{"id":1083,"date":"2007-08-21T19:26:13","date_gmt":"2007-08-21T23:26:13","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1083"},"modified":"2007-08-21T19:26:13","modified_gmt":"2007-08-21T23:26:13","slug":"himipref-indices-december-31-1999","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1083","title":{"rendered":"HIMIPref™ Indices : December 31, 1999"},"content":{"rendered":"

All indices were assigned a value of 1000.0 as of December 31, 1993.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n
HIMI Index Values 1999-12-31<\/strong><\/td>\n<\/tr>\n
Index<\/td>\nClosing Value (Total Return)<\/td>\nIssues<\/td>\nMean Credit Quality<\/td>\nMedian YTW<\/td>\nMedian DTW<\/td>\nMedian Daily Trading<\/td>\nMean Current Yield<\/td>\n<\/tr>\n
Ratchet<\/td>\n1,474.6<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n1,823.5<\/td>\n8<\/td>\n2.00<\/td>\n5.67%<\/td>\n14.4<\/td>\n214M<\/td>\n5.41%<\/td>\n<\/tr>\n
Floater<\/td>\n1,388.5<\/td>\n3<\/td>\n1.69<\/td>\n5.68%<\/td>\n14.2<\/td>\n39M<\/td>\n5.99%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,368.0<\/td>\n30<\/td>\n1.23<\/td>\n5.47%<\/td>\n4.2<\/td>\n63M<\/td>\n6.30%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,391.0<\/td>\n3<\/td>\n1.67<\/td>\n6.05%<\/td>\n6.4<\/td>\n58M<\/td>\n5.65%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n1,428.5<\/td>\n7<\/td>\n2.00<\/td>\n8.28%<\/td>\n10.7<\/td>\n490M<\/td>\n8.44%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n993.7<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,017.3<\/td>\n12<\/td>\n1.57<\/td>\n6.44%<\/td>\n13.2<\/td>\n149M<\/td>\n6.54%<\/td>\n<\/tr>\n<\/table>\n

Index Constitution, 1999-12-31, Pre-rebalancing<\/a><\/p>\n

Index Constitution, 1999-12-31, Post-rebalancing<\/a><\/p>\n

Errata, 2007-08-24<\/b>: The credit rating of IQI.PR.A in the Fixed-Floater index is 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>\n","protected":false},"excerpt":{"rendered":"

All indices were assigned a value of 1000.0 as of December 31, 1993. HIMI Index Values 1999-12-31 Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current …<\/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-1083","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\/1083","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=1083"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1083\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1083"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1083"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1083"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}