Exploring the hidden risks of high-yielding products

February 10th, 2024

Thanks to John Heinzl for quoting me in his recent piece Exploring the hidden risks of high-yielding products:

Covered call writing may work well in flat or falling markets, but in general it does more harm than good, critics say.

“I consider the … strategy to be a gimmick to snare the unwary,” James Hymas, president of Hymas Investment Management Inc., said in an e-mail. “I have never seen any evidence whatsoever that any single one of these covered call enthusiasts are any good at writing and trading options. And if you’re not good at it you will give up more in foregone capital gains than you gain in option premia.”

In contrast, split preferred dividends are generally safe. In FTN.PR.A’s case, however, there’s an added wrinkle: The manager, Quadravest Capital Management Inc., has hiked the dividend on the preferreds three times in the past four years, by a cumulative 68 per cent. That’s an enormous increase, and it’s the reason the preferreds now yield north of 9 per cent, based on annualizing the most recent monthly dividend.

“I believe that Quadravest boosted the preferred share dividend to such a high level because they wanted to keep the preferred share price high” to facilitate the sale of additional shares through the company’s “at-the-market equity program,” Mr. Hymas said. The ATM, which the company renewed in December, allows Financial 15 Split to issue shares to the public from time to time at the company’s discretion.

But here’s the thing: The dividend – which is currently about 7.7 cents a month or 92.5 cents annually – won’t necessarily remain at its current level forever. The dividend rate is set annually at the discretion of the board and is subject only to a minimum yield of 5.5 per cent until 2025, when the split corporation is scheduled for termination on Dec. 1 of that year (subject to a further five-year extension).

If Quadravest were to cut the preferred dividend to the minimum of 5.5 per cent (based on the issue price of $10) in December, 2024, investors who hold the shares from now until maturity in December, 2025, would have an effective annual yield of just 6.75 per cent, Mr. Hymas said.

February 9, 2024

February 9th, 2024
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 0.5955 % 2,285.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5955 % 4,383.0
Floater 10.66 % 10.90 % 51,329 8.80 2 0.5955 % 2,526.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.1020 % 3,426.0
SplitShare 4.91 % 7.12 % 46,473 1.91 7 0.1020 % 4,091.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1020 % 3,192.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.1760 % 2,623.5
Perpetual-Discount 6.55 % 6.71 % 47,746 12.92 34 -0.1760 % 2,860.8
FixedReset Disc 5.62 % 7.77 % 116,948 11.95 59 0.0641 % 2,353.6
Insurance Straight 6.31 % 6.53 % 71,118 13.11 20 0.4607 % 2,868.7
FloatingReset 10.01 % 10.29 % 36,083 9.21 3 -0.2252 % 2,604.3
FixedReset Prem 6.94 % 6.69 % 169,108 3.29 1 0.5964 % 2,514.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0641 % 2,405.9
FixedReset Ins Non 5.42 % 7.23 % 97,157 12.44 14 0.1438 % 2,621.0
Performance Highlights
Issue Index Change Notes
CU.PR.D Perpetual-Discount -14.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.38
Evaluated at bid price : 16.38
Bid-YTW : 7.51 %
PWF.PR.P FixedReset Disc -6.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 9.24 %
GWO.PR.Y Insurance Straight -3.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %
MIC.PR.A Perpetual-Discount -3.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.51 %
BN.PF.I FixedReset Disc -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 8.94 %
PWF.PR.T FixedReset Disc -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.92
Evaluated at bid price : 19.92
Bid-YTW : 7.69 %
BN.PR.Z FixedReset Disc -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 8.51 %
FFH.PR.I FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 9.13 %
NA.PR.S FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 7.46 %
SLF.PR.H FixedReset Ins Non 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 7.23 %
FFH.PR.G FixedReset Disc 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.30
Evaluated at bid price : 16.30
Bid-YTW : 9.10 %
CIU.PR.A Perpetual-Discount 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.31
Evaluated at bid price : 17.31
Bid-YTW : 6.67 %
IFC.PR.A FixedReset Ins Non 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 6.97 %
BN.PR.N Perpetual-Discount 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.42
Evaluated at bid price : 17.42
Bid-YTW : 6.93 %
BIP.PR.E FixedReset Disc 1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 21.31
Evaluated at bid price : 21.60
Bid-YTW : 7.86 %
CM.PR.Q FixedReset Disc 2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 7.79 %
POW.PR.C Perpetual-Discount 2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 6.52 %
BMO.PR.Y FixedReset Disc 2.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 7.81 %
PWF.PR.H Perpetual-Discount 2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 21.31
Evaluated at bid price : 21.58
Bid-YTW : 6.72 %
BIP.PR.A FixedReset Disc 3.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.81
Evaluated at bid price : 17.81
Bid-YTW : 9.85 %
GWO.PR.I Insurance Straight 4.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.42 %
SLF.PR.C Insurance Straight 6.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 5.85 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.J FixedReset Disc 80,150 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.68
Evaluated at bid price : 19.68
Bid-YTW : 7.87 %
GWO.PR.N FixedReset Ins Non 50,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 13.83
Evaluated at bid price : 13.83
Bid-YTW : 8.33 %
CU.PR.I FixedReset Disc 50,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 22.64
Evaluated at bid price : 23.00
Bid-YTW : 7.66 %
RY.PR.Z FixedReset Disc 41,152 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 20.88
Evaluated at bid price : 20.88
Bid-YTW : 7.10 %
IFC.PR.C FixedReset Ins Non 26,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 7.63 %
FFH.PR.I FixedReset Disc 25,394 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 9.13 %
There were 5 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
CU.PR.D Perpetual-Discount Quote: 16.38 – 19.24
Spot Rate : 2.8600
Average : 1.6066

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.38
Evaluated at bid price : 16.38
Bid-YTW : 7.51 %

MFC.PR.L FixedReset Ins Non Quote: 19.51 – 24.06
Spot Rate : 4.5500
Average : 3.8162

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 7.60 %

MIC.PR.A Perpetual-Discount Quote: 18.30 – 19.60
Spot Rate : 1.3000
Average : 0.8277

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.51 %

PWF.PR.P FixedReset Disc Quote: 13.10 – 14.55
Spot Rate : 1.4500
Average : 0.9935

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 9.24 %

GWO.PR.Y Insurance Straight Quote: 17.10 – 18.10
Spot Rate : 1.0000
Average : 0.6947

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %

PVS.PR.K SplitShare Quote: 22.40 – 23.15
Spot Rate : 0.7500
Average : 0.4575

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 22.40
Bid-YTW : 7.05 %

February 8, 2024

February 8th, 2024

TXPR closed at 565.92, down 0.50% on the day. Volume today was 1.82-million, near the median of the past 21 trading days.

CPD closed at 11.24, down 0.44% on the day. Volume was 99,110, second-highest of the past 21 trading days.

ZPR closed at 9.58, down 0.72% on the day. Volume was 45,590, second-lowest of the past 21 trading days.

Five-year Canada yields were up to 3.68%.

