2009-1 calculated by the Bank to provide an annual yield thereon from the applicable date of redemption to, but excluding, the next Interest Reset Date equal to the GOC Redemption Yield plus (i) 1.17% if the redemption date is any time prior to June 30, 2019 or (ii) 2.35% if the redemption date is any time on or after June 30, 2019.

GOC Redemption Yield means, on any date, the average of the annual yields at 12:00 p.m. (Eastern time) on the Business Day immediately preceding the date on which the Trust gives notice of the redemption of the Scotia BaTS III Series 2009-1 as determined by two Canadian registered investment dealers, each of which will be selected by, and must be independent of, the Bank, as being the annual yield from the applicable date of redemption to, but excluding, the next Interest Reset Date which a non-callable Government of Canada bond would carry, assuming semi-annual compounding, if issued in Canadian dollars at 100% of its principal amount on the date of redemption and maturing on the next Interest Reset Date.

Government of Canada Yield means, on any Interest Reset Date, the average of the annual yields as at 12:00 p.m. (Eastern time) on the third Business Day prior to the applicable Interest Reset Date as determined by two Canadian registered investment dealers, each of which will be selected by, and must be independent of, the Bank, as being the annual yield to maturity on such date which a non-callable Government of Canada bond would carry, assuming semiannual compounding, if issued in Canadian dollars in Canada at 100% of its principal amount on such date with a term to maturity of five years.

Interest Reset Date means June 30, 2019 and every fifth anniversary of such date thereafter until June 30, 2104 on which dates the interest rate on the Scotia BaTS III Series 2009-1 will be reset as described in this prospectus.

There hasn’t been a new BNS Fixed-Reset since January and the market has changed a lot since then, so let’s do a quick comparison with the more recent RY.PR.Y 6.10%+413:

  • The preferred dividend is equivalent to 8.54% interest, so there’s a give up of about 75bp to move to the Tier 1 issue. Mind you, RY.PR.Y closed last night with a 25.90 bid to yield 5.40% until its first call at the end of 2014, which eliminates the yield differential quite handily
  • The Tier 1 issue does not reset the rate for 10 years
  • If the Tier 1 issue is called prior to 2019-6-30, holders get a whacking great premium
  • The Tier 1 issue is slightly senior to Preferreds

It would appear that this issue is greatly superior to equivalent bank preferred issues.

New Issue: CCS Fixed-Reset 7.25%+521

Wednesday, May 6th, 2009

Co-operators General Insurance Company has announced a new issue:

Issue Name: Non-cumulative 5-Year Rate Reset Class E Preference Shares, Series D

Issue Size: 4-million shares (=$100-million) + greenshoe 0.6-million shares (=$15-million)

Dividend: 7.25% until first Reset Date. Reset to 5-Year GOC + 521bp on each Reset Date

First Dividend: Payable 2009-9-30, $0.6505 (lovely and fat! Mark your calendars!)

Reset Dates: 2014-6-30 and every five years thereafter.

Redemption: Every Reset Data at 25.00

Exchangeable: Every Reset Date to Series E, pay 3-month Treasury Bills + 521bp, reset quarterly. Series E is redeemable on Reset Dates at 25.00 and at 25.50 at all other times.

Closing Date: Scheduled for May 22

Nice to see a new issue come out, even if the credit is not tip-top (Pfd-3 by DBRS). The extant PerpetualDiscount, CCS.PR.C closed last night at 15.20-49 to yield 8.38-20%

Update: Press Release.

L.PR.A: Pricing Clue from New Note Issue

Wednesday, May 6th, 2009

Loblaws has announced:

intends to issue $350 million principal amount of Medium Term Notes, Series 2-A pursuant to its Medium Term Notes, Series 2 program. The notes are to be offered through an agency syndicate led by CIBC World Markets Inc. and RBC Dominion Securities Inc and are expected to be issued on May 8, 2009. The notes will pay a fixed rate of 4.85% until maturity on May 8, 2014. The notes will be unsecured obligations of the Company and will rank equally with all other unsecured indebtedness of the Company that has not been subordinated. The net proceeds of the offering will be added to the general funds of the Company, used to repay short term debt, refinance other indebtedness and for general corporate purposes.

