Huh.
Past 11pm and I’ve only just found an internet connection that will allow me to update the prices … somebody’s been improving things again!
Prices have been updated on HIMIPref™ for November 28 but the daily report, I’m afraid, will have to wait. I’ll just quickly note that the volume leaders were BAM.PR.M, CM.PR.I, POW.PR.D, SLF.PR.D & CM.PR.G. Bad performance was registered by AL.PR.F; good performance by BSD.PR.A (which went ex-dividend today).
Update, 2006-11-29
| Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.22% | 4.10% | 32,977 | 10.48 | 2 | +0.4921% | 1,025.8 |
| Fixed-Floater | 4.80% | 3.85% | 105,137 | 6.68 | 7 | +0.0341% | 1,030.2 |
| Floater | 4.47% | -22.96% | 63,379 | 6.59 | 5 | +0.0393% | 1,037.6 |
| Op. Retract | 4.65% | -0.23% | 81,911 | 2.24 | 18 | +0.1564% | 1,031.2 |
| Split-Share | 4.98% | 3.10% | 144,946 | 3.32 | 9 | +0.0806% | 1,036.4 |
| Interest Bearing | 6.90% | 5.62% | 68,806 | 3.88 | 7 | +0.2576% | 1,023.6 |
| Perpetual-Premium | 5.05% | 3.69% | 211,468 | 4.13 | 48 | +0.1393% | 1,047.7 |
| Perpetual-Discount | 4.60% | 4.62% | 1,095,008 | 15.11 | 9 | +0.0902% | 1,044.0 |
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| BSD.PR.A | InterestBearing | +1.7000% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| BAM.PR.M | PerpetualDiscount | 360,925 | |
| CM.PR.I | PerpetualDiscount | 187,383 | |
| POW.PR.D | PerpetualPremium | 118,855 | |
| SLF.PR.D | PerpetualDiscount | 79,783 | |
| CM.PR.G | PerpetualPremium | 75,900 | |
There were fourteen other index-included issues trading over 10,000 shares today.
[…] Still bouncing around. It will be most interesting to see what has happened with respect to the annual redemption feature. […]