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 -0.1699 % 2,271.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1699 % 4,357.1
Floater 10.72 % 10.95 % 52,066 8.78 2 -0.1699 % 2,511.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.1803 % 3,422.5
SplitShare 4.92 % 7.27 % 48,279 1.92 7 0.1803 % 4,087.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1803 % 3,189.0
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -1.9987 % 2,628.1
Perpetual-Discount 6.54 % 6.71 % 49,429 12.92 34 -1.9987 % 2,865.8
FixedReset Disc 5.62 % 7.62 % 118,820 12.05 59 -0.3617 % 2,352.1
Insurance Straight 6.34 % 6.53 % 74,004 13.12 20 -0.8479 % 2,855.5
FloatingReset 10.00 % 10.30 % 36,174 9.25 3 -2.8624 % 2,610.2
FixedReset Prem 6.99 % 6.87 % 174,807 3.29 1 -0.3960 % 2,499.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.3617 % 2,404.4
FixedReset Ins Non 5.43 % 7.23 % 100,565 12.51 14 -0.3858 % 2,617.2
Performance Highlights
Issue Index Change Notes
POW.PR.A Perpetual-Discount -6.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 7.01 %
FFH.PR.D FloatingReset -5.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 10.30 %
FFH.PR.G FixedReset Disc -5.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 16.07
Evaluated at bid price : 16.07
Bid-YTW : 9.12 %
GWO.PR.I Insurance Straight -5.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %
BN.PR.N Perpetual-Discount -5.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.13
Evaluated at bid price : 17.13
Bid-YTW : 7.05 %
FFH.PR.I FixedReset Disc -4.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 9.13 %
CCS.PR.C Insurance Straight -4.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.52
Evaluated at bid price : 18.52
Bid-YTW : 6.86 %
FFH.PR.K FixedReset Disc -4.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.15
Evaluated at bid price : 19.15
Bid-YTW : 8.81 %
FFH.PR.C FixedReset Disc -3.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.11
Evaluated at bid price : 20.11
Bid-YTW : 8.40 %
PWF.PR.H Perpetual-Discount -3.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.92 %
BN.PR.M Perpetual-Discount -3.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.70
Evaluated at bid price : 17.70
Bid-YTW : 6.82 %
MIC.PR.A Perpetual-Discount -3.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 7.27 %
POW.PR.C Perpetual-Discount -3.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 6.67 %
CIU.PR.A Perpetual-Discount -3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.05
Evaluated at bid price : 17.05
Bid-YTW : 6.77 %
BN.PF.D Perpetual-Discount -2.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.92
Evaluated at bid price : 17.92
Bid-YTW : 6.95 %
BIP.PR.E FixedReset Disc -2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 7.96 %
IFC.PR.K Perpetual-Discount -2.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 6.58 %
BMO.PR.Y FixedReset Disc -2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 7.92 %
PWF.PR.F Perpetual-Discount -2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.66
Evaluated at bid price : 19.66
Bid-YTW : 6.74 %
PWF.PR.R Perpetual-Discount -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.47
Evaluated at bid price : 20.47
Bid-YTW : 6.79 %
PWF.PR.Z Perpetual-Discount -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.15
Evaluated at bid price : 19.15
Bid-YTW : 6.79 %
IFC.PR.A FixedReset Ins Non -2.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.89
Evaluated at bid price : 18.89
Bid-YTW : 7.00 %
PWF.PR.K Perpetual-Discount -2.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.46
Evaluated at bid price : 18.46
Bid-YTW : 6.77 %
PWF.PR.E Perpetual-Discount -2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 6.74 %
POW.PR.G Perpetual-Discount -2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.93
Evaluated at bid price : 20.93
Bid-YTW : 6.78 %
PWF.PR.L Perpetual-Discount -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 6.78 %
POW.PR.D Perpetual-Discount -1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 6.68 %
MFC.PR.Q FixedReset Ins Non -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.77
Evaluated at bid price : 22.15
Bid-YTW : 7.00 %
POW.PR.B Perpetual-Discount -1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.71 %
GWO.PR.Y Insurance Straight -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.75
Evaluated at bid price : 17.75
Bid-YTW : 6.44 %
NA.PR.S FixedReset Disc -1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 7.46 %
PWF.PR.O Perpetual-Discount -1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.44
Evaluated at bid price : 21.70
Bid-YTW : 6.74 %
PWF.PR.S Perpetual-Discount -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 6.73 %
CU.PR.F Perpetual-Discount -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 6.44 %
FTS.PR.J Perpetual-Discount -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.72
Evaluated at bid price : 19.72
Bid-YTW : 6.15 %
IFC.PR.F Insurance Straight -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.38
Evaluated at bid price : 20.38
Bid-YTW : 6.61 %
BIP.PR.A FixedReset Disc -1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 10.06 %
MFC.PR.L FixedReset Ins Non -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.56
Evaluated at bid price : 19.56
Bid-YTW : 7.47 %
FFH.PR.M FixedReset Disc -1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.87
Evaluated at bid price : 22.40
Bid-YTW : 8.37 %
RY.PR.O Perpetual-Discount -1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.44
Evaluated at bid price : 21.73
Bid-YTW : 5.64 %
CU.PR.E Perpetual-Discount -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 6.47 %
FTS.PR.F Perpetual-Discount -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.07 %
CU.PR.J Perpetual-Discount -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.41
Evaluated at bid price : 18.41
Bid-YTW : 6.47 %
CM.PR.Q FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 7.85 %
ELF.PR.H Perpetual-Discount -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.31
Evaluated at bid price : 21.58
Bid-YTW : 6.44 %
MFC.PR.K FixedReset Ins Non -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 22.03
Evaluated at bid price : 22.55
Bid-YTW : 6.74 %
BN.PF.C Perpetual-Discount -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.75
Evaluated at bid price : 17.75
Bid-YTW : 6.95 %
CU.PR.C FixedReset Disc -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.05
Evaluated at bid price : 19.05
Bid-YTW : 7.68 %
MFC.PR.J FixedReset Ins Non -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 22.18
Evaluated at bid price : 22.75
Bid-YTW : 6.93 %
BN.PF.E FixedReset Disc -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 9.30 %
FTS.PR.I FloatingReset -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 16.38
Evaluated at bid price : 16.38
Bid-YTW : 10.32 %
BMO.PR.E FixedReset Disc -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 23.05
Evaluated at bid price : 24.65
Bid-YTW : 6.50 %
GWO.PR.Q Insurance Straight -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 6.61 %
BN.PF.H FixedReset Disc 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.45
Evaluated at bid price : 21.80
Bid-YTW : 8.61 %
BN.PF.G FixedReset Disc 3.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 17.05
Evaluated at bid price : 17.05
Bid-YTW : 9.12 %
BN.PF.F FixedReset Disc 3.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.76
Evaluated at bid price : 18.76
Bid-YTW : 8.65 %
SLF.PR.H FixedReset Ins Non 5.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 7.23 %
BN.PR.R FixedReset Disc 9.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 15.05
Evaluated at bid price : 15.05
Bid-YTW : 9.14 %
Volume Highlights
Issue Index Shares
Traded
Notes
BMO.PR.F FixedReset Disc 221,513 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 23.88
Evaluated at bid price : 24.69
Bid-YTW : 7.21 %
NA.PR.W FixedReset Disc 51,824 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.01
Evaluated at bid price : 19.01
Bid-YTW : 7.60 %
FFH.PR.K FixedReset Disc 34,433 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.15
Evaluated at bid price : 19.15
Bid-YTW : 8.81 %
FFH.PR.D FloatingReset 28,753 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 10.30 %
NA.PR.E FixedReset Disc 28,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 21.67
Evaluated at bid price : 22.00
Bid-YTW : 6.95 %
PWF.PR.E Perpetual-Discount 28,292 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 6.74 %
There were 20 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
MFC.PR.L FixedReset Ins Non Quote: 19.56 – 24.06
Spot Rate : 4.5000
Average : 3.0116

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 19.56
Evaluated at bid price : 19.56
Bid-YTW : 7.47 %

BN.PF.F FixedReset Disc Quote: 18.76 – 22.00
Spot Rate : 3.2400
Average : 1.9893

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.76
Evaluated at bid price : 18.76
Bid-YTW : 8.65 %

CM.PR.O FixedReset Disc Quote: 20.45 – 22.15
Spot Rate : 1.7000
Average : 1.0676

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 7.22 %

POW.PR.A Perpetual-Discount Quote: 20.25 – 21.52
Spot Rate : 1.2700
Average : 0.7384

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 7.01 %

FFH.PR.I FixedReset Disc Quote: 16.70 – 17.90
Spot Rate : 1.2000
Average : 0.7173

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 9.13 %

CCS.PR.C Insurance Straight Quote: 18.52 – 19.48
Spot Rate : 0.9600
Average : 0.5961

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-08
Maturity Price : 18.52
Evaluated at bid price : 18.52
Bid-YTW : 6.86 %

February 7, 2024

February 7th, 2024

PerpetualDiscounts now yield 6.55%, equivalent to 8.52% interest at the standard equivalency factor of 1.3x. Long corporates yielded 5.23% on 2024-2-6 and since then the closing price has changed from 15.08 to 15.06, an increase of 13bp in price, with a Duration (BMO doesn’t specify Modified or Macaulay – I will assume the former) of 12.23 implying a decrease of 1bp in yield to 5.22%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) has narrowed to 330bp from the 340bp reported January 31.

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 0.3409 % 2,275.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3409 % 4,364.5
Floater 10.70 % 10.94 % 52,383 8.78 2 0.3409 % 2,515.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.0842 % 3,416.3
SplitShare 4.93 % 7.26 % 47,756 1.92 7 0.0842 % 4,079.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0842 % 3,183.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.0295 % 2,681.7
Perpetual-Discount 6.40 % 6.55 % 49,096 13.12 34 -0.0295 % 2,924.3
FixedReset Disc 5.60 % 7.59 % 119,071 12.14 59 -0.4287 % 2,360.7
Insurance Straight 6.29 % 6.49 % 73,925 13.18 20 0.2682 % 2,880.0
FloatingReset 9.71 % 10.09 % 36,424 9.41 3 0.3109 % 2,687.1
FixedReset Prem 6.96 % 6.74 % 177,027 3.30 1 -0.5906 % 2,509.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.4287 % 2,413.1
FixedReset Ins Non 5.41 % 7.36 % 97,856 12.52 14 -0.5735 % 2,627.4
Performance Highlights
Issue Index Change Notes
BN.PR.R FixedReset Disc -9.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 13.80
Evaluated at bid price : 13.80
Bid-YTW : 9.93 %
SLF.PR.H FixedReset Ins Non -7.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.62 %
SLF.PR.C Insurance Straight -5.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.28 %
BN.PF.G FixedReset Disc -4.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 16.53
Evaluated at bid price : 16.53
Bid-YTW : 9.40 %
BN.PF.H FixedReset Disc -3.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 8.73 %
CU.PR.H Perpetual-Discount -3.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 6.45 %
BN.PF.I FixedReset Disc -3.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 20.31
Evaluated at bid price : 20.31
Bid-YTW : 8.73 %
PWF.PR.P FixedReset Disc -2.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 14.11
Evaluated at bid price : 14.11
Bid-YTW : 8.49 %
GWO.PR.N FixedReset Ins Non -2.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 8.11 %
BN.PF.F FixedReset Disc -1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 8.99 %
FTS.PR.M FixedReset Disc -1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.86
Evaluated at bid price : 18.86
Bid-YTW : 8.09 %
BN.PR.T FixedReset Disc -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 15.35
Evaluated at bid price : 15.35
Bid-YTW : 8.98 %
FFH.PR.I FixedReset Disc -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 17.55
Evaluated at bid price : 17.55
Bid-YTW : 8.70 %
GWO.PR.T Insurance Straight -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 6.59 %
PWF.PF.A Perpetual-Discount -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 17.40
Evaluated at bid price : 17.40
Bid-YTW : 6.53 %
TD.PF.B FixedReset Disc 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 21.48
Evaluated at bid price : 21.48
Bid-YTW : 6.86 %
BN.PF.A FixedReset Disc 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 21.28
Evaluated at bid price : 21.28
Bid-YTW : 7.88 %
BN.PF.D Perpetual-Discount 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.45
Evaluated at bid price : 18.45
Bid-YTW : 6.75 %
BN.PR.M Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.37
Evaluated at bid price : 18.37
Bid-YTW : 6.57 %
FTS.PR.F Perpetual-Discount 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 20.88
Evaluated at bid price : 20.88
Bid-YTW : 5.99 %
CIU.PR.A Perpetual-Discount 1.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 17.62
Evaluated at bid price : 17.62
Bid-YTW : 6.55 %
IFC.PR.A FixedReset Ins Non 2.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 6.85 %
GWO.PR.Y Insurance Straight 5.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 6.33 %
GWO.PR.I Insurance Straight 5.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.07
Evaluated at bid price : 18.07
Bid-YTW : 6.32 %
Volume Highlights
Issue Index Shares
Traded
Notes
PWF.PR.T FixedReset Disc 88,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 7.46 %
BN.PR.M Perpetual-Discount 73,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.37
Evaluated at bid price : 18.37
Bid-YTW : 6.57 %
SLF.PR.G FixedReset Ins Non 73,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 15.17
Evaluated at bid price : 15.17
Bid-YTW : 7.88 %
MFC.PR.K FixedReset Ins Non 63,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 22.19
Evaluated at bid price : 22.82
Bid-YTW : 6.65 %
BMO.PR.E FixedReset Disc 54,690 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 23.14
Evaluated at bid price : 24.90
Bid-YTW : 6.42 %
IFC.PR.A FixedReset Ins Non 53,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 6.85 %
There were 16 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
SLF.PR.H FixedReset Ins Non Quote: 17.50 – 19.24
Spot Rate : 1.7400
Average : 1.0821

