{"id":1940,"date":"2008-03-20T18:06:22","date_gmt":"2008-03-20T22:06:22","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1940"},"modified":"2008-03-20T18:06:22","modified_gmt":"2008-03-20T22:06:22","slug":"himipref-indices-november-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1940","title":{"rendered":"HIMIPref™ Indices : November 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 2006-11-30<\/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>\n1,344.2<\/td>\n1<\/td>\n2.00<\/td>\n4.27%<\/td>\n16.9<\/td>\n39M<\/td>\n4.27%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,341.5<\/td>\n7<\/td>\n2.00<\/td>\n3.93%<\/td>\n3.7<\/td>\n65M<\/td>\n4.80%<\/td>\n<\/tr>\n
Floater<\/td>\n2,198.0<\/td>\n5<\/td>\n1.80<\/td>\n-21.01%<\/td>\n0.1<\/td>\n42M<\/td>\n4.46%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,941.8<\/td>\n18<\/td>\n1.34<\/td>\n2.24%<\/td>\n2.3<\/td>\n70M<\/td>\n4.65%<\/td>\n<\/tr>\n
SplitShare<\/td>\n2,020.0<\/td>\n11<\/td>\n1.91<\/td>\n3.33%<\/td>\n2.8<\/td>\n86M<\/td>\n5.09%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,368.3<\/td>\n8<\/td>\n2.00<\/td>\n5.55%<\/td>\n2.6<\/td>\n55M<\/td>\n6.84%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,549.4<\/td>\n50<\/td>\n1.34<\/td>\n4.08%<\/td>\n5.2<\/td>\n125M<\/td>\n5.03%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,640.1<\/td>\n7<\/td>\n1.29<\/td>\n4.55%<\/td>\n16.3<\/td>\n452M<\/td>\n4.57%<\/td>\n<\/tr>\n<\/table>\n
\n\n\n\n\n\n\n\n
HIMI Index Changes,\u00a0November 30, 2006<\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
CGI.PR.C<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
CM.PR.I<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
FIG.PR.A<\/td>\nScraps<\/td>\nInterestBearing<\/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\n
HIMI Index Changes during November 2006<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
FAL.PR.F<\/td>\nDelete<\/td>\nScraps<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n
FAL.PR.G<\/td>\nDelete<\/td>\nScraps<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n
CM.PR.I<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
RY.PR.O<\/td>\nDelete<\/td>\nPerpetualPremium<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

Index Constitution, 2006-11-30, 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 2006-11-30 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-1940","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\/1940","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=1940"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1940\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1940"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1940"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1940"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}