Archive for March, 2011

ENB: DBRS Downgrades Debt, Affirms Preferreds

Thursday, March 17th, 2011

Dominion Bond Rating Service has announced that it:

has today downgraded the rating on the Medium-Term Notes & Unsecured Debentures of Enbridge Pipelines Inc. (EPI) to “A” from A (high) and the rating on the Medium-Term Notes & Unsecured Debentures of Enbridge Inc. (ENB) to A (low) from “A.” Both trends are Stable. These rating actions follow the announcement of the new Competitive Tolling Settlement (CTS), which would introduce volume and operational risks to EPI’s Enbridge System (Canadian Mainline), as described below. As a critical component of ENB’s operations (Canadian Mainline accounted for approximately one-third of ENB’s DBRS-adjusted earnings in 2010), the rating action on the long-term debt of EPI (100% owned by ENB) has resulted in a similar rating action on the long-term debt of ENB. The previous ratings did not allow for a fundamental change in volume sensitivity. While the final terms of the CTS must be approved by the National Energy Board (NEB), DBRS does not expect the full throughput protection of the current tolling methodology to be reinstated.

Concurrently, DBRS has confirmed the Commercial Paper (CP) ratings of EPI and ENB at R-1 (low) and ENB’s Cumulative Redeemable Preferred Shares (Preferred Shares) rating at Pfd-2 (low), all with Stable trends. The confirmation of ENB’s Preferred Shares reflects DBRS’s belief that the existing rating is already conservative relative to the long-term debt rating and that DBRS views it as unlikely that intermediate-ranking instruments will be issued in the future.

Enbridge has one preferred share issue outstanding, ENB.PR.A. This issue, a Straight Perpetual, is tracked by HIMIPref™.

Clearing up the confusion over split shares

Tuesday, March 15th, 2011

John Heinzl has written an article with the captioned title that follows up his earlier piece titled Ups and downs of doing the splits.

“Jim from Victoria” wrote in and said (among other entertaining things):

Also you failed to mention that the shortfall in dividend income for the capital shares is made up from writing covered calls, one of the most secure and safest types of income investing one can do IF you know what you doing.

I was asked for comment:

Regarding your point about selling options to generate income, I asked split-share expert James Hymas of Hymas Investment Management to comment generally on the strategy of writing covered calls to fund dividends on the capital shares. (When an investor writes a covered call, he earns cash in exchange for granting the right to another investor to buy his shares at a specific price on a certain date.)

Here’s what Mr. Hymas had to say: “There does not appear to be any support for the claim that the strategy is doing anything useful at all for the split share corporations. None of them break out their books in sufficient detail for an assessment to be made; none of them or their subadvisers provide any actual performance data to support such a claim.

“The only thing that can be said for [selling covered calls] is that it will produce income, at the expense of potential capital gains. There is a tradeoff there.”

March 15, 2011

Tuesday, March 15th, 2011

Japan’s problems just keep getting worse:

The steepest tumble in Japan’s stocks in a quarter-century threatens to worsen damage to the economy from last week’s earthquake and tsunami in a crisis policy makers have yet to contain.

The Nikkei 225 (NKY) Stock Average fell 16 percent the past two days, the most since 1987, as power outages forced companies to suspend output and officials warned of rising risk of radiation from a nuclear plant. Bank of America-Merrill Lynch further cut its forecasts for gross domestic product, which shrank last quarter, and JPMorgan Chase & Co. may do the same.

“The earthquake’s damage on the economy’s much, much larger than we originally thought,” said Masaaki Kanno, chief Japan economist at JPMorgan in Tokyo. “Continued stock turmoil and disruptions to production will drive the economy into an extremely severe state.”

The situation on the ground appears to be stabilizing although still very risky; but the financial markets are getting a dead cat bounce.

The FOMC statement was released today:

Currently, the unemployment rate remains elevated, and measures of underlying inflation continue to be somewhat low, relative to levels that the Committee judges to be consistent, over the longer run, with its dual mandate. The recent increases in the prices of energy and other commodities are currently putting upward pressure on inflation. The Committee expects these effects to be transitory, but it will pay close attention to the evolution of inflation and inflation expectations. The Committee continues to anticipate a gradual return to higher levels of resource utilization in a context of price stability.

To promote a stronger pace of economic recovery and to help ensure that inflation, over time, is at levels consistent with its mandate, the Committee decided today to continue expanding its holdings of securities as announced in November. In particular, the Committee is maintaining its existing policy of reinvesting principal payments from its securities holdings and intends to purchase $600 billion of longer-term Treasury securities by the end of the second quarter of 2011. The Committee will regularly review the pace of its securities purchases and the overall size of the asset-purchase program in light of incoming information and will adjust the program as needed to best foster maximum employment and price stability.

The Committee will maintain the target range for the federal funds rate at 0 to 1/4 percent and continues to anticipate that economic conditions, including low rates of resource utilization, subdued inflation trends, and stable inflation expectations, are likely to warrant exceptionally low levels for the federal funds rate for an extended period.