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.62 %

BN.PR.R FixedReset Disc Quote: 13.80 – 15.65
Spot Rate : 1.8500
Average : 1.3387

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 13.80
Evaluated at bid price : 13.80
Bid-YTW : 9.93 %

SLF.PR.C Insurance Straight Quote: 18.00 – 19.50
Spot Rate : 1.5000
Average : 1.0026

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.28 %

BN.PF.H FixedReset Disc Quote: 21.51 – 22.60
Spot Rate : 1.0900
Average : 0.7367

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 8.73 %

CU.PR.E Perpetual-Discount Quote: 19.26 – 20.95
Spot Rate : 1.6900
Average : 1.4188

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 19.26
Evaluated at bid price : 19.26
Bid-YTW : 6.38 %

BN.PF.G FixedReset Disc Quote: 16.53 – 17.69
Spot Rate : 1.1600
Average : 0.9274

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-07
Maturity Price : 16.53
Evaluated at bid price : 16.53
Bid-YTW : 9.40 %

February 6, 2024

February 6th, 2024
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 -0.3397 % 2,267.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3397 % 4,349.7
Floater 10.74 % 10.95 % 54,207 8.78 2 -0.3397 % 2,506.7
OpRet 0.00 % 0.00 % 0 0.00 0 0.1265 % 3,413.4
SplitShare 4.93 % 7.29 % 48,363 1.92 7 0.1265 % 4,076.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1265 % 3,180.6
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.3334 % 2,682.5
Perpetual-Discount 6.40 % 6.58 % 50,849 13.09 34 -0.3334 % 2,925.1
FixedReset Disc 5.57 % 7.65 % 117,619 12.09 59 -0.1625 % 2,370.8
Insurance Straight 6.31 % 6.52 % 69,516 13.14 20 -0.8356 % 2,872.3
FloatingReset 9.74 % 10.14 % 36,092 9.38 3 0.9788 % 2,678.8
FixedReset Prem 6.92 % 6.55 % 177,227 3.30 1 -0.1180 % 2,524.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1625 % 2,423.5
FixedReset Ins Non 5.38 % 7.05 % 101,336 12.57 14 -0.2441 % 2,642.5
Performance Highlights
Issue Index Change Notes
GWO.PR.Y Insurance Straight -5.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %
GWO.PR.I Insurance Straight -5.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %
BIP.PR.A FixedReset Disc -3.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.40
Evaluated at bid price : 17.40
Bid-YTW : 9.97 %
CIU.PR.A Perpetual-Discount -2.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.35
Evaluated at bid price : 17.35
Bid-YTW : 6.65 %
BN.PF.A FixedReset Disc -2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 7.97 %
CU.PR.C FixedReset Disc -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 7.65 %
BIP.PR.F FixedReset Disc -2.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 20.56
Evaluated at bid price : 20.56
Bid-YTW : 8.05 %
BN.PR.R FixedReset Disc -1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 15.30
Evaluated at bid price : 15.30
Bid-YTW : 8.99 %
BN.PR.M Perpetual-Discount -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 18.16
Evaluated at bid price : 18.16
Bid-YTW : 6.64 %
PWF.PR.S Perpetual-Discount -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 6.66 %
IFC.PR.C FixedReset Ins Non -1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.42
Evaluated at bid price : 19.42
Bid-YTW : 7.52 %
TD.PF.B FixedReset Disc -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 6.94 %
BMO.PR.Y FixedReset Disc -1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 7.68 %
CU.PR.D Perpetual-Discount -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 6.38 %
RY.PR.J FixedReset Disc -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.83
Evaluated at bid price : 19.83
Bid-YTW : 7.72 %
RY.PR.M FixedReset Disc -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.11
Evaluated at bid price : 19.11
Bid-YTW : 7.68 %
TD.PF.E FixedReset Disc -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 7.66 %
GWO.PR.S Insurance Straight -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 20.34
Evaluated at bid price : 20.34
Bid-YTW : 6.56 %
CU.PR.F Perpetual-Discount -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.34 %
FTS.PR.G FixedReset Disc -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 7.07 %
BN.PF.C Perpetual-Discount -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 6.83 %
POW.PR.C Perpetual-Discount -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 6.44 %
BN.PR.Z FixedReset Disc -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.61
Evaluated at bid price : 19.61
Bid-YTW : 8.36 %
BN.PR.K Floater -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 11.68
Evaluated at bid price : 11.68
Bid-YTW : 11.06 %
PVS.PR.K SplitShare 1.10 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 22.15
Bid-YTW : 7.29 %
MFC.PR.L FixedReset Ins Non 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 7.36 %
RY.PR.O Perpetual-Discount 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 21.71
Evaluated at bid price : 22.00
Bid-YTW : 5.57 %
BN.PF.I FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 8.45 %
NA.PR.S FixedReset Disc 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 7.34 %
FTS.PR.I FloatingReset 1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 16.56
Evaluated at bid price : 16.56
Bid-YTW : 10.20 %
PWF.PR.P FixedReset Disc 2.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 14.45
Evaluated at bid price : 14.45
Bid-YTW : 8.30 %
CU.PR.H Perpetual-Discount 3.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 21.11
Evaluated at bid price : 21.11
Bid-YTW : 6.23 %
BN.PR.X FixedReset Disc 7.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 8.29 %
Volume Highlights
Issue Index Shares
Traded
Notes
TD.PF.C FixedReset Disc 82,542 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 7.33 %
RY.PR.S FixedReset Disc 75,901 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 22.01
Evaluated at bid price : 22.55
Bid-YTW : 6.64 %
MFC.PR.N FixedReset Ins Non 70,689 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.16
Evaluated at bid price : 19.16
Bid-YTW : 7.63 %
SLF.PR.G FixedReset Ins Non 60,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 15.16
Evaluated at bid price : 15.16
Bid-YTW : 7.88 %
TD.PF.L FixedReset Disc 58,516 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 23.91
Evaluated at bid price : 24.77
Bid-YTW : 6.98 %
RY.PR.Z FixedReset Disc 57,257 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 20.70
Evaluated at bid price : 20.70
Bid-YTW : 7.06 %
There were 25 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
MFC.PR.L FixedReset Ins Non Quote: 19.85 – 24.06
Spot Rate : 4.2100
Average : 2.7936

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 7.36 %

CU.PR.E Perpetual-Discount Quote: 19.45 – 20.95
Spot Rate : 1.5000
Average : 1.1214

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 6.32 %

GWO.PR.I Insurance Straight Quote: 17.10 – 18.30
Spot Rate : 1.2000
Average : 0.8936

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %

GWO.PR.Y Insurance Straight Quote: 17.10 – 18.10
Spot Rate : 1.0000
Average : 0.7228

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %

CIU.PR.A Perpetual-Discount Quote: 17.35 – 17.99
Spot Rate : 0.6400
Average : 0.4101

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 17.35
Evaluated at bid price : 17.35
Bid-YTW : 6.65 %

BN.PR.M Perpetual-Discount Quote: 18.16 – 19.00
Spot Rate : 0.8400
Average : 0.6296

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-06
Maturity Price : 18.16
Evaluated at bid price : 18.16
Bid-YTW : 6.64 %

February 5, 2024

February 5th, 2024

Bonds got hammered again:

In an interview aired on Sunday, Powell said more evidence on a sustainable downtrend in inflation was needed to warrant lower rates, while Minneapolis Fed President Neel Kashkari wrote in an essay published on Monday that a resilient economy could defer rate cuts for some time.

