HIMIPref™ Preferred Indices : May 31, 2000

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

HIMI Index Values 2000-05-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,437.5 0 0 0 0 0 0
FixedFloater 1,860.4 8 1.87 6.39% 12.8 253M 5.48%
Floater 1,353.6 2 2.00 0.00% 0.08 165M 7.29%
OpRet 1,351.0 33 1.24 5.58% 4.1 90M 6.21%
SplitShare 1,371.4 3 1.66 6.17% 6.2 65M 5.80%
Interest-Bearing 1,454.0 7 2.00 8.37% 10.5 202M 8.45%
Perpetual-Premium 1,037.0 0 0 0 0 0 0
Perpetual-Discount 1,061.7 12 1.57 6.29% 13.5 131M 6.40%

Index Constitution, 2000-05-31, Pre-rebalancing

Index Constitution, 2000-05-31, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.