{"id":1991,"date":"2008-03-28T20:11:25","date_gmt":"2008-03-29T00:11:25","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1991"},"modified":"2008-03-28T20:11:25","modified_gmt":"2008-03-29T00:11:25","slug":"himipref-preferred-indices-february-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1991","title":{"rendered":"HIMIPref™ Preferred Indices : February 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 2007-2-28<\/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>\n1,370.3<\/td>\n1<\/td>\n2.00<\/td>\n3.89%<\/td>\n3.9<\/td>\n81M<\/td>\n4.05%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,359.2<\/td>\n7<\/td>\n2.00<\/td>\n3.47%<\/td>\n1.1<\/td>\n64M<\/td>\n4.98%<\/td>\n<\/tr>\n
Floater<\/td>\n2,216.5<\/td>\n3<\/td>\n2.00<\/td>\n1.46%<\/td>\n0.1<\/td>\n54M<\/td>\n4.71%<\/td>\n<\/tr>\n
OpRet<\/td>\n1,935.4<\/td>\n17<\/td>\n1.36<\/td>\n2.48%<\/td>\n2.1<\/td>\n65M<\/td>\n4.70%<\/td>\n<\/tr>\n
SplitShare<\/td>\n2,029.6<\/td>\n17<\/td>\n1.94<\/td>\n3.97%<\/td>\n2.6<\/td>\n78M<\/td>\n5.01%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,404.8<\/td>\n5<\/td>\n2.00<\/td>\n5.43%<\/td>\n2.6<\/td>\n64M<\/td>\n6.49%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,556.0<\/td>\n53<\/td>\n1.32<\/td>\n4.33%<\/td>\n5.9<\/td>\n135M<\/td>\n5.01%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,661.8<\/td>\n9<\/td>\n1.22<\/td>\n4.51%<\/td>\n16.4<\/td>\n436M<\/td>\n4.54%<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

 <\/p>\n

\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMI Index Changes, February 28, 2007<\/td>\n<\/tr>\n
Issue<\/td>\nFrom<\/td>\nTo<\/td>\nBecause<\/td>\n<\/tr>\n
ASC.PR.A<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
BNA.PR.B<\/td>\nScraps<\/td>\nSplitShare<\/td>\nVolume<\/td>\n<\/tr>\n
BCE.PR.S<\/td>\nRatchet<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
BCE.PR.H<\/td>\nScraps<\/td>\nRatchet<\/td>\nVolume<\/td>\n<\/tr>\n
BCE.PR.I<\/td>\nFixFloat<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
BMO.PR.J<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixFloat<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
BAM.PR.M<\/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.E<\/td>\nPerpetualDiscount<\/td>\nPerpetualPremium<\/td>\nPrice<\/td>\n<\/tr>\n
PAY.PR.A<\/td>\nSplitShare<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
TOC.PR.B<\/td>\nFloater<\/td>\nScraps<\/td>\nVolume<\/td>\n<\/tr>\n
WN.PR.E<\/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\n\n\n\n\n\n\n\n\n
HIMI Index Changes during February 2007<\/td>\n<\/tr>\n
Issue<\/td>\nAction<\/td>\nIndex<\/td>\nBecause<\/td>\n<\/tr>\n
CM.PR.B<\/td>\nDelete<\/td>\nPerpetualPremium<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n
BCE.PR.H<\/td>\nAdd<\/td>\nScraps<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
BC.PR.E<\/td>\nDelete<\/td>\nScraps<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
BCE.PR.I<\/td>\nAdd<\/td>\nFixFloat<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
BC.PR.C<\/td>\nDelete<\/td>\nFixFloat<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
BCE.PR.G<\/td>\nAdd<\/td>\nFixFloat<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
BC.PR.B<\/td>\nDelete<\/td>\nFixFloat<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
FCI.PR.A<\/td>\nDelete<\/td>\nScraps<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
FCF.PR.A<\/td>\nDelete<\/td>\nScraps<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
FCN.PR.A<\/td>\nDelete<\/td>\nScraps<\/td>\nExchange<\/a><\/td>\n<\/tr>\n
CFS.PR.A<\/td>\nAdd<\/td>\nSplitShare<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
CM.PR.J<\/td>\nAdd<\/td>\nPerpetualDiscount<\/td>\nNew Issue<\/a><\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nDelete<\/td>\nInterestBearing<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n
CVF.PR.A<\/td>\nDelete<\/td>\nScraps<\/td>\nRedemption<\/a><\/td>\n<\/tr>\n<\/table>\n<\/div>\n

\nIndex Composition 2007-2-28, 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 2007-2-28 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-1991","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\/1991","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=1991"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1991\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1991"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1991"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1991"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}