Fresh data from the Institute for Supply Management showed the U.S. services sector’s growth picked up in January, with a measure of input prices rising to an 11-month high.

This added to doubts about rate cuts, already kindled by Friday’s data, which signaled the labour market’s resilience in the face of tight credit conditions.

Adding pressure was the Treasury market, with both U.S. and Canadian 10-year yields up sharply for a second straight trading day and hitting their highest level since late January.

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 0.0000 % 2,275.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0000 % 4,364.5
Floater 10.70 % 10.94 % 34,239 8.79 2 0.0000 % 2,515.3
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2343 % 3,409.1
SplitShare 4.94 % 7.32 % 50,343 1.92 7 -0.2343 % 4,071.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2343 % 3,176.5
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.0367 % 2,691.5
Perpetual-Discount 6.38 % 6.54 % 51,424 13.14 34 -0.0367 % 2,934.9
FixedReset Disc 5.56 % 7.57 % 119,372 12.19 59 0.1751 % 2,374.7
Insurance Straight 6.25 % 6.46 % 69,760 13.23 20 0.0226 % 2,896.5
FloatingReset 9.84 % 10.21 % 36,573 9.32 3 -0.6604 % 2,652.8
FixedReset Prem 6.91 % 6.51 % 175,660 3.31 1 -0.2745 % 2,527.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1751 % 2,427.4
FixedReset Ins Non 5.36 % 7.05 % 102,551 12.57 14 0.0401 % 2,649.0
Performance Highlights
Issue Index Change Notes
CU.PR.H Perpetual-Discount -4.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 6.45 %
IFC.PR.I Insurance Straight -3.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.53 %
BN.PF.I FixedReset Disc -2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 8.56 %
GWO.PR.G Insurance Straight -2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.54 %
CM.PR.Q FixedReset Disc -2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 7.75 %
NA.PR.S FixedReset Disc -1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 7.46 %
PVS.PR.K SplitShare -1.84 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 21.91
Bid-YTW : 7.53 %
TD.PF.D FixedReset Disc -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.11
Evaluated at bid price : 20.11
Bid-YTW : 7.64 %
FTS.PR.I FloatingReset -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 10.40 %
IFC.PR.A FixedReset Ins Non -1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 18.96
Evaluated at bid price : 18.96
Bid-YTW : 6.97 %
BN.PF.C Perpetual-Discount -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 18.26
Evaluated at bid price : 18.26
Bid-YTW : 6.75 %
BIP.PR.F FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 7.72 %
FTS.PR.F Perpetual-Discount 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 6.05 %
FFH.PR.K FixedReset Disc 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 8.34 %
SLF.PR.G FixedReset Ins Non 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 15.14
Evaluated at bid price : 15.14
Bid-YTW : 7.89 %
MFC.PR.N FixedReset Ins Non 1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 7.61 %
TD.PF.A FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 7.08 %
CU.PR.D Perpetual-Discount 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 19.52
Evaluated at bid price : 19.52
Bid-YTW : 6.29 %
RY.PR.N Perpetual-Discount 2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 21.71
Evaluated at bid price : 22.00
Bid-YTW : 5.57 %
BN.PR.R FixedReset Disc 2.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 15.60
Evaluated at bid price : 15.60
Bid-YTW : 8.83 %
BIP.PR.A FixedReset Disc 3.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 9.64 %
GWO.PR.I Insurance Straight 5.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 6.31 %
BN.PF.H FixedReset Disc 6.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 22.24
Evaluated at bid price : 22.55
Bid-YTW : 8.32 %
Volume Highlights
Issue Index Shares
Traded
Notes
BMO.PR.S FixedReset Disc 145,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 21.17
Evaluated at bid price : 21.17
Bid-YTW : 7.04 %
FTS.PR.J Perpetual-Discount 97,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 6.08 %
BMO.PR.W FixedReset Disc 95,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 7.50 %
TD.PF.A FixedReset Disc 78,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 7.08 %
NA.PR.W FixedReset Disc 76,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 7.62 %
RY.PR.Z FixedReset Disc 70,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 7.11 %
There were 23 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
CM.PR.O FixedReset Disc Quote: 20.35 – 22.15
Spot Rate : 1.8000
Average : 1.0031

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 7.25 %

BN.PR.R FixedReset Disc Quote: 15.60 – 17.50
Spot Rate : 1.9000
Average : 1.2476

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 15.60
Evaluated at bid price : 15.60
Bid-YTW : 8.83 %

PWF.PR.Z Perpetual-Discount Quote: 19.61 – 20.70
Spot Rate : 1.0900
Average : 0.6583

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 19.61
Evaluated at bid price : 19.61
Bid-YTW : 6.63 %

IFC.PR.I Insurance Straight Quote: 21.00 – 21.95
Spot Rate : 0.9500
Average : 0.6786

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.53 %

CU.PR.H Perpetual-Discount Quote: 20.40 – 21.66
Spot Rate : 1.2600
Average : 0.9970

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 6.45 %

NA.PR.S FixedReset Disc Quote: 20.28 – 20.90
Spot Rate : 0.6200
Average : 0.3732

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-05
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 7.46 %

FTN.PR.A Downgraded to Pfd-4(high) by DBRS

February 5th, 2024

DBRS has announced that it:

has downgraded its credit rating on the Preferred Shares issued by Financial 15 Split Corp. (the Company) to Pfd-4 (high) from Pfd-3. The rating downgrade is based on the deterioration in downside protection to 42.1% as of January 15, 2024, from 46.1% as of January 31, 2023, the increase in the Preferred Shares’ distribution rate to 9.25% annually on the Preferred Share’s redemption value of $10.0 for the fiscal year beginning December 1, 2023, from 7.50% annually for the fiscal year beginning December 1, 2022, a decline in the dividend coverage ratio to 0.37 times (x), a projected grind of 8.9% per year over the remaining term and unhedged foreign currency exposure.

The Company invests in a portfolio (the Portfolio) consisting primarily of common shares of 15 financial services companies made up of Canadian and U.S. issuers as follows: Bank of America Corporation; Bank of Montreal; The Bank of Nova Scotia; Canadian Imperial Bank of Commerce; CI Financial Corp.; Citigroup Inc.; The Goldman Sachs Group, Inc.; Great-West Lifeco Inc.; JPMorgan Chase & Co.; Manulife Financial Corporation; National Bank of Canada; Royal Bank of Canada; Sun Life Financial Inc.; The Toronto-Dominion Bank; and Wells Fargo & Company. The Company may invest up to 15% of the Net Asset Value (NAV) in securities of issuers other than the core 15, and no more than 10% of the NAV may be invested in any single issuer. As of August 31, 2023, only 1.2% of the Portfolio was also invested in the other two companies, namely Fifth Third Bancorp and AGF Management, and 23.6% was held in cash.

A portion of the Company’s Portfolio is exposed to currency risk because it includes securities denominated in U.S. dollars (USD), while the NAV of the Company is expressed in Canadian dollars. The Company has not entered into currency-hedging contracts for the USD portion of the Portfolio, although the Company may use derivatives for hedging purposes. As of August 31, 2023, 34.4% of the Portfolio was invested in USD-denominated assets.

The Company established an at-the-market (ATM) equity program in November 2021, which was effective until December 22, 2023. Upon termination, the Company has renewed the ATM Program to issue Preferred Shares and Class A Shares to the public from time to time at the Company’s discretion, effective until January 20, 2026, unless terminated prior to such date by the Company. The maximum gross proceeds from the issuance of the shares will be $400.0 million. During the period ended May 31, 2023, 5,691,210 Preferred Shares were sold through the ATM Program at an average selling price of $9.72 per Preferred Share, raising gross proceeds worth $55.3 million. During the same period, 5,806,000 Class A Shares were sold through the ATM Program at an average selling price of $9.23 per Class A Share, raising gross proceeds worth $53.6 million.

The Company’s termination date is December 1, 2025. At maturity, the holders of the Preferred Shares will be entitled to the value of the Company, up to the face amount of the Preferred Shares, in priority to the holders of the Class A Shares. Holders of the Class A Shares will receive the remaining value of the Company. The termination date can be extended for additional terms of five years at the Company’s discretion, but shareholders are provided with a special retraction right in connection with such extension.

The Preferred Shares distribution rate is set by the board of directors annually and subject to a minimum of 5.5% until 2025. Holders of the Preferred Shares used to receive cumulative monthly cash dividends at a rate of 6.75% annually until November 30, 2022. With effect from December 1, 2022, this rate was increased to 7.50% annually and further to 9.25% annually with effect from December 1, 2023. Holders of the Class A Shares are currently receiving monthly distributions of $0.1257 per share, equivalent to 10.1% per annum on the issue price of $15.0. No distributions will be paid to the Class A Shares if the NAV per unit falls below $15.0. The NAV per unit remained above $15.0 during 2023, and distributions to the Class A Shares were regularly paid out.

