Index | December Total Return |
Ratchet | +1.56% |
FixedFloater | +0.85% |
Floater | -0.21% |
OpRet | +0.08% |
SplitShare | +0.32% |
InterestBearing | +0.99% |
PerpetualPremium | +0.34% |
PerpetualDiscount | +1.08% |
The indices have now been rebalanced. Changes are
Ticker | From Index | To Index | Reason |
PWF.PR.A | Floater | Scraps | Volume |
PWF.PR.D | OpRet | Scraps | Volume |
BAM.PR.I | Scraps | OpRet | Volume |
SXT.PR.A | Scraps | SplitShare | Volume |
RY.PR.A | PerpetualDiscount | PerpetualPremium | Price |
BAM.PR.M | PerpetualDiscount | PerpetualPremium | Price |
IAG.PR.A | PerpetualDiscount | PerpetualPremium | Price |
RY.PR.D | – | PerpetualPremium | New Issue, 12/13 |
FBS.PR.B | – | SplitShares | New Issue, 12/15 |
FBS.PR.A | Scraps | – | Redeemed, 12/15 |
More details will be added to this post shortly.
Update : Notable performances in December were:
Issue | Index | Performance |
TCA.PR.X | PerpetualPremium | -1.5349% |
WN.PR.B | OpRet | -1.5298% |
WN.PR.C | PerpetualPremium | -1.2424% |
WN.PR.D | PerpetualPremium | -1.2314% |
BMO.PR.G | OpRet | -1.2002% |
… | ||
BSD.PR.A | InterestBearing | +2.1407% |
SLF.PR.D | PerpetualDiscount | +2.2634% |
PWF.PR.K | PerpetualPremium | +2.3561% |
CM.PR.G | PerpetualPremium | +2.3605% |
STW.PR.A | InterestBearing | +2.4835% |
Not a very pleasant month for the Weston issues, presumably due to the 9-figure charge against inventory.
Update & Bump: The rebalanced indices have been uploaded here.
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