{"id":443,"date":"2007-01-02T23:10:20","date_gmt":"2007-01-03T03:10:20","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=443"},"modified":"2007-01-02T23:10:20","modified_gmt":"2007-01-03T03:10:20","slug":"january-2-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=443","title":{"rendered":"January 2, 2007"},"content":{"rendered":"

Not<\/em> a good start to the new year!<\/p>\n

There was a strange data problem with the TSX feed today … a missing line-break caused problems! The HIMIPref\u2122 database has been updated, but there’s no time to do the daily report.<\/p>\n

The redemptions of TA.PR.C and BAM.PR.S have been processed and reorgDataEntries<\/a> processed. Now, there’s just time before I knock off to have a quick look at the interface to that !*%*#$ feed and see if I can set things up to capture\u00a0a similar\u00a0error in a more timely fashion next time …<\/p>\n

Update<\/strong> : Mea culpa. It wasn’t the TSX’s fault – it was mine, revising the raw feed to remove the TA.PR.C redemption<\/a> and not doing it right. Still … the programming has been revised so that the same problem will be caught much more efficiently and similar problems will be reported much better (to me, I mean). Just another day in the software-bulletproofing department.<\/p>\n

Update 2007-01-04<\/strong> :<\/p>\n\n\n\n\n\n\n\n\n\n\n\n
Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version. In this version, index values are based at 1,000.0 on 2006-6-30<\/strong><\/td>\n<\/tr>\n
Index<\/td>\nMean Current Yield (at bid)<\/td>\nMean YTW<\/td>\nMean Average Trading Value<\/td>\nMean Mod Dur (YTW)<\/td>\nIssues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n4.09%<\/td>\n4.09%<\/td>\n31,372<\/td>\n17.27<\/td>\n1<\/td>\n+0.0000%<\/td>\n1,036.2<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.78%<\/td>\n3.63%<\/td>\n88,427<\/td>\n8.39<\/td>\n7<\/td>\n+0.0843%<\/td>\n1,039.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.59%<\/td>\n-18.56%<\/td>\n66,915<\/td>\n8.28<\/td>\n4<\/td>\n0.0899%<\/td>\n1,037.6<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.66%<\/td>\n1.01%<\/td>\n82,278<\/td>\n2.05<\/td>\n17<\/td>\n-0.1087%<\/td>\n1,032.5<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.13%<\/td>\n1.47%<\/td>\n206,173<\/td>\n2.27<\/td>\n10<\/td>\n-0.1565%<\/td>\n1,041.5<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.72%<\/td>\n5.79%<\/td>\n72,617<\/td>\n2.40<\/td>\n6<\/td>\n+0.1486%<\/td>\n1,032.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n4.99%<\/td>\n3.56%<\/td>\n276,408<\/td>\n4.60<\/td>\n55<\/td>\n+0.0933%<\/td>\n1,054.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.49%<\/td>\n4.51%<\/td>\n812,110<\/td>\n16.40<\/td>\n3<\/td>\n+0.0811%<\/td>\n1,058.6<\/td>\n<\/tr>\n<\/table>\n

Another Update, 2007-01-04<\/strong> :<\/p>\n\n\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetualPremium<\/td>\n-1.1328%<\/td>\n\u00a0<\/td>\n<\/tr>\n
LBS.PR.A<\/td>\nSplitShares<\/td>\n-1.0092%<\/td>\n\u00a0<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetualPremium<\/td>\n+1.0558%<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nVolume<\/td>\nNotes<\/td>\n<\/tr>\n
NA.PR.L<\/td>\nPerpetualPremium<\/td>\n36,000<\/td>\n\u00a0<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nPerpetualPremium<\/td>\n30,937<\/td>\n\u00a0<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualPremium<\/td>\n18,940<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were no other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.<\/p>\n","protected":false},"excerpt":{"rendered":"

Not a good start to the new year! There was a strange data problem with the TSX feed today … a missing line-break caused problems! The HIMIPref\u2122 database has been updated, but there’s no time …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-443","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/443","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=443"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/443\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=443"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=443"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=443"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}