As of January 15, 2024, the asset coverage ratio is at 1.7x. The downside protection available to holders of the Preferred Shares was 42.1%. Without giving consideration to capital appreciation potential or any source of income other than the dividends earned by the Portfolio, the current Preferred Share distributions together with the distributions on the Class A Shares will create a projected grind on the NAV of the Portfolio of approximately 8.9% per year for the remaining term of the Preferred Shares. To supplement the Portfolio income, the Company may engage in covered call options and put option writing on all or a portion of the shares held in the Portfolio.

Recent Updates/Treasury Offerings

(i) On May 25, 2023
The Company’s announced that the Toronto Stock Exchange (the “TSX”) has accepted its notice of intention to make a Normal Course Issuer Bid (the “NCIB”) to purchase its Preferred Shares and Class A Shares through the facilities of the TSX and/or alternative Canadian trading systems. The NCIB commences on May 29, 2023 and terminates on May 28, 2024. Pursuant to the NCIB, the Company proposes to purchase, from time to time, if it is considered advisable, up to 4,007,080 Preferred Shares and 4,017,102 Class A Shares.

(ii) On September 21, 2023
The Company announced that the Preferred Shares distribution rate for the fiscal year beginning December 1, 2023 will be $9.25% per annum, in comparison to previous rate of 7.50% on the initial issue price of $10.0.

(iii) On December 20, 2023
The Company renewed its ATM Program pursuant to a prospectus supplement dated December 20, 2023 to the Company’s short form base shelf prospectus dated December 19, 2023. The ATM Program allows the Company to issue Class A Shares and Preferred Shares to the public from time to time, at the Company’s discretion. The maximum gross proceeds from the issuance of the shares will be $400.0 million and the ATM Program will be effective until January 20, 2026, unless terminated prior to such date by the Company.

The main constraints to the rating are the following:

(1) Volatility in stock prices along with changes in the dividend policies of the underlying issuers may result in significant reductions in the Preferred Shares’ dividend coverage or downside protection from time to time.

(2) A Preferred Shares’ dividend coverage that is less than one time.

(3) Reliance on the manager to generate a high yield, through methods such as option writing, on the investment portfolio to meet distributions and other expenses without having to liquidate portfolio securities.

(4) The monthly cash distributions to holders of the Class A Shares which create grind on the Portfolio.

(5) The concentration of the Portfolio in one industry.

(6) The unhedged portion of the USD-denominated Portfolio that exposes the Portfolio to foreign currency
risk.

The affected issue is FTN.PR.A.

DBRS places emphasis on the grind in the portfolio due to the Capital Unit dividends, but the mitigating factor is that these dividends will be (and have been in the past) halted if the NAVPU falls below $15. It is not clear how much account has been taken of this. However, the 9.5% yield on the preferreds means that, as they say, the preferred share dividend coverage ratio is less than one time.

MAPF Performance: January, 2024

February 4th, 2024

Malachite Aggressive Preferred Fund’s Net Asset Value per Unit as of the close January 31, 2024, was $9.1625.

Performance was affected by MFC.PR.B underperforming with a +3.65% return, NA.PR.W with a +6.07% return and MIC.PR.A with a +6.50% return [after last month’s outperformance]. This was outweighed by good performance from TD.PF.C (+11.96%, after last month’s underperformance), TRP.PR.E (+11.47%) and CU.PR.C (+9.09%, adding to the last two month’s outperformance) [small holdings are not considered for individual mention here].

The last few months have been very good to preferred shareholders, following the lows of the TXPR price index on 2023-10-31, but yields remain elevated well above those available on instruments with similar risk.

FixedResets continue to yield more, in general, than PerpetualDiscounts; on January 31, I reported median YTWs of 7.51% and 6.56%, respectively, for these two indices; compare with mean Current Yields of 6.41% and 5.59%, respectively. RY.PR.J, to take a representative example, is calculated by HIMIPref™ as having a yield-to-worst of 7.59% at monthend (Current Yield of 3.98%); bid at 19.80, resetting 2025-5-24 at a spread of 274bp over GOC-5 (assumed to be constant at 3.57%) and currently paying 0.80 p.a. (3.20% annually). The next pay-date is 2024-2-24; it is trading ex-dividend.

If we plug the above data into the yield calculator for resets (which is discussed here and has recently been slightly modified), we arrive at a annualized (compounded semi-annually) yield of 7.60% for RY.PR.J . To take this 1bp (the difference between the spreadsheets and HIMIPref™) above the PerpetualDiscount median index yield of 6.56% (to account for the calculation methodological differences), which is to say 6.57%, requires the assumption that GOC-5 will be 2.65% forever, as opposed the ‘constant rate’ assumption of 3.57%. Well … pays yer money and takes yer chances, gents! Assiduous Readers with long memories will liken this to all the calculations of Break-even Rate Shock when the puzzle represented the same problem with a different sign! Note that even if the unfavourable scenario of GOC-5 = 2.65% is realized, this has only reduced the yield of RY.PR.J to that of the median adjusted PerpetualDiscount yield of 6.57%, which isn’t the worst outcome one might fear from one’s investments!

Returns to January 31, 2024
Period MAPF TXPR*
Total Return
CPD – according to Blackrock
One Month +8.16% +5.81% N/A
Three Months +21.48% +16.78% N/A
One Year +13.61% +4.47% +3.90%
Two Years (annualized) -3.86% -4.18% N/A
Three Years (annualized) +6.43% +2.22% +1.68%
Four Years (annualized) +8.61% +3.83% N/A
Five Years (annualized) +6.96% +3.88% +3.29%
Six Years (annualized) +2.77% +1.46% N/A
Seven Years (annualized) +5.14% +2.76% N/A
Eight Years (annualized) +8.59% +5.23% N/A
Nine Years (annualized) +4.14% +2.05% N/A
Ten Years (annualized) +4.21% +1.95% +1.45%
Eleven Years (annualized) +3.48% +1.55%  
Twelve Years (annualized) +3.77% +1.78%  
Thirteen Years (annualized) +3.83% +2.15%  
Fourteen Years (annualized) +4.77% +2.62%  
Fifteen Years (annualized) +7.46% +3.84%  
Sixteen Years (annualized) +7.30% +2.62%  
Seventeen Years (annualized) +6.89%    
Eighteen Years (annualized) +6.82%    
Nineteen Years (annualized) +6.76%    
Twenty Years (annualized) +7.00%    
Twenty-One Years (annualized) +7.89%    
Twenty-Two Years (annualized) +7.65%    
MAPF returns assume reinvestment of distributions, and are shown after expenses but before fees.
The BMO Capital Markets “50” Preferred Share Index is no longer being calculated. The final performance report incorporating this venerable index was published as of December, 2020.
“TXPR” is the S&P/TSX Preferred Share Index. It is calculated without accounting for fees, but does assume reinvestment of dividends.
CPD Returns are for the NAV and are after all fees and expenses. Reinvestment of dividends is assumed.
Figures for National Bank Preferred Equity Income Fund [NBC780F] (formerly Omega Preferred Equity) (which are after all fees and expenses) for 1-, 3- and 12-months are +7.47%, +17.51% and +6.19%, respectively, according to National Bank Investments after all fees & expenses. Three year performance is +4.04%; five year is +5.50%; ten year is +3.64%.

Figures from Morningstar are no longer conveniently available.

Manulife Preferred Income Class Adv has been terminated by Manulife. The performance of this fund was last reported here in March, 2018.
Figures for Horizons Active Preferred Share ETF (HPR) (which are after all fees and expenses) for 1-, 3- and 12-months are +7.03%, +17.69% & +7.82%, respectively. Three year performance is +4.03%, five-year is +4.86%, ten year is +2.81%
Figures for National Bank Preferred Equity Fund [NBC710F] (formerly Altamira Preferred Equity Fund) are +7.61%, +18.20% and +8.94% for one-, three- and twelve months, respectively. Three year performance is +4.44%; five-year is +5.16%; ten-year is +2.95%

Acccording to the fund’s fact sheet as of June 30, 2016, the fund’s inception date was October 30, 2015. I do not know how they justify this nonsensical statement, but will assume that prior performance is being suppressed in some perfectly legal manner that somebody at National considers ethical.

The last time Altamira Preferred Equity Fund’s performance was reported here was April, 2014; performance under the National Bank banner was first reported here May, 2014.

The figures for the NAV of BMO Laddered Preferred Share Index ETF (ZPR) is +7.68% for the past twelve months. Two year performance is -3.04%, three year is +4.01%, five year is +4.78%, ten year is +1.42%
Figures for Fiera Canadian Preferred Share Class Cg Series F, (formerly Natixis Canadian Preferred Share Class Series F) (formerly NexGen Canadian Preferred Share Tax Managed Fund) are no longer available as the Fund is now the property of Canoe Financial. The last reported performance for the merged fund was May 2020.
Figures for BMO Preferred Share Fund (advisor series) according to Morningstar are +5.65%, +15.47% and +3.04% for the past one-, three- and twelve-months, respectively. Three year performance is +0.19%; five-year is +1.84%; ten-year is -0.03%.

Note that figures from BMO are highly suspicious, so I have used figures from Morningstar

Figures for PowerShares Canadian Preferred Share Index Class, Series F (PPS) are no longer available since the fund has been terminated. Performance was last reported for the fund to month-end, March 2023
Figures for the First Asset Preferred Share Investment Trust (PSF.UN) are no longer available since the fund has merged with First Asset Preferred Share ETF (FPR).