There were two excellent columns in the Globe today regarding the TMX / LSE merger, by which I mean that I agree with them. Boyd Erman wrote LSE a weakling against TMX? Numbers don’t back it up:

That means that TMX will be contributing about 37 per cent of the revenue of the combined company in the next year.

So TMX will be contributing about 39 per cent of EBITDA. On a net income basis, TMX is expected to contribute 46 per cent.

David Milstead wrote In a TMX/LSE merger, whose rules apply?:

One of [Canadian Foundation for Advancement of Investor Rights executive director] Mr. [Ermanno] Pascutto’s concerns about the proposed merger is the current competitive situation in Canada, where the Alpha trading platform is applying to become a full-blown exchange. “Will Alpha’s listing standards for listed companies be lower than these of the TSX?” he asked last week in his testimony to the Select Committee of the Ontario Legislature. “If so, will this prompt a ‘race to the bottom’ and a lowering of investor protection?”

FAIR Canada suggests the best way forward may be to transfer the TSX’s regulatory functions to another regulator, such as the Investment Industry Regulatory Organization of Canada, which has already taken over the TSX’s trading rules. That will create a uniform set of Canadian listing standards, FAIR says.

FAIR’s position on the merger is:

And while FAIR Canada sees benefits to TMX shareholders, it does not believe that the merger will bring real benefits to Canadian listed issuers or investors.

However, if the proposed merger were to proceed, FAIR Canada submits that the conflicts of interest in the TSX’s management of its listing regulation responsibilities should be addressed as a condition to the approval of the proposed merger.

In July 2009 [sic], FAIR Canada released an expert report outlining how similar conflicts have been addressed in several important developed markets, including the US (both NYSE and NASDAQ), the UK, Australia and Hong Kong. The Report found that all of the other seven major exchanges reviewed have addressed their conflicts of interest by implementing one of three specific and sound approaches to conflict of interest management. The TSX was the only exchange among this group that has not implemented specific measures to manage its conflict of interest in regulating listed companies.

Mr. Pascutto noted, “FAIR Canada does not believe that the TSX is properly discharging its regulatory responsibilities, and this situation will only be exacerbated by a merger with the LSE Group. It is imperative that any structure that the TSX adopts to manage conflicts of interest be independent of the new Group’s commercial listings operations, and be subject to the oversight and supervision of Canadian regulators – primarily the OSC.”

FAIR Canada concluded its submission by noting that, in light of the proposed merger and the recent introduction of competition for listings from Alpha, the best way forward could be to transfer the TSX’s regulatory functions to another regulator (such as IIROC) and to have a uniform set of listing standards so that competition for listings will not be based on reduced investor protection.

The “expert report” was titled Managing Conflicts of Interest in TSX Listed Company Regulation and was prepared by John W. Carson of Compliax Consulting Inc., dated July 2010. The Financial Post had a contemporary article about it. But, you ask, who is John W. Carson?:

Before launching a consulting practice in 2001, John was head of all of the Toronto Stock Exchange’s SRO operations, including Listings, Market Regulation, Member Regulation and Enforcement.

What’s he done?:

•Strategic Advisor for development of Investment Industry Association of Canada’s (IIROC) new Rule Book

•Strategic review of IIROC’s member inspection programs

FAIR claims to be independent at all times, not just when recommending that IIROC extend its regulatory empire, but note:

The establishment of the Foundation was proposed by Ermanno Pascutto to the boards of directors of Market Regulation Services Inc. (“RS”) and the Investment Dealers Association (“IDA”) as a desirable use of the IDA and RS “restricted” or “discretionary” funds. Mr. Pascutto was then an independent director of Market Regulation Services Inc. and is a former senior securities regulator and lawyer in Canada and Hong Kong.

RS and IDA, which merged in June 2008 to form the Investment Industry Regulatory Organization of Canada (“IIROC”), agreed to provide $3.75 million funding from their restricted or discretionary funds. This funding is expected to be sufficient for the establishment of the Foundation and its operation for a three year period. The IDA and RS (now IIROC) are the founding financial sponsors of the Foundation.

The IIROC funding to establish the Foundation is a one time event. There is no commitment on the part of IIROC to any future funding. After its launch the Foundation will look for other sources of funding for its ongoing work.

IIROC’s presentation did not address the concerns – when you buy a dog, it barks on your behalf. And that, boys and girls, is how the cosy little Canadian industry works – and why all those interested in advancing investor rights should support the merger.

Incidently, Torontonians will be aware of the kerfuffle over the project housing board of directors. I have a friend who retired from his executive position some time ago; a little while afterwards he applied for a post on the Toronto Hydro board of directors as a citizen representative. Now, I won’t claim – and neither will he! – that my friend’s career was worthy of a Harvard case study, or as many gallons of ink as Buffett gets … but it was much more successful than most and he spend many years managing a big chunk of a big organization, several layers of management and several hundred miles from the front-line guys actually doing the work.

