{"id":1989,"date":"2008-03-28T18:55:46","date_gmt":"2008-03-28T22:55:46","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1989"},"modified":"2008-03-28T18:55:46","modified_gmt":"2008-03-28T22:55:46","slug":"himipref-preferred-indices-january-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1989","title":{"rendered":"HIMIPref™ Preferred Indices : January 2007"},"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\n
HIMI Index Values 2007-1-31<\/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>\n1,357.8<\/td>\n1<\/td>\n2.00<\/td>\n4.03%<\/td>\n17.4<\/td>\n29M<\/td>\n4.02%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,355.9<\/td>\n7<\/td>\n2.00<\/td>\n3.58%<\/td>\n4.3<\/td>\n66M<\/td>\n4.83%<\/td>\n<\/tr>\n
Floater<\/td>\n2,217.1<\/td>\n5<\/td>\n2.00<\/td>\n-23.14%<\/td>\n0.1<\/td>\n46M<\/td>\n4.46%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,930.1<\/td>\n18<\/td>\n1.34<\/td>\n2.79%<\/td>\n2.1<\/td>\n64M<\/td>\n4.72%<\/td>\n<\/tr>\n
SplitShare<\/td>\n2,030.2<\/td>\n15<\/td>\n1.93<\/td>\n3.43%<\/td>\n2.6<\/td>\n76M<\/td>\n5.07%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,392.1<\/td>\n7<\/td>\n2.00<\/td>\n5.66%<\/td>\n2.7<\/td>\n49M<\/td>\n6.65%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,549.7<\/td>\n52<\/td>\n1.33<\/td>\n4.36%<\/td>\n5.7<\/td>\n129M<\/td>\n5.05%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,648.8<\/td>\n9<\/td>\n1.22<\/td>\n4.54%<\/td>\n16.3<\/td>\n681M<\/td>\n4.55%<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

 <\/p>\n

\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMI Index Changes, January 31, 2007<\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
BNA.PR.A<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetualPremium<\/td>\nPerpetualDiscount<\/td>\nPrice<\/td>\n<\/tr>\n
CGI.PR.C<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
MUH.PR.A<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetualPremium<\/td>\nPerpetualDiscount<\/td>\nPrice<\/td>\n<\/tr>\n
PWF.PR.D<\/td>\nScraps<\/td>\nOpRet<\/td>\nVolume<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nScraps<\/td>\nFloater<\/td>\nVolume<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetualPremium<\/td>\nPerpetualDiscount<\/td>\nPrice<\/td>\n<\/tr>\n
PAY.PR.A<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nPerpetualPremium<\/td>\nPerpetualDiscount<\/td>\nPrice<\/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 January 2007<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
TA.PR.C<\/td>\nDelete<\/td>\nScraps<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n
BAM.PR.S<\/td>\nDelete<\/td>\nInterestBearing<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n
BNA.PR.C<\/td>\nAdd<\/td>\nSplitShare<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
RY.PR.E<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
BNS.PR.L<\/td>\nAdd<\/td>\nPerpetualPremium<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

\nIndex Constitution 2007-01-31, 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 2007-1-31 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-1989","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\/1989","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=1989"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1989\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1989"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1989"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1989"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}