Performance for the fund was last reported here in September, 2016; the first report of unavailability was in October, 2016.

Figures for Lysander-Slater Preferred Share Dividend Fund (Class F) according to the company are +5.9%, +14.9% and +7.1% for the past one, three and twelve months, respectively. Three year performance is +5.0%, five-year is +4.1%.
Figures for the Desjardins Canadian Preferred Share Fund A Class (A Class), as reported by the company are +5.90%, +16.47% and +4.36% for the past one, three and twelve months, respectively. Two year performance is -4.91%, three-year is +1.74%, five-year is +2.79%
Figures for the RBC Canadian Preferred Share ETF (RPF) are reported by Morningstar as +7.18%, +18.95% and +4.46% for the past one, three and twelve months, respectively. Three-year performance is +2.76%, five-year is +3.88%
Figures for the Dynamic Active Preferred Shares ETF (DXP) are +%, +% and +% for the past one, three and twelve months, respectively. Three-year performance is +%; five-year is +%
Figures for the Purpose Canadian Preferred Share Fund (Class F) are +5.79%, +15.92% and +8.52% for the past one, three and twelve months, respectively. Three-year performance is +4.97%; five-year is +5.50%; seven-year is +2.83%; ten-year is +5.20%.

The five-year Canada yield increased, with the five-year Canada yield (“GOC-5”) rising from 3.31% at December month-end to 3.57% at January month-end.

The Seniority Spread (between long-term corporate bonds and interest-equivalent PerpetualDiscounts) was 340bp on 2024-1-31, down precipituously from 430bp as of 2023-12-27 (chart end-date 2024-1-12) :

The situation with FixedResets is interesting, with the spread between GOC-5 and the interest-adjusted FixedReset (Discount) rate widening significantly from its 2021-11-10 low of 344bp to a level of 636bp (as of 2024-1-31) … (chart end-date 2024-01-12):

…while at the same time the interest-equivalent spread between FixedReset (Discounts) and PerpetualDiscounts has narrowed to -124bp (as of 2024-1-31) from its 2021-7-28 level of +170bp (chart end-date 2024-01-12):

There is no significant correlation between the Issue Reset Spread and 1-month performance for discounted FixedResets for either the Pfd-2 or Pfd-3 Group issues.

There is no significant correlation between the Issue Reset Spread and 3-month performance for discounted FixedResets for either the Pfd-2 or Pfd-3 Group issues.

There was a correlation for the Pfd-2 Group (11%) but none for the Pfd-3 Group for 1-Month performance against term-to-reset (just like last month, but this time the slope of the correlation is negative):

… and last month’s correlation for three-month returns vs. Term to Reset for the Pfd-2 Group has disappeared:

It should be noted that to some extent a dependence (of performance on term-to-reset) can be justified as the nearer-term issues will receive the benefit of higher projected dividend rates sooner as a result of higher GOC-5 yields and therefore, perhaps, for longer. Equations for the relationship between correlation slope and change in GOC-5 were derived in the August 2022 PrefLetter. In the three months from October 31 to January 31, the GOC-5 rate declined from 4.16% to 3.57%, but this has had little effect. At present the situation is chaotic.

Upwards-sloping correlations of Performance vs. Term are to be expected when GOC-5 declines.

I keep talking about ‘Sustainable Income’ and nowadays it’s far higher than the dividends that are currently being distributed. This is because Sustainable Income is the average yield-to-worst (YTW) of the portfolio when the YTW is calculated to perpetuity (or to redemption, of course, if the yield to redemption is lower), including resets at the current GOC-5 rate. The sharp increase in GOC-5 in the past year-odd has caused the difference between YTW and Current Yield to skyrocket, but one way or another I expect that these two values will become much closer – slowly at first, but quickening in about two years. We have to wait for the reset date of the MAPF portfolio securities before we see a change in actual cash receipts – and, of course, there is no guarantee whatsoever that the rate used for estimation purposes now will be used for the actual calculation in the future (chart prepared as of 2024-1-12).

I will note that the fund’s current holdings of FixedResets are now paying dividends based on their previous reset at an average GOC-5 rate of 1.31% (weighted by shares held). While nobody knows what the future might bring, I suggest that we won’t see GOC-5 return to that level again for a while!

Calculation of MAPF Sustainable Income Per Unit
Month NAVPU Portfolio
Average
YTW
Leverage
Divisor
Securities
Average
YTW
Capital
Gains
Multiplier
Sustainable
Income
per
current
Unit
June, 2007 9.3114 5.16% 1.03 5.01% 1.3240 0.3524
September 9.1489 5.35% 0.98 5.46% 1.3240 0.3773
December, 2007 9.0070 5.53% 0.942 5.87% 1.3240 0.3993
March, 2008 8.8512 6.17% 1.047 5.89% 1.3240 0.3938
June 8.3419 6.034% 0.952 6.338% 1.3240 $0.3993
September 8.1886 7.108% 0.969 7.335% 1.3240 $0.4537
December, 2008 8.0464 9.24% 1.008 9.166% 1.3240 $0.5571
March 2009 $8.8317 8.60% 0.995 8.802% 1.3240 $0.5872
June 10.9846 7.05% 0.999 7.057% 1.3240 $0.5855
September 12.3462 6.03% 0.998 6.042% 1.3240 $0.5634
December 2009 10.5662 5.74% 0.981 5.851% 1.1141 $0.5549
March 2010 10.2497 6.03% 0.992 6.079% 1.1141 $0.5593
June 10.5770 5.96% 0.996 5.984% 1.1141 $0.5681
September 11.3901 5.43% 0.980 5.540% 1.1141 $0.5664
December 2010 10.7659 5.37% 0.993 5.408% 1.0298 $0.5654
March, 2011 11.0560 6.00% 0.994 5.964% 1.0298 $0.6403
June 11.1194 5.87% 1.018 5.976% 1.0298 $0.6453
September 10.2709 6.10%
Note
1.001 6.106% 1.0298 $0.6090
December, 2011 10.0793 5.63%
Note
1.031 5.805% 1.0000 $0.5851
March, 2012 10.3944 5.13%
Note
0.996 5.109% 1.0000 $0.5310
June 10.2151 5.32%
Note
1.012 5.384% 1.0000 $0.5500
September 10.6703 4.61%
Note
0.997 4.624% 1.0000 $0.4934
December, 2012 10.8307 4.24% 0.989 4.287% 1.0000 $0.4643
March, 2013 10.9033 3.87% 0.996 3.886% 1.0000 $0.4237
June 10.3261 4.81% 0.998 4.80% 1.0000 $0.4957
September 10.0296 5.62% 0.996 5.643% 1.0000 $0.5660
December, 2013 9.8717 6.02% 1.008 5.972% 1.0000 $0.5895
March, 2014 10.2233 5.55% 0.998 5.561% 1.0000 $0.5685
June 10.5877 5.09% 0.998 5.100% 1.0000 $0.5395
September 10.4601 5.28% 0.997 5.296% 1.0000 $0.5540
December, 2014 10.5701 4.83% 1.009 4.787% 1.0000 $0.5060
March, 2015 9.9573 4.99% 1.001 4.985% 1.0000 $0.4964
June, 2015 9.4181 5.55% 1.002 5.539% 1.0000 $0.5217
September 7.8140 6.98% 0.999 6.987% 1.0000 $0.5460
December, 2015 8.1379 6.85% 0.997 6.871% 1.0000 $0.5592
March, 2016 7.4416 7.79% 0.998 7.805% 1.0000 $0.5808
June 7.6704 7.67% 1.011 7.587% 1.0000 $0.5819
September 8.0590 7.35% 0.993 7.402% 1.0000 $0.5965
December, 2016 8.5844 7.24% 0.990 7.313% 1.0000 $0.6278
March, 2017 9.3984 6.26% 0.994 6.298% 1.0000 $0.5919
June 9.5313 6.41% 0.998 6.423% 1.0000 $0.6122
September 9.7129 6.56% 0.998 6.573% 1.0000 $0.6384
December, 2017 10.0566 6.06% 1.004 6.036% 1.0000 $0.6070
March, 2018 10.2701 6.22% 1.007 6.177% 1.0000 $0.6344
June 10.2518 6.22% 0.995 6.251% 1.0000 $0.6408
September 10.2965 6.62% 1.018 6.503% 1.0000 $0.6696
December, 2018 8.6875 7.16% 0.997 7.182% 1.0000 $0.6240
March, 2019 8.4778 7.09% 1.007 7.041% 1.0000 $0.5969
June 8.0896 7.33% 0.996 7.359% 1.0000 $0.5953
September 7.7948 7.96% 0.998 7.976% 1.0000 $0.6217
December, 2019 8.0900 6.03% 0.995 6.060% 1.0000 $0.4903
March 5.5596 7.04% 1.006 6.998% 1.0000 $0.3891
June 6.3568 6.10% 0.9900 6.162% 1.0000 $0.3917
September 7.2852 5.32% 1.00 5.320% 1.0000 $0.3876
December, 2020 8.3947 4.46% 0.999 4.464% 1.0000 $0.3747
March, 2021 9.6473 4.48% 0.996 4.498% 1.0000 $0.4339
June 10.3712 3.92% 0.985 3.980% 1.0000 $0.4127
September 10.7572 4.08% 1.017 4.012% 1.0000 $0.4316
December, 2021 10.7432 4.31% 0.999 4.314% 1.0000 $0.4635
March, 2022 10.5040 5.53% 1.004 5.508% 1.0000 $0.5786
June 9.3115 7.04% 0.993 7.090% 1.0000 $0.6672
September 8.4093 8.10% 0.997 8.124% 1.0000 $0.6916
December, 2022 7.9921 8.47% 0.996 8.504% 1.0000 $0.6796
March 8.0788 7.90% 0.997 7.924% 1.0000 $0.6401
June 30 8.0197 9.19% 1.003 9.163% 1.0000 $0.7348
September 29 7.9922 9.86% 0.997 9.890% 1.0000 $0.7904
Decenber 29, 2023 8.4715 8.14% 1.002 8.124% 1.0000 $0.6882
January 31, 2024 9.1625 7.89% 0.996 7.922% 1.0000 $0.7258
NAVPU is shown after quarterly distributions of dividend income and annual distribution of capital gains.
Portfolio YTW includes cash (or margin borrowing), with an assumed interest rate of 0.00%
The Leverage Divisor indicates the level of cash in the account: if the portfolio is 1% in cash, the Leverage Divisor will be 0.99
Securities YTW divides “Portfolio YTW” by the “Leverage Divisor” to show the average YTW on the securities held; this assumes that the cash is invested in (or raised from) all securities held, in proportion to their holdings.
The Capital Gains Multiplier adjusts for the effects of Capital Gains Dividends. On 2009-12-31, there was a capital gains distribution of $1.989262 which is assumed for this purpose to have been reinvested at the final price of $10.5662. Thus, a holder of one unit pre-distribution would have held 1.1883 units post-distribution; the CG Multiplier reflects this to make the time-series comparable. Note that Dividend Distributions are not assumed to be reinvested.
Sustainable Income is the resultant estimate of the fund’s dividend income per current unit, before fees and expenses. Note that a “current unit” includes reinvestment of prior capital gains; a unitholder would have had the calculated sustainable income with only, say, 0.9 units in the past which, with reinvestment of capital gains, would become 1.0 current units.
DeemedRetractibles are comprised of all Straight Perpetuals (both PerpetualDiscount and PerpetualPremium) issued by BMO, BNS, CM, ELF, GWO, HSB, IAG, MFC, NA, RY, SLF and TD, which are not exchangable into common at the option of the company or the regulator (definition refined in May, 2011). These issues are analyzed as if their prospectuses included a requirement to redeem at par on or prior to 2022-1-31 (banks) or the Deemed Maturity date for insurers and insurance holding companies (see below)), in addition to the call schedule explicitly defined. See the Deemed Retractible Review: September 2016 for the rationale behind this analysis.

