Market Action

April 20, 2017

So, what the Liberal government of Ontario has done for electricity, they are now doing for housing:

Ontario’s Fair Housing Plan introduces a comprehensive package of measures to help more people find affordable homes, increase supply, protect buyers and renters and bring stability to the real estate market.

The roots of the housing price boom are:

  • low interest rates
  • an explosion of CMHC guarantees, and
  • unsatisfactory stock market returns

I don’t see anything in the plan that addresses any of that.

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 -0.4083 % 2,147.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.4083 % 3,940.1
Floater 3.55 % 3.65 % 44,980 18.19 4 -0.4083 % 2,270.7
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1304 % 3,023.7
SplitShare 4.94 % 4.15 % 54,223 0.62 6 -0.1304 % 3,610.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1304 % 2,817.4
Perpetual-Premium 5.28 % -6.10 % 74,238 0.09 23 0.1816 % 2,787.3
Perpetual-Discount 5.08 % 5.07 % 108,450 15.33 13 -0.0032 % 2,997.3
FixedReset 4.38 % 3.96 % 235,704 6.64 94 0.1465 % 2,360.8
Deemed-Retractible 4.98 % 4.49 % 144,737 0.10 31 0.1426 % 2,892.5
FloatingReset 2.55 % 3.11 % 56,094 4.51 9 0.2146 % 2,540.8
Performance Highlights
Issue Index Change Notes
PWF.PR.T FixedReset -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 22.76
Evaluated at bid price : 23.13
Bid-YTW : 3.75 %
MFC.PR.N FixedReset 1.29 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.01
Bid-YTW : 5.51 %
TRP.PR.F FloatingReset 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 19.11
Evaluated at bid price : 19.11
Bid-YTW : 3.29 %
MFC.PR.M FixedReset 2.19 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.98
Bid-YTW : 5.60 %
Volume Highlights
Issue Index Shares
Traded
Notes
BMO.PR.C FixedReset 360,183 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.83
Bid-YTW : 3.91 %
TD.PF.D FixedReset 150,378 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 22.55
Evaluated at bid price : 23.24
Bid-YTW : 4.04 %
BAM.PR.X FixedReset 102,113 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 16.99
Evaluated at bid price : 16.99
Bid-YTW : 4.22 %
RY.PR.M FixedReset 62,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 22.42
Evaluated at bid price : 23.08
Bid-YTW : 3.96 %
IAG.PR.G FixedReset 56,850 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.05
Bid-YTW : 5.18 %
BAM.PR.T FixedReset 45,769 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 4.26 %
There were 40 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
EML.PR.A FixedReset Quote: 26.62 – 27.09
Spot Rate : 0.4700
Average : 0.3239

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-17
Maturity Price : 25.00
Evaluated at bid price : 26.62
Bid-YTW : 4.01 %

PWF.PR.T FixedReset Quote: 23.13 – 23.43
Spot Rate : 0.3000
Average : 0.1998

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 22.76
Evaluated at bid price : 23.13
Bid-YTW : 3.75 %

BNS.PR.Z FixedReset Quote: 22.12 – 22.45
Spot Rate : 0.3300
Average : 0.2339

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.12
Bid-YTW : 4.85 %

TRP.PR.H FloatingReset Quote: 13.87 – 14.14
Spot Rate : 0.2700
Average : 0.1913

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2047-04-20
Maturity Price : 13.87
Evaluated at bid price : 13.87
Bid-YTW : 3.37 %

TRP.PR.J FixedReset Quote: 26.82 – 27.10
Spot Rate : 0.2800
Average : 0.2024

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 26.82
Bid-YTW : 3.81 %

GWO.PR.N FixedReset Quote: 16.05 – 16.30
Spot Rate : 0.2500
Average : 0.1734

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 16.05
Bid-YTW : 8.73 %

Leave a Reply