{"id":4708,"date":"2008-12-31T11:39:33","date_gmt":"2008-12-31T15:39:33","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=4708"},"modified":"2008-12-31T11:39:33","modified_gmt":"2008-12-31T15:39:33","slug":"himipref-preferred-indices-september-2008","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=4708","title":{"rendered":"HIMIPref™ Preferred Indices: September 2008"},"content":{"rendered":"
\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMI Index Values 2008-9-30<\/strong>
These values reflect the December 2008 Revision<\/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>\n1,474.2<\/td>\n1<\/td>\n2.00<\/td>\n4.70%<\/td>\n16.1<\/td>\n29M<\/td>\n4.68%<\/td>\n<\/tr>\n
FixedFloater<\/td>\n2,064.6<\/td>\n7<\/td>\n2.00<\/td>\n4.81%<\/td>\n15.8<\/td>\n53M<\/td>\n4.72%<\/td>\n<\/tr>\n
Floater<\/td>\n1,704.0<\/td>\n2<\/td>\n2.00<\/td>\n5.05%<\/td>\n15.4<\/td>\n39M<\/td>\n5.18%<\/td>\n<\/tr>\n
OpRet<\/td>\n2,065.3<\/td>\n14<\/td>\n1.34<\/td>\n4.44%<\/td>\n4.1<\/td>\n79M<\/td>\n5.07%<\/td>\n<\/tr>\n
SplitShare<\/td>\n1,927.8<\/td>\n13<\/td>\n2.00<\/td>\n7.65%<\/td>\n3.7<\/td>\n54M<\/td>\n5.80%<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n2,556.7<\/td>\n2<\/td>\n2.00<\/td>\n6.70%<\/td>\n5.1<\/td>\n42M<\/td>\n6.39%<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n1,726.5<\/td>\n1<\/td>\n1.00<\/td>\n6.28%<\/td>\n13.5<\/td>\n56M<\/td>\n6.25%<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n1,548.4<\/td>\n70<\/td>\n1.24<\/td>\n6.17%<\/td>\n13.6<\/td>\n172M<\/td>\n6.22%<\/td>\n<\/tr>\n
FixedReset<\/td>\n2,028.5<\/td>\n10<\/td>\n1.00<\/td>\n5.09%<\/td>\n15.3<\/td>\n823M<\/td>\n5.09%<\/td>\n<\/tr>\n<\/table>\n<\/div>\n

\nFor Index Revisions during September 2008, see the post HIMIPref™ Index Rebalancing: September 2008<\/a>.
\n
\nPublication of index details is embargoed for six months following index date.<\/p>\n

Update, 2009-03-31<\/b>: Index Details<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

HIMI Index Values 2008-9-30These values reflect the December 2008 Revision Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield Ratchet 1,474.2 1 2.00 4.70% 16.1 …<\/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-4708","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\/4708","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=4708"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/4708\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=4708"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=4708"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=4708"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}