The same reasoning is also applied to FixedResets from these issuers, other than explicitly defined NVCC from banks.

In November, 2019, the assumption of DeemedRetraction for insurance issues was cancelled in the wake of the IAIS decision included in ICS 2.0. This resulted in a large drop in the yield calculated for these issues

The Deemed Maturity date for insurers was set at 2022-1-31 at the commencement of the process in February, 2011. It was extended to 2025-1-31 in April, 2013 and to 2030-1-31 in December, 2018. In November, 2019, the assumption of DeemedRetraction was cancelled in the wake of the IAIS decision included in ICS 2.0.
Yields for September, 2011, to January, 2012, were calculated by imposing a cap of 10% on the yields of YLO issues held, in order to avoid their extremely high calculated yields distorting the calculation and to reflect the uncertainty in the marketplace that these yields will be realized. From February to September 2012, yields on these issues have been set to zero. All YLO issues held were sold in October 2012.

These calculations were performed assuming constant contemporary GOC-5 and 3-Month Bill rates, as follows:

Canada Yields Assumed in Calculations
Month-end GOC-5 3-Month Bill
September, 2015 0.78% 0.40%
December, 2015 0.71% 0.46%
March, 2016 0.70% 0.44%
June 0.57% 0.47%
September 0.58% 0.53%
December, 2016 1.16% 0.47%
March, 2017 1.08% 0.55%
June 1.35% 0.69%
September 1.79% 0.97%
December, 2017 1.83% 1.00%
March, 2018 2.06% 1.08%
June 1.95% 1.22%
September 2.33% 1.55%
December, 2018 1.88% 1.65%
March, 2019 1.46% 1.66%
June 1.34% 1.66%
September 1.41% 1.66%
December, 2019 1.68% 1.68%
March, 2020 0.57% 0.21%
June 0.37% 0.21%
September 0.35% 0.14%
December, 2020 0.42% 0.08%
March, 2021 0.94% 0.09%
June 0.93% 0.13%
September 1.07% 0.13%
December, 2021 1.31% 0.16%
March, 2022 2.44% 0.53%
June 3.24% 2.11%
September 3.45% 3.60%
December, 2022 3.37% 4.35%
March, 2023 2.93% 4.44%
June 3.74% 5.00%
September 4.31% 5.21%
December, 2023 3.21% 5.13%
January, 2024 3.57% 5.11%

MAPF Portfolio Composition: January 2024

February 4th, 2024

Turnover declined to 5% in January, the absence of tax-loss selling and the market’s violent move upwards combined to make trading difficult.

Sectoral distribution of the MAPF portfolio on January 31, 2024, were:

MAPF Sectoral Analysis 2024-1-31
HIMI Indices Sector Weighting YTW ModDur
Ratchet 0% N/A N/A
FixFloat 0% N/A N/A
Floater 0% N/A N/A
OpRet 0% N/A N/A
SplitShare 0% N/A N/A
Interest Rearing 0% N/A N/A
PerpetualPremium 0% N/A N/A
PerpetualDiscount 9.0% 6.92% 12.65
Fixed-Reset Discount 65.8% 7.83% 11.95
Insurance – Straight 6.9% 6.12% 13.69
FloatingReset 0% N/A N/A
FixedReset Premium 0% N/A N/A
FixedReset Bank non-NVCC 0% N/A N/A
FixedReset Insurance non-NVCC 0% N/A N/A
Scraps – Ratchet 0% N/A N/A
Scraps – FixedFloater 1.4% 9.79% 10.95
Scraps – Floater 0% N/A N/A
Scraps – OpRet 0% N/A N/A
Scraps – SplitShare 3.3% 7.69% 2.17
Scraps – PerpPrem 0% N/A N/A
Scraps – PerpDisc 0% N/A N/A
Scraps – FR Discount 13.2% 9.83% 10.15
Scraps – Insurance Straight 0% N/A N/A
Scraps – FloatingReset 0% N/A N/A
Scraps – FR Premium 0% N/A N/A
Scraps – Bank non-NVCC 0% N/A N/A
Scraps – Ins non-NVCC 0% N/A N/A
Cash +0.4% 0.00% 0.00
Total 100% 7.89% 11.52
Totals and changes will not add precisely due to rounding. Cash is included in totals with duration and yield both equal to zero.
The various “Scraps” indices include issues with a DBRS rating of Pfd-3(high) or lower and issues with an Average Trading Value (calculated with HIMIPref™ methodology, which is relatively complex) of less than $25,000. The issues considered “Scraps” are subdivided into indices which reflect those of the main indices.
DeemedRetractibles were comprised of all Straight Perpetuals (both PerpetualDiscount and PerpetualPremium) issued by BMO, BNS, CM, ELF, GWO, HSB, IAG, MFC, NA, RY, SLF and TD, which are not exchangable into common at the option of the company or the regulator. These issues are analyzed as if their prospectuses included a requirement to redeem at par on or prior to 2022-1-31 in the case of banks or normally in the case of insurers and insurance holding companies, in addition to the call schedule explicitly defined. See the Deemed Retractible Review: September 2016 for the rationale behind this analysis and IAIS Says No To DeemedRetractions for the recent change in policy with respect to insurers.

Note that the estimate for the time this will become effective for insurers and insurance holding companies was extended by three years in April 2013, due to the delays in OSFI’s providing clarity on the issue and by a further five years in December, 2018; the estimate was eliminated in November. However, the distinctions are being kept because it is useful to distinguish insurance issues from others.

The name of this subindex has been changed to “Insurance Straight” as of November, 2020

Calculations of yield and related attributes of resettable instruments are performed assuming a constant GOC-5 rate of 3.57%, a constant 3-Month Bill rate of 5.11% and a constant Canada Prime Rate of 7.20%

The “total” reflects the un-leveraged total portfolio (i.e., cash is included in the portfolio calculations and is deemed to have a duration and yield of 0.00.). MAPF will often have relatively large cash balances, both credit and debit, to facilitate trading. Figures presented in the table have been rounded to the indicated precision.

Credit distribution is:

MAPF Credit Analysis 2024-01-31
DBRS Rating MAPF Weighting
Pfd-1 0
Pfd-1(low) 0
Pfd-2(high) 40.7%
Pfd-2 32.1%
Pfd-2(low) 9.0%
Pfd-3(high) 9.6%
Pfd-3 2.5%
Pfd-3(low) 5.5%
Pfd-4(high) 0.3%
Pfd-4 0%
Pfd-4(low) 0%
Pfd-5(high) 0%
Pfd-5 0%
Cash +0.3%
Totals will not add precisely due to rounding.
A position held in INE.PR.A is not rated by DBRS nor by S&P, but has been included as “Pfd-4(high)” in the above table on the basis of its last S&P rating of P-4(high) and its BB rating from Fitch. A “BB” rating would normally map to Pfd-3, but the company’s disdain for the two major preferred share agencies makes me nervous.

