{"id":1099,"date":"2007-08-24T20:59:56","date_gmt":"2007-08-25T00:59:56","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1099"},"modified":"2007-08-24T20:59:56","modified_gmt":"2007-08-25T00:59:56","slug":"himipref-preferred-indices-2000-03-31","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1099","title":{"rendered":"HIMIPref&#8482; Preferred Indices : 2000-03-31"},"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 2000-03-31<\/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>1,392.6<\/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>1,802.3<\/td>\n<td>9<\/td>\n<td>1.88<\/td>\n<td>6.46%<\/td>\n<td>13.4<\/td>\n<td>247M<\/td>\n<td>5.66%<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>1,311.3<\/td>\n<td>2<\/td>\n<td>2.00<\/td>\n<td>7.17%<\/td>\n<td>12.3<\/td>\n<td>131M<\/td>\n<td>6.95%<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>1,343.0<\/td>\n<td>35<\/td>\n<td>1.26<\/td>\n<td>5.44%<\/td>\n<td>3.8<\/td>\n<td>90M<\/td>\n<td>6.32%<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>1,352.4<\/td>\n<td>4<\/td>\n<td>1.75<\/td>\n<td>6.50%<\/td>\n<td>5.1<\/td>\n<td>74M<\/td>\n<td>5.87%<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>1,443.7<\/td>\n<td>7<\/td>\n<td>2.00<\/td>\n<td>8.50%<\/td>\n<td>10.6<\/td>\n<td>261M<\/td>\n<td>8.51%<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>994.5<\/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>1,018.1<\/td>\n<td>12<\/td>\n<td>1.57<\/td>\n<td>6.53%<\/td>\n<td>13.2<\/td>\n<td>119M<\/td>\n<td>6.64%<\/td>\n<\/tr>\n<\/table>\n<p><a href=\"http:\/\/www.prefblog.com\/wp-content\/uploads\/2007\/08\/0003_Pre.pdf\">Index Constitution, 2000-03-31, Pre-rebalancing<\/a><\/p>\n<p><a href=\"http:\/\/www.prefblog.com\/wp-content\/uploads\/2007\/08\/0003_Post.pdf\">Index Constitution, 2000-03-31, Post-rebalancing<\/a><\/p>\n<p><strong>Errata, 2007-08-24<\/strong>: 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).\u00a0<\/p>\n<p>\n<p><!--7949c0bab5a0925cd0f442db226f75f4-->\n<\/p>\n<p><!--4b57065f0f4664f29d4bf8b37749cabd--><\/p>\n","protected":false},"excerpt":{"rendered":"<p>All indices were assigned a value of 1000.0 as of December 31, 1993. HIMI Index Values 2000-03-31 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-1099","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\/1099","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=1099"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1099\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1099"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1099"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1099"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}