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™ database has been updated, but there’s no time to do the daily report.
The redemptions of TA.PR.C and BAM.PR.S have been processed and reorgDataEntries 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 a similar error in a more timely fashion next time …
Update : Mea culpa. It wasn’t the TSX’s fault – it was mine, revising the raw feed to remove the TA.PR.C redemption 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.
Update 2007-01-04 :
| 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 | |||||||
| Index | Mean Current Yield (at bid) | Mean YTW | Mean Average Trading Value | Mean Mod Dur (YTW) | Issues | Day’s Perf. | Index Value |
| Ratchet | 4.09% | 4.09% | 31,372 | 17.27 | 1 | +0.0000% | 1,036.2 |
| Fixed-Floater | 4.78% | 3.63% | 88,427 | 8.39 | 7 | +0.0843% | 1,039.8 |
| Floater | 4.59% | -18.56% | 66,915 | 8.28 | 4 | 0.0899% | 1,037.6 |
| Op. Retract | 4.66% | 1.01% | 82,278 | 2.05 | 17 | -0.1087% | 1,032.5 |
| Split-Share | 5.13% | 1.47% | 206,173 | 2.27 | 10 | -0.1565% | 1,041.5 |
| Interest Bearing | 6.72% | 5.79% | 72,617 | 2.40 | 6 | +0.1486% | 1,032.9 |
| Perpetual-Premium | 4.99% | 3.56% | 276,408 | 4.60 | 55 | +0.0933% | 1,054.6 |
| Perpetual-Discount | 4.49% | 4.51% | 812,110 | 16.40 | 3 | +0.0811% | 1,058.6 |
Another Update, 2007-01-04 :
| Major Price Changes | |||
| Issue | Index | Change | Notes |
| ELF.PR.G | PerpetualPremium | -1.1328% | |
| LBS.PR.A | SplitShares | -1.0092% | |
| W.PR.H | PerpetualPremium | +1.0558% | |
| Volume Highlights | |||
| Issue | Index | Volume | Notes |
| NA.PR.L | PerpetualPremium | 36,000 | |
| NA.PR.K | PerpetualPremium | 30,937 | |
| CM.PR.I | PerpetualPremium | 18,940 | |
There were no other “$25 p.v. equivalent” index-included issues with over 10,000 shares traded today.