HIMIPref™ Indices : September, 2001

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

HIMI Index Values 2001-09-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,570.3 0 0 0 0 0 0
FixedFloater 1,875.3 13 2.0 5.07% 14.7 186M 5.99%
Floater 1,480.3 4 1.75 4.60% 15.0 44M 5.05%
OpRet 1,495.2 34 1.23 4.57% 1.6 57M 6.08%
SplitShare 1,505.1 11 1.91 5.77% 5.4 53M 6.26%
Interest-Bearing 1,754.3 7 2.00 5.86% 2.6 117M 7.76%
Perpetual-Premium 1,148.4 5 1.39 5.16% 5.6 139M 5.62%
Perpetual-Discount 1,346.4 9 1.55 5.55% 14.5 151M 5.56%

Index Constitution, 2001-09-28, Pre-rebalancing

Index Constitution, 2001-09-28, Post-rebalancing

One Response to “HIMIPref™ Indices : September, 2001”

  1. […] PrefBlog Canadian Preferred Shares – Data and Discussion « HIMIPref™ Indices : September, 2001 […]

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