{"id":1852,"date":"2008-02-27T19:59:24","date_gmt":"2008-02-27T23:59:24","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1852"},"modified":"2008-02-27T19:59:24","modified_gmt":"2008-02-27T23:59:24","slug":"himipref-preferred-indices-july-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1852","title":{"rendered":"HIMIPref™ Preferred Indices : July 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 2006-07-31<\/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>\n1,349.1<\/td>\n1<\/td>\n2.00<\/td>\n4.29%<\/td>\n16.9<\/td>\n25M<\/td>\n4.28%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,289.1<\/td>\n6<\/td>\n2.00<\/td>\n4.05%<\/td>\n16.8<\/td>\n108M<\/td>\n5.09%<\/td>\n<\/tr>\n
Floater<\/td>\n2,132.3<\/td>\n5<\/td>\n2.00<\/td>\n-16.67%<\/td>\n0.1<\/td>\n50M<\/td>\n4.60%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,876.7<\/td>\n18<\/td>\n1.45<\/td>\n3.27%<\/td>\n2.7<\/td>\n64M<\/td>\n4.74%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,957.2<\/td>\n14<\/td>\n1.86<\/td>\n3.91%<\/td>\n3.1<\/td>\n61M<\/td>\n5.02%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,351.2<\/td>\n7<\/td>\n2.00<\/td>\n5.34%<\/td>\n0.9<\/td>\n48M<\/td>\n6.86%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,485.1<\/td>\n41<\/td>\n1.56<\/td>\n4.65%<\/td>\n3.9<\/td>\n106M<\/td>\n5.30%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,582.6<\/td>\n13<\/td>\n1.23<\/td>\n4.81%<\/td>\n15.8<\/td>\n366M<\/td>\n4.77%<\/td>\n<\/tr>\n<\/table>\n
\n\n\n\n\n\n\n\n\n\n\n
HIMI Index Changes, July 31, 2006<\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
AL.PR.F<\/td>\nScraps<\/td>\nFloater<\/td>\nVolume<\/td>\n<\/tr>\n
BNA.PR.B<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CAC.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CVF.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualPremium<\/td>\nPerpetualDiscount<\/td>\nPrice<\/td>\n<\/tr>\n
FIG.PR.A<\/td>\nInterestBearing<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

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

\n\n\n\n\n
HIMI Index Changes during July 2006<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nAdded<\/td>\nPerpetualDiscount<\/td>\nIssued<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

Index Constitution, 2006-07-31, 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 2006-07-31 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-1852","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\/1852","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=1852"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1852\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1852"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1852"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1852"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}