HIMIPref™ Indices : April 28, 2000

All indices were assigned a value of 1000.0 as of December 31, 1993.

HIMI Index Values 2000-04-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,394.2 0 0 0 0 0 0
FixedFloater 1,839.3 8 1.87 6.25% 13.3 328M 5.53%
Floater 1,312.8 2 2.00 7.22% 12.1 134M 6.94%
OpRet 1,348.4 34 1.27 5.53% 3.8 80M 6.32%
SplitShare 1,377.9 3 1.66 6.22% 6.2 66M 5.77%
Interest-Bearing 1,442.9 7 2.00 8.46% 10.6 233M 8.51%
Perpetual-Premium 1,030.2 0 0 0 0 0 0
Perpetual-Discount 1,054.7 12 1.57 6.40% 13.3 121M 6.42%

Index Constitution, 2000-04-28, Pre-rebalancing

Index Constitution, 2000-04-28, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.