Liquidity Distribution is:

MAPF Liquidity Analysis 2024-01-31
Average Daily Trading MAPF Weighting
<$50,000 5.3%
$50,000 – $100,000 16.5%
$100,000 – $200,000 43.2%
$200,000 – $300,000 26.8%
>$300,000 7.9%
Cash +0.4%
Totals will not add precisely due to rounding.

The distribution of Issue Reset Spreads is:

Range MAPF Weight
<100bp 0%
100-149bp 0%
150-199bp 7.4%
200-249bp 57.5%
250-299bp 12.7%
300-349bp 1.6%
350-399bp 0.9%
400-449bp 0%
450-499bp 0%
500-549bp 0%
550-599bp 0%
>= 600bp 0%
Undefined 19.8%

Distribution of Floating Rate Start Dates is shown in the table below. This is the date of the next adjustment to the dividend rate, if the issue is currently paying a fixed rate for a limited time; which in practice is successive terms of 5 years. Issues that adjust quarterly are considered “Currently Floating”.

Range MAPF Weight
Currently Floating 1.1%
0-1 Year 25.0%
1-2 Years 28.0%
2-3 Years 14.3%
3-4 Years 12.2%
4-5 Years 0.9%
5-6 Years 0%
>6 Years 0%
Not Floating Rate 18.4%

MAPF is, of course, Malachite Aggressive Preferred Fund, a “unit trust” managed by Hymas Investment Management Inc. Further information and links to performance, audited financials and subscription information are available the fund’s web page. The fund may be purchased directly from Hymas Investment Management. A “unit trust” is like a regular mutual fund, but are not sold with a prospectus This is cheaper, but means subscription is restricted to “accredited investors” (as defined by the Ontario Securities Commission). Fund past performances are not a guarantee of future performance. You can lose money investing in MAPF or any other fund.

February 2, 2024

February 2nd, 2024

Jobs, jobs, jobs!:

The United States produced an unexpectedly sizable batch of jobs last month, a boon for American workers that shows the labor market retains remarkable strength after three years of expansion.

Employers added 353,000 jobs in January on a seasonally adjusted basis, the Labor Department reported on Friday, and the unemployment rate remained at 3.7 percent.

The report also put an even shinier gloss on job growth for 2023, including revisions that added more than 100,000 to the figure previously tallied for December. All told, employers added 3.1 million jobs last year, more than the 2.7 million initially reported.

So bonds got hammered:

The U.S. added 353,000 jobs in January, blasting past analysts’ estimates, while wage growth unexpectedly heated up, the Labor Department reported.

The added signs of economic vigor made it more likely that the U.S. central bank will delay cutting its key policy rate until much later than many had hoped. Fed Chair Jerome Powell on Wednesday pushed back against the notion of a March rate cut.

Financial markets are pricing in a 20.5% likelihood of a 25 basis point rate cut at the Fed’s March meeting, down from 69.6% a month ago, according to CME’s FedWatch tool.

U.S. Treasury yields surged, with the 10-year Treasury yield marking its largest one-day advance since Sept. 2022.

The 10-year Treasury note yield was up 16.3 basis points to 4.026%, one day after reaching a new 2024 low. On the week, however, the 10-year was still down 29.7 basis points, the largest weekly decline since the week of Dec. 11.

Canadian bond yields were also sharply higher, with the closely watched five-year bond yield up 15 basis points.

Implied interest rate probabilities in the swaps market, which capture bets for future monetary policy moves, now suggest only about a 25 per cent chance of a Bank of Canada rate cut at its April 10 meeting, down from 36 per cent prior the 0830 am ET jobs report. Earlier this week, prior to Canada releasing an unexpectedly strong gross domestic product reading, those odds were pegged at near 50-50.

A 69 per cent chance of a quarter-point interest rate cut is now priced in for the June 5 policy meeting, down from 82 per cent. The market is putting near-zero odds on a cut at the bank’s next meeting in March.

The market is still pricing in BoC cuts totaling nearly a full percentage point by year-end.

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 0.2128 % 2,275.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.2128 % 4,364.5
Floater 10.70 % 10.93 % 34,553 8.81 2 0.2128 % 2,515.3
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2517 % 3,417.1
SplitShare 4.93 % 7.10 % 49,196 1.93 7 -0.2517 % 4,080.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2517 % 3,184.0
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.0777 % 2,692.5
Perpetual-Discount 6.38 % 6.54 % 50,916 13.15 34 -0.0777 % 2,936.0
FixedReset Disc 5.57 % 7.49 % 120,898 12.22 59 0.0083 % 2,370.5
Insurance Straight 6.26 % 6.45 % 70,295 13.24 20 -0.4448 % 2,895.8
FloatingReset 10.06 % 10.25 % 31,223 9.24 5 0.0666 % 2,670.5
FixedReset Prem 6.89 % 6.41 % 173,792 3.32 1 0.0000 % 2,534.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0083 % 2,423.2
FixedReset Ins Non 5.37 % 7.00 % 101,367 12.59 14 0.2229 % 2,647.9
Performance Highlights
Issue Index Change Notes
GWO.PR.I Insurance Straight -5.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.68 %
BIP.PR.A FixedReset Disc -3.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 17.40
Evaluated at bid price : 17.40
Bid-YTW : 9.91 %
BN.PF.G FixedReset Disc -2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 17.31
Evaluated at bid price : 17.31
Bid-YTW : 8.92 %
CU.PR.I FixedReset Disc -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 22.60
Evaluated at bid price : 22.95
Bid-YTW : 7.56 %
PVS.PR.K SplitShare -1.76 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 22.32
Bid-YTW : 7.10 %
BIP.PR.F FixedReset Disc -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.94 %
BMO.PR.S FixedReset Disc -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 7.03 %
SLF.PR.D Insurance Straight -1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 18.92
Evaluated at bid price : 18.92
Bid-YTW : 5.96 %
PWF.PR.G Perpetual-Discount -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 22.24
Evaluated at bid price : 22.51
Bid-YTW : 6.60 %
BN.PF.F FixedReset Disc -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 8.83 %
CU.PR.G Perpetual-Discount -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 17.93
Evaluated at bid price : 17.93
Bid-YTW : 6.29 %
FFH.PR.F FloatingReset -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 17.30
Evaluated at bid price : 17.30
Bid-YTW : 10.75 %
TD.PF.E FixedReset Disc -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 7.49 %
GWO.PR.Y Insurance Straight 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 6.31 %
SLF.PR.G FixedReset Ins Non 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 14.95
Evaluated at bid price : 14.95
Bid-YTW : 7.92 %
MFC.PR.M FixedReset Ins Non 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 7.60 %
BN.PR.T FixedReset Disc 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 15.50
Evaluated at bid price : 15.50
Bid-YTW : 8.84 %
FFH.PR.C FixedReset Disc 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 8.03 %
BN.PF.J FixedReset Disc 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 7.99 %
MIC.PR.A Perpetual-Discount 1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 7.03 %
CM.PR.Q FixedReset Disc 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 7.55 %
BIP.PR.E FixedReset Disc 2.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 21.49
Evaluated at bid price : 21.75
Bid-YTW : 7.70 %
BN.PF.I FixedReset Disc 3.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 8.31 %
CU.PR.H Perpetual-Discount 4.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 6.17 %
PWF.PR.P FixedReset Disc 7.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 14.07
Evaluated at bid price : 14.07
Bid-YTW : 8.45 %
Volume Highlights
Issue Index Shares
Traded
Notes
CM.PR.Q FixedReset Disc 124,550 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 7.55 %
BMO.PR.Y FixedReset Disc 111,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 7.57 %
RY.PR.J FixedReset Disc 95,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 7.60 %
SLF.PR.G FixedReset Ins Non 62,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 14.95
Evaluated at bid price : 14.95
Bid-YTW : 7.92 %
RY.PR.Z FixedReset Disc 59,580 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.43
Evaluated at bid price : 20.43
Bid-YTW : 7.10 %
FTS.PR.M FixedReset Disc 52,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 7.93 %
There were 17 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
BN.PF.F FixedReset Disc Quote: 18.25 – 22.00
Spot Rate : 3.7500
Average : 2.2416

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 8.83 %

GWO.PR.I Insurance Straight Quote: 17.10 – 18.40
Spot Rate : 1.3000
Average : 0.7963

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.68 %

BIP.PR.A FixedReset Disc Quote: 17.40 – 18.51
Spot Rate : 1.1100
Average : 0.6718

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 17.40
Evaluated at bid price : 17.40
Bid-YTW : 9.91 %

MFC.PR.L FixedReset Ins Non Quote: 19.55 – 21.00
Spot Rate : 1.4500
Average : 1.0989

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 7.42 %

BN.PF.H FixedReset Disc Quote: 21.12 – 22.60
Spot Rate : 1.4800
Average : 1.1471

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 21.12
Evaluated at bid price : 21.12
Bid-YTW : 8.84 %

GWO.PR.Q Insurance Straight Quote: 20.16 – 21.48
Spot Rate : 1.3200
Average : 1.0817

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-02
Maturity Price : 20.16
Evaluated at bid price : 20.16
Bid-YTW : 6.48 %