He was told that they weren’t really looking for people with his experience, they were looking for people with neighborhood involvement. In other words, people whose experience of business consisted of an annual volunteer Fun Fair and could easily be cowed by management. And we’re surpised when we have problems with city appointed boards?

The Canadian preferred share market had a mixed day, with PerpetualDiscounts gaining 7bp, while FixedResets lost 14bp and DeemedRetractibles were down 21bp. Volume was average.

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 -0.5972 % 2,369.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.5972 % 3,563.9
Floater 2.54 % 2.37 % 45,821 21.31 4 -0.5972 % 2,558.6
OpRet 4.90 % 3.63 % 54,500 1.17 9 0.0950 % 2,394.1
SplitShare 5.08 % 2.97 % 178,462 1.01 5 -0.0434 % 2,487.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0950 % 2,189.2
Perpetual-Premium 5.75 % 5.57 % 132,510 13.90 10 -0.0914 % 2,029.3
Perpetual-Discount 5.54 % 5.59 % 123,194 14.36 14 0.0671 % 2,111.5
FixedReset 5.19 % 3.60 % 233,123 2.97 56 -0.1351 % 2,272.5
Deemed-Retractible 5.27 % 5.38 % 356,217 8.28 53 -0.2080 % 2,066.0
Performance Highlights
Issue Index Change Notes
PWF.PR.A Floater -2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-15
Maturity Price : 21.76
Evaluated at bid price : 22.01
Bid-YTW : 2.37 %
MFC.PR.C Deemed-Retractible -1.94 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.24
Bid-YTW : 6.48 %
SLF.PR.E Deemed-Retractible -1.48 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.34
Bid-YTW : 6.40 %
BAM.PR.R FixedReset -1.32 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-30
Maturity Price : 25.00
Evaluated at bid price : 25.48
Bid-YTW : 4.92 %
ELF.PR.F Deemed-Retractible -1.20 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.15
Bid-YTW : 6.97 %
BNS.PR.Z FixedReset -1.18 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.36
Bid-YTW : 4.16 %
ELF.PR.G Deemed-Retractible -1.12 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.29
Bid-YTW : 7.45 %
SLF.PR.C Deemed-Retractible -1.02 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.26
Bid-YTW : 6.39 %
SLF.PR.D Deemed-Retractible -1.02 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.31
Bid-YTW : 6.36 %
GWO.PR.M Deemed-Retractible 1.15 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 5.49 %
Volume Highlights
Issue Index Shares
Traded
Notes
NA.PR.P FixedReset 133,039 Issuer bid.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-03-17
Maturity Price : 25.00
Evaluated at bid price : 28.25
Bid-YTW : 2.35 %
NA.PR.O FixedReset 131,074 Issuer bid.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-03-17
Maturity Price : 25.00
Evaluated at bid price : 28.25
Bid-YTW : 2.34 %
MFC.PR.F FixedReset 78,655 Recent new issue.
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.81
Bid-YTW : 4.20 %
BMO.PR.Q FixedReset 48,975 Recent new issue.
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.75
Bid-YTW : 3.94 %
BNS.PR.T FixedReset 43,634 Desjardins crossed 30,000 at 27.20.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-05-25
Maturity Price : 25.00
Evaluated at bid price : 27.30
Bid-YTW : 3.51 %
NA.PR.N FixedReset 40,296 Issuer bid.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2013-09-14
Maturity Price : 25.00
Evaluated at bid price : 26.97
Bid-YTW : 2.24 %
There were 33 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
IAG.PR.C FixedReset Quote: 26.25 – 26.75
Spot Rate : 0.5000
Average : 0.3681

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-01-30
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 4.23 %

IAG.PR.F Deemed-Retractible Quote: 25.60 – 25.97
Spot Rate : 0.3700
Average : 0.2595

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 5.53 %

CIU.PR.B FixedReset Quote: 27.30 – 27.80
Spot Rate : 0.5000
Average : 0.4033

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-07-01
Maturity Price : 25.00
Evaluated at bid price : 27.30
Bid-YTW : 3.86 %

RY.PR.W Deemed-Retractible Quote: 24.37 – 24.62
Spot Rate : 0.2500
Average : 0.1675

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.37
Bid-YTW : 5.27 %

PWF.PR.F Perpetual-Discount Quote: 23.79 – 24.09
Spot Rate : 0.3000
Average : 0.2214

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-15
Maturity Price : 23.52
Evaluated at bid price : 23.79
Bid-YTW : 5.59 %

RY.PR.Y FixedReset Quote: 27.22 – 27.49
Spot Rate : 0.2700
Average : 0.1917

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-12-24
Maturity Price : 25.00
Evaluated at bid price : 27.22
Bid-YTW : 3.72 %

BAF.PR.A Soft on Good Volume

Tuesday, March 15th, 2011

Bell Aliant has announced:

Bell Aliant Preferred Equity Inc. (the “Company”) has closed the sale of 10,000,000 4.85% Cumulative 5-Year Rate Reset Series A Preferred Shares (the “Series A Preferred Shares”) at a price of $25.00 per Series A Preferred Share. This follows the Company’s previously announced bought deal public offering led by BMO Capital Markets and Scotia Capital Inc. The Series A Preferred Shares begin trading on the TSX under the symbol “BAF” today.

