{"id":1933,"date":"2008-03-18T22:20:00","date_gmt":"2008-03-19T02:20:00","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1933"},"modified":"2008-03-18T22:20:00","modified_gmt":"2008-03-19T02:20:00","slug":"himipref-preferred-indices-october-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1933","title":{"rendered":"HIMIPref™ Preferred Indices : October 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 2006-10-31<\/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>\n1,350.2<\/td>\n1<\/td>\n2.00<\/td>\n4.14%<\/td>\n17.2<\/td>\n57M<\/td>\n4.13%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,335.6<\/td>\n7<\/td>\n2.00<\/td>\n4.00%<\/td>\n3.8<\/td>\n88M<\/td>\n5.00%<\/td>\n<\/tr>\n
Floater<\/td>\n2,165.0<\/td>\n5<\/td>\n1.80<\/td>\n-18.42%<\/td>\n0.1<\/td>\n51M<\/td>\n4.52%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,920.6<\/td>\n18<\/td>\n1.34<\/td>\n2.76%<\/td>\n2.4<\/td>\n73M<\/td>\n4.68%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,988.0<\/td>\n12<\/td>\n1.84<\/td>\n3.87%<\/td>\n2.9<\/td>\n96M<\/td>\n5.03%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,376.7<\/td>\n7<\/td>\n2.00<\/td>\n5.02%<\/td>\n0.7<\/td>\n41M<\/td>\n6.88%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,533.7<\/td>\n48<\/td>\n1.33<\/td>\n4.27%<\/td>\n5.4<\/td>\n119M<\/td>\n5.09%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,621.3<\/td>\n7<\/td>\n1.29<\/td>\n4.63%<\/td>\n16.1<\/td>\n393M<\/td>\n4.60%<\/td>\n<\/tr>\n<\/table>\n
\n\n\n\n\n\n\n\n
HIMI Index Changes, October 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
PWF.PR.D<\/td>\nScraps<\/td>\nOpRet<\/td>\nVolume<\/td>\n<\/tr>\n
TDS.PR.B<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/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\n\n\n
HIMI Index Changes during\u00a0October 2006<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
RY.PR.S<\/td>\nDelete<\/td>\nPerpetualPremium<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nAdd<\/td>\nPerpetualPremium<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
LBS.PR.A<\/td>\nAdd<\/td>\nSplitShare<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
BCE.PR.T<\/td>\nAdd<\/td>\nScraps<\/td>\nExchange<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

Index Constitution, 2006-10-31, 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 2006-10-31 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-1933","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\/1933","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=1933"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1933\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1933"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1933"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1933"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}