Performance of the HIMI Indices for May was: Total Return, May 2007 Index Performance Ratchet -2.05% FixFloat -4.70% Floater -1.20% OpRet -0.78% SplitShare -0.09% Interest -0.39% PerpetualPremium -2.20% PerpetualDiscount -5.36% The Claymore Preferred ETF may …
Search Results for: performance
Index Performance : April 2007
All over the map this month! Index Performance, April 2007 Ratchet -7.65% FixFloat -9.13% Floater +0.61% OpRet -0.14% SplitShare -0.79% InterestBearing +0.18% PerpetualPremium -0.82% PerpetualDiscount -1.19% Both the FixFloat and the RatchetRate indices are comprised …
February 6, 2026
My attention was drawn to a piece by David Berman of the G&M, in which he touted the virtues of ZEB, BMO Equal Weight Banks Index ETF. I took issue with one rather careless line …
February 5, 2026
Sorry this is so late! HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index …
February 4, 2026
PerpetualDiscounts now yield 5.62%, equivalent to 7.31% interest at the standard conversion factor of 1.3x. Long corporates yielded 4.92% on 2026-2-4. Therefore the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has narrowed slightly …
February 3, 2026
The Bank of Canada has introduced a new blog thingy, named Sparks at Bank: Sparks at Bank is a new platform for sharing insights, research and analysis from staff at the Bank of Canada. It’s …
February 2, 2026
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
MAPF Portfolio Composition: January, 2026
Turnover slumped to 7% in January, with a slight move into FixedReset premium issues. Sectoral distribution of the MAPF portfolio on January 30, 2026, was: MAPF Sectoral Analysis 2026-01-30 HIMI Indices Sector Weighting YTW ModDur …
January 30, 2026
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
January 29, 2026
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …