HIMIPref™ Indices : November, 1998

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

HIMI Index Values 1998-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,530.0 0 0 0 0 0 0
FixedFloater 1,585.6 9 2.00 4.97% 15.2 189M 5.13%
Floater 1,440.6 5 1.80 5.16% 14.5 43M 5.71%
OpRet 1,365.7 34 1.27 4.42% 3.6 79M 6.13%
SplitShare 1,365.2 6 1.49 5.43% 6.8 68M 5.53%
Interest-Bearing 1,365.7 0 0 0 0 0 0
Perpetual-Premium 1,229.9 8 1.37 5.21% 14.4 130M 6.52%
Perpetual-Discount 1,247.5 1 1.0 5.24% 14.8 1,148M 5.26%

Index Constitution, 1998-11-30, Pre-rebalancing

Index Constitution, 1998-11-30, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.