The Company intends to file in Canada a pricing supplement for this issue pursuant to its short form base shelf prospectus dated June 5, 2008 and its prospectus supplement dated May 5, 2009 in respect of the program. Details of the offering will be set out in the prospectus supplement and the pricing supplement, which will be available on the SEDAR website at www.sedar.com.

L.PR.A is a very liquid OperatingRetractible, relegated to the HIMIPref™ Scraps index due to credit concerns. It closed last night at 25.40-70 to yield 5.70-47% until its softMaturity 2015-7-31.

The 5.70% bid-side dividend yield is equivalent to 7.98% interest, so we can say that the pre-tax interest-equivalent spread vs. bonds for this issue is over 310bp … balancing the poorer credit vs. the advantages of retraction, I’d say the preferreds are cheap here.

L.PR.A was last mentioned on PrefBlog in the post L.PR.A Goes Stale on Shelf … it had a difficult underwriting in June 2008.

Addressing Bank Linkages

Tuesday, May 5th, 2009

A good piece – with a lousy conclusion – on VoxEU by Jorge A. Chan-Lau, Marco A. Espinosa-Vega, Kay Giesecke and Juan Sole: Policymakers must prevent financial institutions from becoming too connected to fail:

Some policymakers (e.g., Stern and Feldman 2004) have long recognised this problem and have called for “macro-prudential” oversight and regulation focused on systemic risks, not just individual institutions. However, it is easy to ignore such admonitions when times are good because the probability of an extreme or tail event may appear remote—a phenomenon dubbed “disaster myopia.” Moreover, it is difficult to monitor the linkages that lead to the too-connected-to-fail problem. Yet to make macro-prudential oversight a reality—as G20 nations called for in the communiqué following their April 2 summit – —policymakers must be able to observe information on potentially systemic linkages.

Because it is virtually impossible for a country to undertake effective surveillance of potential cross-border systemic linkages alone, the IMF should assume a more prominent global financial surveillance role.

This smells like another IMF power-grab. They nod towards the idea of progressive capital charges – as I have advocated – with credit to Donato Masciandaro, whose VoxEU piece was discussed on January 14, but it’s clear that they want a lot of banks to fill in a lot of forms and send them off to a greatly expanded bureaucracy at the IMF. They’ll have to compete for staff with OSFI, who are expanding with not just one, but two positions in Toronto!

There are simpler ways. Section 3.1.5 of OSFI’s Capital Guidelines states:

Canadian deposit taking institutions (DTIs) include federally and provincially regulated institutions that take deposits and lend money. These include banks, trust or loan companies and co-operative credit societies.

The term bank refers to those institutions that are regarded as banks in the countries in which they are incorporated and supervised by the appropriate banking supervisory or monetary authority. In general, banks will engage in the business of banking and have the power to accept deposits in the regular course of business.

For banks incorporated in countries other than Canada, the definition of bank will be that used in the capital adequacy regulations of the host jurisdiction.

… and Section 3.1.6 states:

Claims on securities firms may be treated as claims on banks provided these firms are subject to supervisory and regulatory arrangements comparable to those under Basel II framework (including, in particular, risk-based capital requirements). Otherwise, such claims would follow the rules for claims on corporates.

Footnote: That is, capital requirements that are comparable to those applied to banks in this Framework. Implicit in the meaning of the word “comparable” is that the securities firm (but not necessarily its parent) is subject to consolidated regulation and supervision with respect to any downstream affiliates.

… and applies credit risk weights according to the credit rating of the sovereign; thus implicitly assuming that there will be a bail-out in times of trouble.

This smacks of bureaucratic bloat. If anything, if the regulators wish to address systemic risk, they must make it harder – requiring more capital – for banks to hold each other’s paper. The risk weight of the assets held should be:

  • based on the credit quality of the unsupported institution
  • subject to concentration penalties (e.g., holding 1% of assets in a single external bank requires more capital than holding 0.5% of assets in each of two external banks), and
  • be more expensive in terms of capital than the paper of a non-regulated, non-financial company

I will not go so far as to state definitely that there is no role for the IMF in bank supervision. I will say, however, that before I support such a role, I want somebody to explain to me, slowly and carefully, why we need a whole new additional set of rules instead of just adjusting the extant system based on experience.

