{"id":1087,"date":"2007-08-22T18:46:45","date_gmt":"2007-08-22T22:46:45","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1087"},"modified":"2007-08-22T18:46:45","modified_gmt":"2007-08-22T22:46:45","slug":"himipref-indices-january-31-2000","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1087","title":{"rendered":"HIMIPref™ Indices : January 31, 2000"},"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 2000-01-31<\/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>\n1,446.3<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n1,764.3<\/td>\n8<\/td>\n2.00<\/td>\n6.09%<\/td>\n13.8<\/td>\n242M<\/td>\n5.61%<\/td>\n<\/tr>\n
Floater<\/td>\n1,361.8<\/td>\n2<\/td>\n2.00<\/td>\n6.38%<\/td>\n1.2<\/td>\n77M<\/td>\n6.16%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,332.9<\/td>\n32<\/td>\n1.22<\/td>\n6.17%<\/td>\n4.2<\/td>\n78M<\/td>\n6.51%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,317.8<\/td>\n3<\/td>\n1.66<\/td>\n6.93%<\/td>\n6.3<\/td>\n57M<\/td>\n5.99%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n1,343.3<\/td>\n7<\/td>\n2.00<\/td>\n9.07%<\/td>\n10.2<\/td>\n361M<\/td>\n8.98%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n950.1<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n972.7<\/td>\n12<\/td>\n1.58<\/td>\n6.88%<\/td>\n12.7<\/td>\n150M<\/td>\n6.86%<\/td>\n<\/tr>\n<\/table>\n

Index Constitution, 2000-01-31, Pre-rebalancing<\/a><\/p>\n

Index Constitution, 2000-01-31, 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 2000-01-31 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-1087","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\/1087","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=1087"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1087\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1087"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1087"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1087"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}