BAF.PR.A is a 4.85%+209 FixedReset announced February 22. Closing was delayed from the originally scheduled March 9 due to what appears to be a clerical error. It would appear that there was another hiccup this morning; trading was halted:

The following issues have been halted by Investment Industry Regulatory Organization of Canada (IIROC):

Issuer Name: Bell Aliant Preferred Equity Inc.
TSX Ticker Symbol: BAF.PR.A
Time of Halt: 8:32
Reason for Halt: Pending Closing

and eventually started 45 minutes into the session:

Trading resumes in:

Issuer Name: Bell Aliant Preferred Equity Inc.
TSX Ticker Symbol: BAF.PR.A
Resumption Time: 10:15 a.m.

The issue traded 202,290 shares today in a range of 24.79-90 before closing at 24.80-84, 54×1.

Vital statistics are:

BAF.PR.A FixedReset Not Calc! YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-15
Maturity Price : 24.75
Evaluated at bid price : 24.80
Bid-YTW : 4.77 %

BAF.PR.A will be tracked by HIMIPref™ but consigned to the Scraps index on credit concerns.

Update, 2011-3-25: The greenshoe was fully exercised:

Bell Aliant Inc. (“Bell Aliant”) (TSX:BA) announced today Bell Aliant Preferred Equity Inc. (the “Company”) has closed the sale of an additional 1,500,000 Cumulative 5-Year Rate Reset Series A Preferred Shares (the “Series A Preferred Shares”) at a price of $25.00 per Series A Preferred Share. This follows the exercise in full by the underwriters of the over-allotment option in connection with the Company’s previously announced bought deal public offering of Series A Preferred Shares (the “Offering”) led by BMO Capital Markets and Scotia Capital Inc. As a result of the exercise of the over-allotment option, the aggregate gross proceeds to the Company pursuant to the Offering now total $287.5 million. The Series A Preferred Shares began trading on the Toronto Stock Exchange under the symbol “BAF.PR.A” on March 15, 2011.

NA Issuer Bid: Premia on NA.PR.N, NA.PR.O, NA.PR.P are Deemed Dividends

Tuesday, March 15th, 2011

The National Bank issuer bid for NA.PR.N, NA.PR.O and NA.PR.P, announced in February is very rich and holders are urged to take advantage – the prices equate to yields of 1.98% and there are better things to hold!

However, it should be noted that the Issuer Bid Circular, published on SEDAR dated March 4, 2011, has the following information:

A Shareholder that is an individual (including a trust) (“Individual Resident Shareholder”) and who sells a Preferred Share to the Bank pursuant to the Offers will be deemed to receive a taxable dividend (on a deemed separate class of shares comprised of shares of a series of the Preferred Shares so sold by all Shareholders) equal to the excess of the amount paid by the Bank for the Preferred Share over its paid-up capital for purposes of the Tax Act. The Bank estimates that on the Expiration Time and Date the paid-up capital per Preferred Share Series 21 will be equal to approximately $25, per Preferred Share Series 24 will be equal to approximately $25, and per Preferred Share Series 26 will be equal to approximately $25 for purposes of the Tax Act. The deemed dividend will be included in computing an Individual Shareholder’s income, and will generally be subject to the gross-up and dividend tax credit rules normally applicable to taxable dividends received by individual shareholders from a taxable Canadian corporation, including the enhanced gross-up and dividend tax credit if the dividend is properly designated by the Bank as an “eligible dividend”. The Bank shall designate any deemed dividends arising as a result of the sale of Preferred Shares to the Bank pursuant to the Offers as an “eligible dividend” for these purposes.

The difference between the amount paid by the Bank for a particular Preferred Share and the amount deemed to be received by an Individual Shareholder as a dividend in respect of the Preferred Share will be treated as proceeds of disposition of the Preferred Share for purposes of computing any capital gain or capital loss arising on the disposition of the Preferred Share.

Thus, those accepting the offer will compute their capital gain as the difference between their Adjusted Cost Base and $25, and include the premia paid over $25 in their dividend income.

This will have major consequence for some individuals.

Market prices do not fully reflect the bid: at the close last night, NA.PR.N was trading to yield 2.27% while the other two were in the 2.40%-2.50% range. It would appear that either the market is applying a rather large discount due to the tax treatment, or that it is not fully accounting for the dividend that will be earned by holders at the close of business April 5.

Trades executed on the ex-Dividend date of April 6 will settle on April 11, allowing purchasers on April 6 to tender to the offer (although I speak only of institutions; individuals should very definitely check this out with their brokers because the back-office will decide what timing they want). I believe that the most likely scenario is that on April 6 the prices for the issues will adjust to reflect the Issuer Bid price, less enough of a discount to make it worth-while for institutions to make a little money buying and tendering.