May 5, 2009

Tuesday, May 5th, 2009

The SEC has brought the first insider trading action involving CDS:

The SEC’s complaint alleges that [Deutsche Bank salesman Jon-Paul] Rorech learned information from Deutsche Bank investment bankers about a change to the proposed VNU bond offering that was expected to increase the price of the CDS on VNU bonds. Deutsche Bank was the lead underwriter for a proposed bond offering by VNU. According to the SEC’s complaint, Rorech illegally tipped [former Millenium Partners portfolio manager Renato] Negrin about the contemplated change to the bond structure, and Negrin then purchased CDS on VNU for a Millennium hedge fund. When news of the restructured bond offering became public in late July 2006, the price of VNU CDS substantially increased, and Negrin closed Millennium’s VNU CDS position at a profit of approximately $1.2 million.

“This is the first insider trading enforcement action involving credit default swaps,” said Scott W. Friestad, Deputy Director of the SEC’s Division of Enforcement. “As alleged in our complaint, Rorech and Negrin checked their integrity at the door and schemed to engage in insider trading of CDS to the detriment of investors and our markets.”

The plot thickens with respect to Bernanke’s involvment in the BofA / Merrill Lynch cover-up, discussed on April 24:

“I absolutely did not in any way ask Mr. Lewis to obscure any disclosures or to fail to report information that he should be reporting,” Bernanke said today in testimony to the congressional Joint Economic Committee.

It is not inconsistent with Cuomo’s charges; the Fed wanted the merger to go ahead and did not necessarily say anything about disclosure. But we will see!

In more government interference news, there is a twist to the Chrysler bankruptcy:

Chrysler LLC’s plan to auction most of its assets to an entity managed by Fiat SpA is unfair because it prevents creditors from using their claims to make a non-cash bid, a group of secured lenders told a bankruptcy judge.

The group, calling itself Chrysler’s non-TARP lenders, in reference to the Troubled Assets Relief Program, said the proposed auction chills bids from other parties, and would prevent a so-called “credit bid” from its group.

The non-TARP group asked U.S. Bankruptcy Judge Arthur Gonzalez not to reveal the identities of its members, even after the judge asked yesterday that they do so. A lawyer for the group, Thomas Lauria, has said members who have been identified have received death threats.

It might be grandstanding … the fears might be genuine but exaggerated … but the President of the United States has to cool things off a little and back away from his inflammatory rhetoric, as discussed on May 1. At any rate, the judge has ruled that they must identify themselves.

The market had another very good day on high volume, with PerpetualDiscounts leading the way (the way up! about time!) and dragging FixedResets behind them.

