{"id":1861,"date":"2008-02-29T21:23:33","date_gmt":"2008-03-01T01:23:33","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1861"},"modified":"2008-02-29T21:23:33","modified_gmt":"2008-03-01T01:23:33","slug":"himipref-preferred-indices-september-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1861","title":{"rendered":"HIMIPref™ Preferred Indices : September 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 2006-09-29<\/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>\n1,354.5<\/td>\n1<\/td>\n2.00<\/td>\n4.38%<\/td>\n16.7<\/td>\n50M<\/td>\n4.37%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,311.1<\/td>\n7<\/td>\n2.00<\/td>\n3.98%<\/td>\n4.2<\/td>\n65M<\/td>\n5.00%<\/td>\n<\/tr>\n
Floater<\/td>\n2,162.0<\/td>\n6<\/td>\n2.00<\/td>\n-22.44%<\/td>\n0.1<\/td>\n44M<\/td>\n4.50%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,916.0<\/td>\n17<\/td>\n1.48<\/td>\n2.84%<\/td>\n2.4<\/td>\n74M<\/td>\n4.67%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,973.3<\/td>\n13<\/td>\n1.85<\/td>\n3.72%<\/td>\n2.9<\/td>\n47M<\/td>\n4.97%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,375.6<\/td>\n7<\/td>\n2.00<\/td>\n4.72%<\/td>\n0.8<\/td>\n34M<\/td>\n6.88%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,518.7<\/td>\n48<\/td>\n1.50<\/td>\n4.35%<\/td>\n5.4<\/td>\n115M<\/td>\n5.15%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,632.4<\/td>\n6<\/td>\n1.33<\/td>\n4.55%<\/td>\n16.3<\/td>\n332M<\/td>\n4.58%<\/td>\n<\/tr>\n<\/table>\n
\n\n\n\n\n\n\n\n\n\n\n
HIMI Index Changes, September 29, 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
BAM.PR.G<\/td>\nScraps<\/td>\nFixFloat<\/td>\nVolume<\/td>\n<\/tr>\n
CL.PR.B<\/td>\nScraps<\/td>\nPerpetualPremium<\/td>\nVolume<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetualPremium<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nScraps<\/td>\nFloater<\/td>\nVolume<\/td>\n<\/tr>\n
PAY.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
FTU.PR.A<\/td>\nScraps<\/td>\nSplitShare<\/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 September\u00a02006<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nAdd<\/td>\nScraps<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

Index Constitution, 2006-09-29, 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 2006-09-29 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-1861","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\/1861","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=1861"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1861\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1861"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1861"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1861"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}