Thus, I suggest that individuals for whom the Deemed Dividend is an important tax consideration to be avoided should carefully consider planning to sell on April 6 … while remembering that I have no crystal ball and cannot guarantee that this will be an optimal strategy.

Update: Assiduous Reader AB writes in and says:

Was reading your post below and not sure what you mean by “This will have major consequence for some individuals.” and “would appear that either the market is applying a rather large discount due to the tax treatment”.

I own quite a bit of all the NBC Preferreds they have offered to buy (in a corporation) and am trying to decide what to do. Not sure what you mean by major consequences. We bought at the issue price of $25.

OK, first the “major consequences”. Let’s take NA.PR.P as an example – the issuer bid is at a price of 28.03. If you tender at this price, you will not declare a capital gain on your 2011 taxes: the entire premium of 28.03 – 25.00 (your ACB) = 3.03 wil be considered a dividend.

On the other hand, say you sell on the market at 28.03. In this case, you will declare a 3.03 capital gain, and none of the premium will be taxable as dividends.

Depending on your individual tax circumstances, one way may be much better than the other. Say, for instance, you have enormous capital losses available (incurred during the Credit Crunch, perhaps). You can use these capital losses to offset capital gains, but you can’t use them to offset dividends (deemed or regular). If you have a large amount of losses accumulated, then the difference between the two pathways will be about $0.60/share in 2011 taxes, based on a capital gains marginal rate of 20%. That’s quite substantial!

Other considerations apply if, for instance, you are subject to the OAS clawback. The 100% inclusion rate of dividend income, with the dividend gross-up added on top of that, could make tendering the shares to the bid – and taking your winnings as a deemed dividend – quite costly in terms of tax effects.

And since you hold these things in a corporation … that will have other effects and could be quite complex!

I will note that I am not a tax expert, have no wish to be, and don’t know your personal circumstances, or those of your corporation. I will say, as above, that there could be a big difference in what is best for you, so you should consult your personal tax advisor.

As for the other part of your question “would appear that either the market is applying a rather large discount due to the tax treatment”.

Well, let’s look at NA.PR.P again. If you hold the issue now and tender to the issuer bid, you will earn the dividend of $0.4125 that goes ex on April 6. So your total cash receipt per share will be $28.03 + 0.4125 = 28.4425.

The closing quote today was $28.25-26. That’s a difference of nearly $0.20! It would seem to me that a LOT of people are deciding to sell into the market to avoid the deemed dividend, and there are not enough arbitrageurs, as yet, competing to take the business and reduce the premium to a more reasonable nickel or dime.

It is my guess (and note well the word “guess”!) that on April 6 you will have earned the dividend and the market price will only be be five to ten cents less than the issuer bid price of 28.03 … but as noted, there are no guarantees … the market price could be forty cents less than the issuer bid price, leaving you worse off than if you sold now. If it was my money we were discussing, I’d take the risk … but it’s not my money!

Update, 2011-3-16: Assiduous Reader AB writes in again and says:

When you talk about the difference between the two pathways being $.60 a share in 2011 taxes, I think you are not actually calculating the difference. 20% capital gains on $3 is 60 cents but you would pay about $1 of dividend tax on the $3 deemed dividend if selling to NBC (at a rate of 33%), so the difference is 40 cents, correct? You then also have to take into the cost per share for commission.

Well, what I was really thinking was the case in which the taxpayer has otherwise useless capital losses carried forward. If he sells on the market, taking the capital gain, he will be able to use these capital losses to offset it and thereby pay no tax on this transaction.

This will leave him with fewer capital losses going forward, of course, but as far as this transaction is concerned, taxes are zero. This is compared to a rate of about 20% if you take the dividend, or $0.60 per share.

Note that I am using a marginal rate of 20% on dividends for illustrative purposes – your figure of 33% seems very high to me (see the E&Y 2011 Tax Calculator) but again, I don’t know your personal circumstances.

And yes, I am ignoring commission in this discussion. If you hold “quite a bit” of stock through a discount brokerage, you can generally trade for $10 a trade, which is basically negligible. Naturally, if you are trading through a full service broker, costs will not be quite so neglible.

Update 2011-3-19: Assiduous Reader DJ writes in and says:

Can you comment on the situation where someone bought the shares for more than the issue price of 25$ (In my case NA.PR.P bought in 2009 at 28$). I would really appreciate your thoughts with respect to this situation to help me decide whether to tender my shares

In that case, tendering the shares will result in:

  • Capital Loss of $3 (the deemed sale price of $25 less the adjusted cost base of $28)
  • Dividend of $3.03 (the total consideration of $28.03 less the deemed sale price of $25)

I suggest that you if you decide against tendering these shares you should sell them on the market, since the issuer bid yield of 1.98% is very low; there are plenty of alternatives with both better credit quality and higher yield … unless your commission expense is unbelievably exhorbitant!

