{"id":1960,"date":"2008-03-24T19:45:43","date_gmt":"2008-03-24T23:45:43","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1960"},"modified":"2008-03-24T19:45:43","modified_gmt":"2008-03-24T23:45:43","slug":"himipref-preferred-indices-december-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1960","title":{"rendered":"HIMIPref™ Preferred Indices : December 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 2006-12-29<\/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>\n1,360.5<\/td>\n1<\/td>\n2.00<\/td>\n4.10%<\/td>\n17.3<\/td>\n31M<\/td>\n4.10%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,361.2<\/td>\n7<\/td>\n2.00<\/td>\n3.61%<\/td>\n4.4<\/td>\n65M<\/td>\n4.78%<\/td>\n<\/tr>\n
Floater<\/td>\n2,193.1<\/td>\n4<\/td>\n2.00<\/td>\n-23.56%<\/td>\n0.1<\/td>\n41M<\/td>\n4.59%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,942.4<\/td>\n17<\/td>\n1.36<\/td>\n2.50%<\/td>\n2.2<\/td>\n75M<\/td>\n4.66%<\/td>\n<\/tr>\n
SplitShare<\/td>\n2,030.9<\/td>\n12<\/td>\n1.92<\/td>\n3.17%<\/td>\n2.7<\/td>\n86M<\/td>\n4.89%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,382.4<\/td>\n8<\/td>\n2.00<\/td>\n6.05%<\/td>\n2.7<\/td>\n56M<\/td>\n6.88%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,554.5<\/td>\n55<\/td>\n1.34<\/td>\n4.23%<\/td>\n5.8<\/td>\n133M<\/td>\n5.00%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,656.9<\/td>\n3<\/td>\n1.00<\/td>\n4.50%<\/td>\n16.4<\/td>\n585M<\/td>\n4.50%<\/td>\n<\/tr>\n<\/table>\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMI Index Changes, December 29, 2006<\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
BNA.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
CGI.PR.C<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
CAC.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
MFC.PR.C<\/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.A<\/td>\nFloater<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
SXT.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\n\n
HIMI Index Changes during December 2006<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
RY.PR.D<\/td>\nAdd<\/td>\nPerpetualPremium<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
FBS.PR.B<\/td>\nAdd<\/td>\nSplitShare<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
FBS.PR.A<\/td>\nDelete<\/td>\nScraps<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

Index Constitution, 2006-12-29, 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 2006-12-29 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-1960","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\/1960","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=1960"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1960\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1960"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1960"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1960"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}