HIMIPref™ Preferred Indices : February 2007

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 Yield
Ratchet 1,370.3 1 2.00 3.89% 3.9 81M 4.05%
FixedFloater 2,359.2 7 2.00 3.47% 1.1 64M 4.98%
Floater 2,216.5 3 2.00 1.46% 0.1 54M 4.71%
OpRet 1,935.4 17 1.36 2.48% 2.1 65M 4.70%
SplitShare 2,029.6 17 1.94 3.97% 2.6 78M 5.01%
Interest-Bearing 2,404.8 5 2.00 5.43% 2.6 64M 6.49%
Perpetual-Premium 1,556.0 53 1.32 4.33% 5.9 135M 5.01%
Perpetual-Discount 1,661.8 9 1.22 4.51% 16.4 436M 4.54%

 

HIMI Index Changes, February 28, 2007
Issue From To Because
ASC.PR.A Scraps SplitShare Volume
BNA.PR.B Scraps SplitShare Volume
BCE.PR.S Ratchet Scraps Volume
BCE.PR.H Scraps Ratchet Volume
BCE.PR.I FixFloat Scraps Volume
BMO.PR.J PerpetualDiscount PerpetualPremium Price
BAM.PR.G FixFloat Scraps Volume
BAM.PR.M PerpetualDiscount PerpetualPremium Price
PWF.PR.D OpRet Scraps Volume
PWF.PR.A Floater Scraps Volume
RY.PR.E PerpetualDiscount PerpetualPremium Price
PAY.PR.A SplitShare Scraps Volume
TOC.PR.B Floater Scraps Volume
WN.PR.E PerpetualPremium PerpetualDiscount Price

There were the following intra-month changes:

HIMI Index Changes during February 2007
Issue Action Index Because
CM.PR.B Delete PerpetualPremium Redemption
BCE.PR.H Add Scraps Exchange
BC.PR.E Delete Scraps Exchange
BCE.PR.I Add FixFloat Exchange
BC.PR.C Delete FixFloat Exchange
BCE.PR.G Add FixFloat Exchange
BC.PR.B Delete FixFloat Exchange
SLF.PR.E Add PerpetualDiscount New Issue
FCI.PR.A Delete Scraps Exchange
FCF.PR.A Delete Scraps Exchange
FCN.PR.A Delete Scraps Exchange
CFS.PR.A Add SplitShare New Issue
CM.PR.J Add PerpetualDiscount New Issue
ENB.PR.D Delete InterestBearing Redemption
CVF.PR.A Delete Scraps Redemption

Index Composition 2007-2-28, Post-Rebalancing

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