{"id":1074,"date":"2007-08-17T16:38:11","date_gmt":"2007-08-17T20:38:11","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1074"},"modified":"2007-08-17T16:38:11","modified_gmt":"2007-08-17T20:38:11","slug":"himipref-indices-october-29-1999","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1074","title":{"rendered":"HIMIPref&#8482; Indices : October 29, 1999"},"content":{"rendered":"<p>All indices were assigned a value of 1000.0 as of December 31, 1993.<\/p>\n<table border=\"1\">\n<tr>\n<td colspan=\"8\"><strong>HIMI Index Values 1999-10-29<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Index<\/td>\n<td>Closing Value (Total Return)<\/td>\n<td>Issues<\/td>\n<td>Mean Credit Quality<\/td>\n<td>Median YTW<\/td>\n<td>Median DTW<\/td>\n<td>Median Daily Trading<\/td>\n<td>Mean Current Yield<\/td>\n<\/tr>\n<tr>\n<td>Ratchet<\/td>\n<td>1,526.1<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>1,613.8<\/td>\n<td>7<\/td>\n<td>2.00<\/td>\n<td>4.63%<\/td>\n<td>15.9<\/td>\n<td>197M<\/td>\n<td>5.17%<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>1,437.0<\/td>\n<td>4<\/td>\n<td>1.77<\/td>\n<td>4.47%<\/td>\n<td>15.2<\/td>\n<td>52M<\/td>\n<td>5.21%<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>1,366.2<\/td>\n<td>32<\/td>\n<td>1.22<\/td>\n<td>5.32%<\/td>\n<td>3.6<\/td>\n<td>57M<\/td>\n<td>6.30%<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>1,410.6<\/td>\n<td>4<\/td>\n<td>1.50<\/td>\n<td>5.57%<\/td>\n<td>6.8<\/td>\n<td>61M<\/td>\n<td>5.50%<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>1,453.3<\/td>\n<td>6<\/td>\n<td>2.00<\/td>\n<td>7.97%<\/td>\n<td>10.4<\/td>\n<td>433M<\/td>\n<td>8.20%<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>1,180.8<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<td>0<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>1,208.9<\/td>\n<td>13<\/td>\n<td>1.53<\/td>\n<td>5.86%<\/td>\n<td>14.1<\/td>\n<td>143M<\/td>\n<td>6.18%<\/td>\n<\/tr>\n<\/table>\n<p><a href=\"http:\/\/www.prefblog.com\/wp-content\/uploads\/2007\/08\/9910_Pre.pdf\">Index Constitution, 1999-10-29, Pre-rebalancing<\/a><\/p>\n<p><a href=\"http:\/\/www.prefblog.com\/wp-content\/uploads\/2007\/08\/9910_Post.pdf\">Index Constitution, 1999-10-29, Post-rebalancing<\/a><\/p>\n<p><b>Errata, 2007-08-24<\/b>: The credit rating of IQI.PR.A in the Fixed-Floater index is <a href=\"http:\/\/www.prefblog.com\/?p=1097\">reported incorrectly<\/a>; it should not have been included in the index as the actual DBRS rating on this date was Pfd-3(high).\n<\/p>\n<p><!--694b2906f701bdec230619da6468823c--><\/p>\n","protected":false},"excerpt":{"rendered":"<p>All indices were assigned a value of 1000.0 as of December 31, 1993. HIMI Index Values 1999-10-29 Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[8],"tags":[],"class_list":["post-1074","post","type-post","status-publish","format-standard","hentry","category-himi-preferred-indices"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1074","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=1074"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1074\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1074"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1074"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1074"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}