If you sell on the market, you will declare at capital gain or loss based on your actual sale price – there is no “deemed dividend” nonsense (although you will, of course. be taxed on the dividends you actually receive).

March 14, 2011

Tuesday, March 15th, 2011

He who pays the piper …:

Euro-area leaders rebuffed Irish Prime Minister Enda Kenny’s bid for easier bailout terms, demanding that Ireland raise tax rates in return, as they rewarded Greece with a cut in its rescue-loan costs.

“We weren’t really satisfied yet today with what Ireland pledged,” German Chancellor Angela Merkel said after a summit that ended about 1:30 a.m. in Brussels. “We can only offer the interest-rate cut when we have something in return.”

Kenny, arriving for his first summit as Ireland’s leader, refused to buckle under pressure from Merkel and French President Nicolas Sarkozy as he pushed for relief on the 5.8 percent interest rate the country pays on the 85 billion-euro ($115 billion) rescue package it received in November.

Ireland’s main corporate tax rate is 12.5 percent, compared with an EU average of about 23 percent and even higher rates in Germany and France, which it has used to lure companies such as Hewlett-Packard Co. to set up in the country.

“We’re not asking Ireland to put up their corporate taxes to the European average, but to make some effort,” Sarkozy said.

As for Greece, which now pays about 5 percent on loans in its 110 billion-euro rescue program, euro-area leaders agreed to cuts the rate by 1 percentage point and extend the maturity to 7 ½ from three years.

Greece has made major efforts, just look at the size of their privatization program,” Sarkozy said. “But you can’t ask others to contribute for you, when you won’t make an effort on your tax receipts.”

Remember the collateralization spread from the credit crunch, that meant that bonds that could be pledged to the central bank traded at a premium to bonds that couldn’t? This spread now has an Australian cousin:

Sales of bonds by top-rated overseas borrowers in Australia have evaporated following a record start to 2011 after the nation’s banking regulator ruled they don’t qualify under new international capital rules.

The World Bank, Germany’s Kreditanstalt fuer Wiederaufbau and other supranational and agency issuers have avoided the kangaroo bond market since the Australian Prudential Regulation Authority said Feb. 28 their notes can’t be considered liquid assets under Basel Committee on Banking Supervision rules. The AAA rated securities represented 27 percent of new bond sales in Australia in 2010, according to data compiled by Bloomberg.

APRA’s decision spurred the nation’s banks to purchase federal and state government securities that do qualify, pushing Australian sovereign yields to the lowest in two months. The 10- year government bond has fallen 5 basis points since the guidelines were announced, while the extra yield investors demand to own New South Wales state debt instead of government notes is at a record low.

Americans are shocked by high dairy prices:

Cheddar cheese in supermarkets averaged $5.143 a pound in January, the highest since at least 1984, while a half gallon of ice cream sold for $4.74, the most since 1980, according to data collected from about 26,000 retailers by the Bureau of Labor Statistics. Retail whole milk averaged $3.301 a gallon, 2 percent more than a year earlier.

We should be so lucky.

There was a downdraft in the Canadian preferred share market today, with PerpetualDiscounts down 9bp, FixedResets losing 7bp and DeemedRetractibles dropping 13bp. Volume returned to average levels.

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 -0.8447 % 2,383.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.8447 % 3,585.3
Floater 2.52 % 2.32 % 42,465 21.46 4 -0.8447 % 2,574.0
OpRet 4.90 % 3.70 % 54,058 1.17 9 0.0303 % 2,391.8
SplitShare 5.08 % 2.83 % 185,355 1.02 5 0.0639 % 2,488.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0303 % 2,187.1
Perpetual-Premium 5.75 % 5.56 % 134,204 6.23 10 -0.1112 % 2,031.1
Perpetual-Discount 5.54 % 5.62 % 123,375 14.40 14 -0.0945 % 2,110.1
FixedReset 5.19 % 3.64 % 223,459 2.97 56 -0.0695 % 2,275.6
Deemed-Retractible 5.26 % 5.34 % 353,672 8.29 53 -0.1348 % 2,070.3
Performance Highlights
Issue Index Change Notes
PWF.PR.A Floater -3.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-14
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 2.32 %
MFC.PR.B Deemed-Retractible -1.35 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.95
Bid-YTW : 6.24 %
GWO.PR.G Deemed-Retractible -1.30 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.22
Bid-YTW : 5.59 %
W.PR.J Perpetual-Discount -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-14
Maturity Price : 23.92
Evaluated at bid price : 24.16
Bid-YTW : 5.89 %
BAM.PR.M Perpetual-Discount -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-14
Maturity Price : 20.86
Evaluated at bid price : 20.86
Bid-YTW : 5.71 %
IAG.PR.F Deemed-Retractible -1.02 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 5.68 %
GWO.PR.L Deemed-Retractible 1.21 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-01-30
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 5.58 %
POW.PR.D Perpetual-Discount 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-14
Maturity Price : 22.90
Evaluated at bid price : 23.12
Bid-YTW : 5.49 %
BMO.PR.L Deemed-Retractible 1.47 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2017-06-24
Maturity Price : 25.00
Evaluated at bid price : 26.30
Bid-YTW : 4.92 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.F FixedReset 123,845 Recent new issue.
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.88
Bid-YTW : 4.17 %
BMO.PR.Q FixedReset 107,090 Recent new issue.
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.76
Bid-YTW : 3.94 %
TRP.PR.C FixedReset 81,001 RBC bought 22,600 from GMP at 25.32, then crossed 25,000 at 25.35. CIBC bought blocks of 10,600 and 10,900 from Desjardins at 25.45.
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-14
Maturity Price : 25.28
Evaluated at bid price : 25.33
Bid-YTW : 4.16 %
NA.PR.P FixedReset 74,300 Issuer bid.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-03-17
Maturity Price : 25.00
Evaluated at bid price : 28.20
Bid-YTW : 2.41 %
TD.PR.S FixedReset 58,016 RBC crossed 50,000 at 26.05.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2013-08-30
Maturity Price : 25.00
Evaluated at bid price : 25.95
Bid-YTW : 3.65 %
HSB.PR.E FixedReset 52,081 RBC crossed 50,000 at 27.40.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-07-30
Maturity Price : 25.00
Evaluated at bid price : 27.30
Bid-YTW : 3.66 %
There were 33 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
PWF.PR.P FixedReset Quote: 25.40 – 25.90
Spot Rate : 0.5000
Average : 0.3456

