I haven’t had any fun for a while. So I’m going to start a campaign to increase contrast between foreground (text & symbols) and background on websites and applications, in accordance with the Mozilla guidelines thereof:
Type of content Minimum ratio (AA rating) Enhanced ratio (AAA rating) Body text 4.5 : 1 7 : 1 Large-scale text (120-150% larger than body text) 3 : 1 4.5 : 1 Active user interface components and graphical objects such as icons and graphs 3 : 1 Not defined …
1.4.11 Non-Text Contrast (AA)
There should be a minimum color contrast ratio of 3 to 1 for user interface components and graphical objects.
Note 1
For the sRGB colorspace, the relative luminance of a color is defined as L = 0.2126 * R + 0.7152 * G + 0.0722 * B where R, G and B are defined as:if RsRGB <= 0.04045 then R = RsRGB/12.92 else R = ((RsRGB+0.055)/1.055) ^ 2.4 if GsRGB <= 0.04045 then G = GsRGB/12.92 else G = ((GsRGB+0.055)/1.055) ^ 2.4 if BsRGB <= 0.04045 then B = BsRGB/12.92 else B = ((BsRGB+0.055)/1.055) ^ 2.4 and RsRGB, GsRGB, and BsRGB are defined as: RsRGB = R8bit/255 GsRGB = G8bit/255 BsRGB = B8bit/255 The "^" character is the exponentiation operator. (Formula taken from [SRGB].)
I swear, there are two programmes that I use regularly – both supplied by external parties – in which the difference between the ‘minimize’ icon and its background is absolutely minimal, as least as far as my poor old eyes are concerned. I end up squinting, guessing, swearing, looking for a popup ‘tooltip’ and finally bringing my face within inches of the screen, just to minimize a damn window.
| 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 | 0.0785 % | 2,349.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0785 % | 4,573.8 |
| Floater | 6.80 % | 6.89 % | 48,319 | 12.66 | 2 | 0.0785 % | 2,635.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1235 % | 3,684.8 |
| SplitShare | 4.75 % | 4.18 % | 54,299 | 2.42 | 7 | 0.1235 % | 4,400.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1235 % | 3,433.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3543 % | 3,023.0 |
| Perpetual-Discount | 5.69 % | 5.80 % | 45,964 | 14.18 | 32 | 0.3543 % | 3,296.4 |
| FixedReset Disc | 5.58 % | 6.30 % | 125,006 | 13.16 | 40 | -0.0406 % | 3,012.2 |
| Insurance Straight | 5.59 % | 5.67 % | 56,518 | 14.37 | 19 | -0.5049 % | 3,240.4 |
| FloatingReset | 5.56 % | 5.36 % | 38,066 | 14.85 | 2 | -0.3325 % | 3,676.1 |
| FixedReset Prem | 5.72 % | 4.94 % | 107,648 | 2.58 | 16 | -0.1519 % | 2,634.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0406 % | 3,079.0 |
| FixedReset Ins Non | 5.29 % | 5.79 % | 70,223 | 13.87 | 14 | -1.9779 % | 3,025.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.M | FixedReset Ins Non | -14.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.58 % |
| IFC.PR.A | FixedReset Ins Non | -8.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.01 % |
| GWO.PR.H | Insurance Straight | -4.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.80 % |
| SLF.PR.G | FixedReset Ins Non | -3.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.20 % |
| MFC.PR.B | Insurance Straight | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.71 % |
| SLF.PR.E | Insurance Straight | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.49 % |
| PWF.PR.S | Perpetual-Discount | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.82 % |
| BN.PF.F | FixedReset Disc | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 22.24 Evaluated at bid price : 22.85 Bid-YTW : 6.53 % |
| IFC.PR.F | Insurance Straight | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 23.41 Evaluated at bid price : 23.66 Bid-YTW : 5.66 % |
| MFC.PR.F | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 6.05 % |
| GWO.PR.G | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 5.73 % |
| IFC.PR.C | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 23.41 Evaluated at bid price : 23.91 Bid-YTW : 5.86 % |
| CU.PR.J | Perpetual-Discount | 2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 5.73 % |
| PWF.PR.F | Perpetual-Discount | 4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 5.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Prem | 553,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 5.86 % |
| CM.PR.Q | FixedReset Disc | 308,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 23.94 Evaluated at bid price : 24.99 Bid-YTW : 5.87 % |
| BMO.PR.Y | FixedReset Disc | 209,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-24 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.82 % |
| BN.PR.R | FixedReset Disc | 118,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.15 % |
| SLF.PR.G | FixedReset Ins Non | 103,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.20 % |
| ENB.PF.G | FixedReset Disc | 102,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-28 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 6.75 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 21.15 – 24.88 Spot Rate : 3.7300 Average : 2.0813 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.30 – 22.57 Spot Rate : 2.2700 Average : 1.5053 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 21.75 – 23.54 Spot Rate : 1.7900 Average : 1.0520 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 25.02 – 26.02 Spot Rate : 1.0000 Average : 0.6607 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 21.15 – 22.20 Spot Rate : 1.0500 Average : 0.7253 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 18.05 – 18.73 Spot Rate : 0.6800 Average : 0.4355 YTW SCENARIO |