HIMIPref™ Preferred Indices : 2000-03-31

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

HIMI Index Values 2000-03-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,392.6 0 0 0 0 0 0
FixedFloater 1,802.3 9 1.88 6.46% 13.4 247M 5.66%
Floater 1,311.3 2 2.00 7.17% 12.3 131M 6.95%
OpRet 1,343.0 35 1.26 5.44% 3.8 90M 6.32%
SplitShare 1,352.4 4 1.75 6.50% 5.1 74M 5.87%
Interest-Bearing 1,443.7 7 2.00 8.50% 10.6 261M 8.51%
Perpetual-Premium 994.5 0 0 0 0 0 0
Perpetual-Discount 1,018.1 12 1.57 6.53% 13.2 119M 6.64%

Index Constitution, 2000-03-31, Pre-rebalancing

Index Constitution, 2000-03-31, Post-rebalancing

Errata, 2007-08-24: The credit rating of IQI.PR.A in the Fixed-Floater index is reported incorrectly; it should not have been included in the index as the actual DBRS rating on this date was Pfd-3(high). 

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