{"id":1856,"date":"2008-02-28T20:34:58","date_gmt":"2008-02-29T00:34:58","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1856"},"modified":"2008-02-28T20:34:58","modified_gmt":"2008-02-29T00:34:58","slug":"himipref-preferred-indices-august-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1856","title":{"rendered":"HIMIPref™ Preferred Indices : August 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 2006-08-31<\/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>\n1,320.8<\/td>\n1<\/td>\n2.00<\/td>\n4.41%<\/td>\n16.7<\/td>\n38M<\/td>\n4.39%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,274.1<\/td>\n6<\/td>\n2.00<\/td>\n4.17%<\/td>\n16.6<\/td>\n82M<\/td>\n4.97%<\/td>\n<\/tr>\n
Floater<\/td>\n2,143.4<\/td>\n4<\/td>\n2.00<\/td>\n-22.71%<\/td>\n0.1<\/td>\n61M<\/td>\n4.64%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,896.6<\/td>\n17<\/td>\n1.48<\/td>\n3.12%<\/td>\n2.5<\/td>\n75M<\/td>\n4.70%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,961.8<\/td>\n13<\/td>\n1.77<\/td>\n3.88%<\/td>\n3.0<\/td>\n48M<\/td>\n5.01%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,368.1<\/td>\n7<\/td>\n2.00<\/td>\n4.96%<\/td>\n0.9<\/td>\n42M<\/td>\n6.82%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,502.9<\/td>\n48<\/td>\n1.50<\/td>\n4.50%<\/td>\n5.5<\/td>\n112M<\/td>\n5.16%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,621.6<\/td>\n6<\/td>\n1.34<\/td>\n4.61%<\/td>\n16.3<\/td>\n387M<\/td>\n4.61%<\/td>\n<\/tr>\n<\/table>\n
\n\n\n\n\n\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>\nFloater<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CL.PR.B<\/td>\nPerpetualPremium<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CM.PR.H<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
CAC.PR.A<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
PWF.PR.D<\/td>\nOpRet<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
SXT.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
FTU.PR.A<\/td>\nSplitShare<\/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\n
HIMI Index Changes during\u00a0August 2006<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nCode Change<\/td>\nFixFloat<\/td>\nTerm Change<\/a><\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nAdded<\/td>\nPerpetualDiscount<\/td>\nIssued<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

Index Constitution, 2006-08-31, 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 2006-08-31 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-1856","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\/1856","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=1856"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1856\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1856"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1856"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1856"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}