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2016-03-01
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 4.16 %

GWO.PR.M Deemed-Retractible Quote: 25.21 – 25.69
Spot Rate : 0.4800
Average : 0.3397

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.21
Bid-YTW : 5.67 %

W.PR.J Perpetual-Discount Quote: 24.16 – 24.49
Spot Rate : 0.3300
Average : 0.2020

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-14
Maturity Price : 23.92
Evaluated at bid price : 24.16
Bid-YTW : 5.89 %

BMO.PR.O FixedReset Quote: 27.56 – 27.89
Spot Rate : 0.3300
Average : 0.2067

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-06-24
Maturity Price : 25.00
Evaluated at bid price : 27.56
Bid-YTW : 3.36 %

CIU.PR.A Perpetual-Discount Quote: 22.74 – 23.00
Spot Rate : 0.2600
Average : 0.1647

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2041-03-14
Maturity Price : 22.58
Evaluated at bid price : 22.74
Bid-YTW : 5.09 %

BAM.PR.R FixedReset Quote: 25.82 – 26.19
Spot Rate : 0.3700
Average : 0.2827

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2016-07-30
Maturity Price : 25.00
Evaluated at bid price : 25.82
Bid-YTW : 4.66 %

BIS Quarterly Review, March 2011, Released

Monday, March 14th, 2011

The Bank for International Settlements has released the March 2011 BIS Quarterly Review. The cover story is “Inflation pressures rise with commodity prices”, with special features:

  • Systemic importance: some simple indicators
  • Inflation expectations and the great recession
  • The use of reserve requirements as a policy instrument in Latin America
  • Foreign exchange trading in emerging currencies: more financial, more
    offshore

and the usual “Highlights of the BIS international statistics”.

There was a great table:

As of the end of the third quarter of 2010, the total consolidated foreign exposures (on an ultimate risk basis) of BIS reporting banks to Greece, Ireland, Portugal and Spain stood at $2,512 billion (Table 1). At $1,756 billion, foreign claims were equal to approximately 70% of that amount. The remaining $756 billion was accounted for by other exposures (ie the positive market value of derivatives contracts, guarantees extended and credit commitments).

NEW.PR.C Warrants to Expire Shortly

Monday, March 14th, 2011

These warrants were issued in September to Capital Uniholders and allow the purchase of a Whole Unit at 41.57, which may be compared to the March 10 NAV of 43.45.

Newgrowth has announced:

that it will be hosting an investor update conference call on Thursday, March 17, 2011, with Brian McChesney, President and CEO of Scotia Managed Companies Administration (the “Administrator”).

The conference call will provide an update on the Company’s portfolio and performance.

Investors and investment advisors are reminded that the Fund currently has warrants outstanding which expire on March 31, 2011 at 5:00 p.m. (Toronto time). Note that investment dealers may have deadlines earlier than March 31, 2011.

Conference Call
Thursday, March 17, 2011 at 2:00 p.m. (EST)
Featuring Brian McChesney, President and CEO of the Administrator
Dial-in Numbers: 416-695-7806 or 1-888-789-9572
Passcode: 2572843#

A replay of the conference call will be available at 905-694-9451 or 1-800-408-3053, passcode 2456065#.

Each warrant entitles the holder to purchase one Unit, each Unit consisting of one Capital Share and one Preferred Share, for a subscription price of $41.57 per Unit. The warrants are listed on the Toronto Stock Exchange under the ticker symbol NEW.WT.

NEW.PR.C is not tracked by HIMIPref™.