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 3.0948 % 1,019.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 3.0948 % 1,649.1
Floater 3.69 % 4.27 % 70,523 16.84 3 3.0948 % 1,273.9
OpRet 5.07 % 4.32 % 136,957 3.18 15 0.2826 % 2,144.6
SplitShare 6.04 % 7.74 % 48,243 4.28 3 -0.2843 % 1,778.1
Interest-Bearing 6.05 % 7.84 % 27,243 0.63 1 -0.7007 % 1,971.3
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.6612 % 1,680.0
Perpetual-Discount 6.51 % 6.62 % 151,093 13.06 71 0.6612 % 1,547.3
FixedReset 5.79 % 4.92 % 563,241 4.53 36 0.1053 % 1,957.0
Performance Highlights
Issue Index Change Notes
NA.PR.P FixedReset -1.56 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-03-17
Maturity Price : 25.00
Evaluated at bid price : 26.51
Bid-YTW : 5.17 %
PWF.PR.G Perpetual-Discount -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 21.71
Evaluated at bid price : 21.71
Bid-YTW : 6.86 %
GWO.PR.H Perpetual-Discount 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 17.79
Evaluated at bid price : 17.79
Bid-YTW : 6.92 %
SLF.PR.E Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 6.84 %
TD.PR.P Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 21.27
Evaluated at bid price : 21.27
Bid-YTW : 6.22 %
BNS.PR.O Perpetual-Discount 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 22.86
Evaluated at bid price : 23.00
Bid-YTW : 6.13 %
CM.PR.H Perpetual-Discount 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 18.31
Evaluated at bid price : 18.31
Bid-YTW : 6.61 %
NA.PR.M Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 22.63
Evaluated at bid price : 22.76
Bid-YTW : 6.62 %
CM.PR.K FixedReset 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 24.26
Evaluated at bid price : 24.30
Bid-YTW : 4.52 %
BMO.PR.J Perpetual-Discount 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 18.36
Evaluated at bid price : 18.36
Bid-YTW : 6.15 %
IAG.PR.C FixedReset 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 24.85
Evaluated at bid price : 24.90
Bid-YTW : 5.55 %
BMO.PR.O FixedReset 1.31 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-06-24
Maturity Price : 25.00
Evaluated at bid price : 27.00
Bid-YTW : 4.94 %
PWF.PR.E Perpetual-Discount 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 20.84
Evaluated at bid price : 20.84
Bid-YTW : 6.66 %
BMO.PR.L Perpetual-Discount 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 22.72
Evaluated at bid price : 22.85
Bid-YTW : 6.36 %
POW.PR.B Perpetual-Discount 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.86 %
SLF.PR.C Perpetual-Discount 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 16.51
Evaluated at bid price : 16.51
Bid-YTW : 6.85 %
BNS.PR.J Perpetual-Discount 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 21.56
Evaluated at bid price : 21.56
Bid-YTW : 6.14 %
BAM.PR.J OpRet 1.60 % YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2018-03-30
Maturity Price : 25.00
Evaluated at bid price : 21.54
Bid-YTW : 7.71 %
TD.PR.O Perpetual-Discount 1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 20.01
Evaluated at bid price : 20.01
Bid-YTW : 6.11 %
POW.PR.C Perpetual-Discount 1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 21.62
Evaluated at bid price : 21.62
Bid-YTW : 6.79 %
MFC.PR.B Perpetual-Discount 1.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 17.71
Evaluated at bid price : 17.71
Bid-YTW : 6.68 %
SLF.PR.D Perpetual-Discount 1.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 16.51
Evaluated at bid price : 16.51
Bid-YTW : 6.85 %
TD.PR.Q Perpetual-Discount 1.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 22.95
Evaluated at bid price : 23.10
Bid-YTW : 6.11 %
CM.PR.J Perpetual-Discount 2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 6.49 %
HSB.PR.D Perpetual-Discount 2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 18.76
Evaluated at bid price : 18.76
Bid-YTW : 6.77 %
GWO.PR.F Perpetual-Discount 2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 21.72
Evaluated at bid price : 22.01
Bid-YTW : 6.79 %
BAM.PR.B Floater 2.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 9.30
Evaluated at bid price : 9.30
Bid-YTW : 4.27 %
BAM.PR.O OpRet 2.65 % YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2013-06-30
Maturity Price : 25.00
Evaluated at bid price : 23.62
Bid-YTW : 6.72 %
SLF.PR.A Perpetual-Discount 2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 17.75
Evaluated at bid price : 17.75
Bid-YTW : 6.80 %
HSB.PR.C Perpetual-Discount 2.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 19.29
Evaluated at bid price : 19.29
Bid-YTW : 6.71 %
BMO.PR.K Perpetual-Discount 3.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 20.82
Evaluated at bid price : 20.82
Bid-YTW : 6.33 %
TRI.PR.B Floater 5.39 % Quite real! The issue traded 12,225 shares today in a range of 12.82-50, closing at 13.50-00, 1×2.
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 2.94 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.Y FixedReset 98,095 Recent new issue.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-12-24
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 5.40 %
CM.PR.I Perpetual-Discount 49,434 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 17.67
Evaluated at bid price : 17.67
Bid-YTW : 6.71 %
RY.PR.C Perpetual-Discount 44,525 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 18.52
Evaluated at bid price : 18.52
Bid-YTW : 6.24 %
RY.PR.E Perpetual-Discount 41,423 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-05-05
Maturity Price : 18.15
Evaluated at bid price : 18.15
Bid-YTW : 6.22 %
MFC.PR.D FixedReset 39,893 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-07-19
Maturity Price : 25.00
Evaluated at bid price : 26.11
Bid-YTW : 5.89 %
RY.PR.X FixedReset 39,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-09-23
Maturity Price : 25.00
Evaluated at bid price : 26.75
Bid-YTW : 4.92 %
There were 56 other index-included issues trading in excess of 10,000 shares.