{"id":1845,"date":"2008-02-25T19:42:10","date_gmt":"2008-02-25T23:42:10","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1845"},"modified":"2008-02-25T19:42:10","modified_gmt":"2008-02-25T23:42:10","slug":"himipref-preferred-indices-june-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1845","title":{"rendered":"HIMIPref™ Preferred Indices : June 2006"},"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 2006-06-30<\/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>\n1,365.9<\/td>\n1<\/td>\n2.00<\/td>\n4.38%<\/td>\n16.7<\/td>\n34M<\/td>\n4.38%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,285.0<\/td>\n6<\/td>\n2.00<\/td>\n4.10%<\/td>\n1.7<\/td>\n100M<\/td>\n5.05%<\/td>\n<\/tr>\n
Floater<\/td>\n2,124.2<\/td>\n5<\/td>\n2.00<\/td>\n-9.46%<\/td>\n0.1<\/td>\n52M<\/td>\n4.55%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,886.2<\/td>\n18<\/td>\n1.45<\/td>\n3.36%<\/td>\n2.7<\/td>\n79M<\/td>\n4.70%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,950.0<\/td>\n17<\/td>\n1.83<\/td>\n4.01%<\/td>\n3.1<\/td>\n42M<\/td>\n5.08%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,329.2<\/td>\n8<\/td>\n2.00<\/td>\n5.30%<\/td>\n1.0<\/td>\n55M<\/td>\n6.83%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,476.4<\/td>\n42<\/td>\n1.55<\/td>\n4.69%<\/td>\n4.7<\/td>\n109M<\/td>\n5.31%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,576.8<\/td>\n11<\/td>\n1.27<\/td>\n4.82%<\/td>\n15.8<\/td>\n460M<\/td>\n4.77%<\/td>\n<\/tr>\n<\/table>\n
\n\n\n\n\n\n\n
HIMI Index Changes, June 30, 2006<\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
MUH.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nScraps<\/td>\nFloater<\/td>\nVolume<\/td>\n<\/tr>\n
NA.PR.L<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

There were the following intra-month changes:<\/p>\n

\n\n\n\n\n\n
HIMI Index Changes during June 2006<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
AIT.PR.A<\/td>\nDeleted<\/td>\nScraps<\/td>\nRedeemed<\/td>\n<\/tr>\n
DBC.PR.A<\/td>\nAdded<\/td>\nScraps<\/td>\nIssued<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

Index Constitution, 2006-06-30, Post-rebalancing<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

All indices were assigned a value of 1000.0 as of December 31, 1993. HIMI Index Values 2006-06-30 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-1845","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\/1845","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=1845"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1845\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1845"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1845"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1845"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}