HIMIPref™ Preferred Indices : May, 2003

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

HIMI Index Values 2003-5-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,393.1 1 2.00 -0.11% 0.08 233M 3.52%
FixedFloater 2,056.5 9 2.00 3.61% 17.1 78M 5.38%
Floater 1,705.8 7 1.85 3.95% 17.0 85M 4.23%
OpRet 1,664.7 27 1.26 2.86% 2.4 108M 5.14%
SplitShare 1,624.5 9 1.78 1.60% 0.8 54M 5.44%
Interest-Bearing 1,993.1 9 2.00 5.24% 1.3 137M 7.66%
Perpetual-Premium 1,284.9 23 1.43 5.03% 6.7 228M 5.52%
Perpetual-Discount 1,437.5 6 1.83 5.59% 14.3 221M 5.56%

Index Constitution, 2003-05-30, Pre-rebalancing

Index Constitution, 2003-05-30, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.