{"id":1092,"date":"2007-08-23T14:06:16","date_gmt":"2007-08-23T18:06:16","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1092"},"modified":"2007-08-23T14:06:16","modified_gmt":"2007-08-23T18:06:16","slug":"himipref-preferred-indices-february-29-2000","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1092","title":{"rendered":"HIMIPref&#8482; Preferred Indices : February 29, 2000"},"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 2000-02-29<\/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>1,374.7<\/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>1,747.9<\/td>\n<td>8<\/td>\n<td>2.00<\/td>\n<td>6.45%<\/td>\n<td>13.3<\/td>\n<td>229M<\/td>\n<td>5.69%<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>1,294.4<\/td>\n<td>2<\/td>\n<td>2.00<\/td>\n<td>6.89%<\/td>\n<td>12.7<\/td>\n<td>100M<\/td>\n<td>6.79%<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>1,342.7<\/td>\n<td>34<\/td>\n<td>1.27<\/td>\n<td>6.10%<\/td>\n<td>4.1<\/td>\n<td>86M<\/td>\n<td>6.49%<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>1,339.0<\/td>\n<td>4<\/td>\n<td>1.76<\/td>\n<td>6.55%<\/td>\n<td>5.9<\/td>\n<td>53M<\/td>\n<td>5.88%<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>1,385.3<\/td>\n<td>7<\/td>\n<td>2.00<\/td>\n<td>8.72%<\/td>\n<td>10.2<\/td>\n<td>314M<\/td>\n<td>8.71%<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>955.2<\/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>977.9<\/td>\n<td>12<\/td>\n<td>1.57<\/td>\n<td>6.79%<\/td>\n<td>12.8<\/td>\n<td>126M<\/td>\n<td>6.84%<\/td>\n<\/tr>\n<\/table>\n<p><a href=\"http:\/\/www.prefblog.com\/wp-content\/uploads\/2007\/08\/0002_Pre.pdf\">Index Constitution, 2000-02-29, Pre-rebalancing<\/a><\/p>\n<p><a href=\"http:\/\/www.prefblog.com\/wp-content\/uploads\/2007\/08\/0002_Post.pdf\">Index Constitution, 2000-02-29, 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><!--689badcaf35660ac584b3a2dc8ecc88a--><\/p>\n","protected":false},"excerpt":{"rendered":"<p>All indices were assigned a value of 1000.0 as of December 31, 1993. HIMI Index Values 2000-02-29 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-1092","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\/1092","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=1092"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1092\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1092"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1092"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1092"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}