BE.PR.A and DGS.PR.A to Merge?

Monday, March 14th, 2011

Brompton Equity Split Corp. (“BE”) and Dividend Growth Split Corp. (“DGS”) have announced they:

will be holding shareholder meetings on April 8, 2011 to consider and vote upon special resolutions to merge BE and DGS by way of amalgamation (the “merger”). If the merger is approved, the merged entity will be named Dividend Growth Split Corp. and it will have the same investment objectives, strategies and restrictions as DGS as well as substantially the same preferred share and class A share attributes.

DGS invests on an equally weighted basis in a portfolio of 20 large capitalization Canadian equities that have among the highest dividend growth rates on the TSX. As both the BE and DGS portfolios are primarily invested in common shares of major Canadian issuers, under the merger BE will be able to smoothly transition its assets into a larger continuing fund with the ability to grow in size with lower administrative costs and increased trading liquidity for shareholders.

Shareholders of BE will also be provided with an opportunity to redeem their shares on April 28, 2011 which is earlier than the scheduled final redemption date of BE of May 31, 2011, provided that BE shareholders tender their shares for redemption by April 15, 2011 and the merger is approved by BE and DGS shareholders.

Details regarding the proposed merger will be contained in the joint management information circular which is expected to be mailed to BE and DGS shareholders on or before March 18, 2011. The circular will also be available on www.sedar.com and posted at www.bromptonfunds.com. In addition to the approval of the BE and DGS shareholders, the merger is subject to applicable regulatory approvals. Under the merger proposal, each issued and outstanding preferred share of BE will become one preferred share of DGS. Each issued and outstanding class A share of BE will become the number of class A shares of DGS determined by dividing the net asset value per class A share of BE by the net asset value per class A share of DGS, each calculated on April 28, 2011. In order to maintain the same number of class A and preferred shares outstanding, class A shares or preferred shares may be redeemed by BE on a pro-rata basis prior to the merger as outlined in the joint management information circular.

BE.PR.A is not tracked by HIMIPref™ and this is its first mention on PrefBlog. DGS.PR.A is tracked by HIMIPref™ and was last mentioned on PrefBlog when it got bigger last December.

Readers will note that not only is the term extension entirely reasonable (DGS.PR.A has Asset Coverage of 1.9-:1), but that BE.PR.A holders who don’t like the idea are being offered the opportunity to redeem. This should not be noteworthy, but is in light of Manulife’s recent abusive behaviour.

It is not clear to me whether approval of the merger is required from all four sets of shareholders voting separately. I am endeavoring to find out.

Update: Brompton Group has confirmed that each of the four classes of shareholder involved will vote separately; each class has veto power over the deal.

Update, 2011-3-28: As noted in the comments section, I have read the information circular and recommend that preferred shareholders vote in favour of the merger.

March PrefLetter Released!

Monday, March 14th, 2011

The March, 2011, edition of PrefLetter has been released and is now available for purchase as the “Previous edition”. Those who subscribe for a full year receive the “Previous edition” as a bonus.

The March edition discusses the Risk and Reward characteristics of DeemedRetractibles – the class of preferred shares with their eligibility for inclusion in Tier 1 Capital now subject to phase-out by OSFI.

PrefLetter may now be purchased by all Canadian residents.

Until further notice, the “Previous Edition” will refer to the March, 2011, issue, while the “Next Edition” will be the April, 2011, issue, scheduled to be prepared as of the close April 8 and eMailed to subscribers prior to market-opening on April 11.

PrefLetter is intended for long term investors seeking issues to buy-and-hold. At least one recommendation from each of the major preferred share sectors is included and discussed.

Note: My verbosity has grown by such leaps and bounds that it is no longer possible to deliver PrefLetter as an eMail attachment – it’s just too big for my software! Instead, I have sent passwords – click on the link in your eMail and your copy will download.

Note: The PrefLetter website has a Subscriber Download Feature. If you have not received your copy, try it!

Note: PrefLetter eMails sometimes runs afoul of spam filters. If you have not received your copy within fifteen minutes of a release notice such as this one, please double check your (company’s) spam filtering policy and your spam repository – there are some hints in the post Sympatico Spam Filters out of Control. If it’s not there, contact me and I’ll get you your copy … somehow!

Note: There have been scattered complaints regarding inability to open PrefLetter in Acrobat Reader, despite my practice of including myself on the subscription list and immediately checking the copy received. I have had the occasional difficulty reading US Government documents, which I was able to resolve by downloading and installing the latest version of Adobe Reader. Also, note that so far, all complaints have been from users of Yahoo Mail. Try saving it to disk first, before attempting to open it.

Note: There have been other scattered complaints that double-clicking on the links in the “PrefLetter Download” email results in a message that the password has already been used. I have been able to reproduce this problem in my own eMail software … the problem is double-clicking. What happens is the first click opens the link and the second click finds that the password has already been used and refuses to work properly. So the moral of the story is: Don’t be a dick! Single Click!