I’m having lots of fun importing the old PrefBlog into the new PrefBlog. It’s all tick-a-box software. ‘We need this feature! It doesn’t matter if it only works in ideal conditions – just tick the box!’
There are some things I can try tomorrow. Right now I’m too irritated.
| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| 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 | 0.0932 % | 2,530.9 |
| FixedFloater | 4.28 % | 3.56 % | 30,205 | 18.23 | 1 | 0.4067 % | 3,926.0 |
| Floater | 2.93 % | 2.96 % | 62,119 | 19.78 | 3 | 0.0932 % | 2,732.7 |
| OpRet | 4.62 % | -4.63 % | 75,695 | 0.08 | 3 | -0.1283 % | 2,658.9 |
| SplitShare | 4.74 % | 4.14 % | 68,806 | 3.65 | 6 | -0.0559 % | 2,984.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1283 % | 2,431.3 |
| Perpetual-Premium | 5.57 % | 4.37 % | 122,755 | 0.09 | 11 | 0.1565 % | 2,311.8 |
| Perpetual-Discount | 5.57 % | 5.56 % | 180,287 | 14.51 | 27 | -0.1730 % | 2,365.5 |
| FixedReset | 4.97 % | 3.30 % | 228,106 | 3.27 | 82 | 0.0136 % | 2,484.0 |
| Deemed-Retractible | 5.06 % | 3.96 % | 195,191 | 1.44 | 42 | 0.1015 % | 2,427.3 |
| FloatingReset | 2.65 % | 2.39 % | 300,867 | 4.46 | 5 | 0.0238 % | 2,460.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.31 Bid-YTW : 4.67 % |
| CU.PR.D | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-25 Maturity Price : 22.99 Evaluated at bid price : 23.29 Bid-YTW : 5.27 % |
| PWF.PR.S | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-25 Maturity Price : 22.09 Evaluated at bid price : 22.40 Bid-YTW : 5.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.T | FixedReset | 277,277 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 1.87 % |
| BNS.PR.B | FloatingReset | 267,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-25 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 2.54 % |
| BMO.PR.R | FloatingReset | 81,460 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 2.39 % |
| BAM.PF.D | Perpetual-Discount | 32,648 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-25 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 6.26 % |
| RY.PR.P | FixedReset | 30,966 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 2.61 % |
| FTS.PR.H | FixedReset | 24,111 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-25 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 3.95 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.J | FixedReset | Quote: 25.29 – 25.77 Spot Rate : 0.4800 Average : 0.2776 YTW SCENARIO |
| CIU.PR.C | FixedReset | Quote: 21.19 – 21.72 Spot Rate : 0.5300 Average : 0.3892 YTW SCENARIO |
| ENB.PR.N | FixedReset | Quote: 24.53 – 24.84 Spot Rate : 0.3100 Average : 0.1995 YTW SCENARIO |
| TD.PR.P | Deemed-Retractible | Quote: 26.09 – 26.47 Spot Rate : 0.3800 Average : 0.2818 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 21.85 – 22.21 Spot Rate : 0.3600 Average : 0.2654 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 17.89 – 18.15 Spot Rate : 0.2600 Average : 0.1924 YTW SCENARIO |
Good to have you back blogman!!!!!
But I’m STILL not #%T^@%!! back!