Archive for the ‘HIMI Preferred Indices’ Category

« Older Entries
Newer Entries »

HIMIPref™ Preferred Indices : February 29, 2000

Thursday, August 23rd, 2007

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

HIMI Index Values 2000-02-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,374.7 0 0 0 0 0 0
FixedFloater 1,747.9 8 2.00 6.45% 13.3 229M 5.69%
Floater 1,294.4 2 2.00 6.89% 12.7 100M 6.79%
OpRet 1,342.7 34 1.27 6.10% 4.1 86M 6.49%
SplitShare 1,339.0 4 1.76 6.55% 5.9 53M 5.88%
Interest-Bearing 1,385.3 7 2.00 8.72% 10.2 314M 8.71%
Perpetual-Premium 955.2 0 0 0 0 0 0
Perpetual-Discount 977.9 12 1.57 6.79% 12.8 126M 6.84%

Index Constitution, 2000-02-29, Pre-rebalancing

Index Constitution, 2000-02-29, 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).

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Indices : January 31, 2000

Wednesday, August 22nd, 2007

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

HIMI Index Values 2000-01-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,446.3 0 0 0 0 0 0
FixedFloater 1,764.3 8 2.00 6.09% 13.8 242M 5.61%
Floater 1,361.8 2 2.00 6.38% 1.2 77M 6.16%
OpRet 1,332.9 32 1.22 6.17% 4.2 78M 6.51%
SplitShare 1,317.8 3 1.66 6.93% 6.3 57M 5.99%
Interest-Bearing 1,343.3 7 2.00 9.07% 10.2 361M 8.98%
Perpetual-Premium 950.1 0 0 0 0 0 0
Perpetual-Discount 972.7 12 1.58 6.88% 12.7 150M 6.86%

Index Constitution, 2000-01-31, Pre-rebalancing

Index Constitution, 2000-01-31, 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).

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Indices : December 31, 1999

Tuesday, August 21st, 2007

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

HIMI Index Values 1999-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,474.6 0 0 0 0 0 0
FixedFloater 1,823.5 8 2.00 5.67% 14.4 214M 5.41%
Floater 1,388.5 3 1.69 5.68% 14.2 39M 5.99%
OpRet 1,368.0 30 1.23 5.47% 4.2 63M 6.30%
SplitShare 1,391.0 3 1.67 6.05% 6.4 58M 5.65%
Interest-Bearing 1,428.5 7 2.00 8.28% 10.7 490M 8.44%
Perpetual-Premium 993.7 0 0 0 0 0 0
Perpetual-Discount 1,017.3 12 1.57 6.44% 13.2 149M 6.54%

Index Constitution, 1999-12-31, Pre-rebalancing

Index Constitution, 1999-12-31, 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).

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Indices : October 29, 1999

Friday, August 17th, 2007

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

HIMI Index Values 1999-10-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,526.1 0 0 0 0 0 0
FixedFloater 1,613.8 7 2.00 4.63% 15.9 197M 5.17%
Floater 1,437.0 4 1.77 4.47% 15.2 52M 5.21%
OpRet 1,366.2 32 1.22 5.32% 3.6 57M 6.30%
SplitShare 1,410.6 4 1.50 5.57% 6.8 61M 5.50%
Interest-Bearing 1,453.3 6 2.00 7.97% 10.4 433M 8.20%
Perpetual-Premium 1,180.8 0 0 0 0 0 0
Perpetual-Discount 1,208.9 13 1.53 5.86% 14.1 143M 6.18%

Index Constitution, 1999-10-29, Pre-rebalancing

Index Constitution, 1999-10-29, 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).

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Indices : September 30, 1999

Wednesday, August 15th, 2007

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

HIMI Index Values 1999-09-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,535.5 0 0 0 0 0 0
FixedFloater 1,626.1 7 2.00 4.72% 16.0 172M 5.12%
Floater 1,445.8 3 1.68 5.00% 15.4 52M 5.42%
OpRet 1,380.7 31 1.16 5.06% 3.2 61M 6.17%
SplitShare 1,399.8 4 1.49 5.57% 6.6 43M 5.52%
Interest-Bearing 1,463.6 5 2.00 7.86% 10.5 646M 8.19%
Perpetual-Premium 1,193.2 1 1.00 7.46% 0.2 42M 8.84%
Perpetual-Discount 1,232.7 12 1.58 5.73% 14.3 175M 5.79%

Index Constitution, 1999-09-30, Pre-rebalancing

Index Constitution, 1999-09-30, Post-rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Indices: August 31, 1999

Tuesday, August 14th, 2007

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

HIMI Index Values 1999-08-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,549.4 0 0 0 0 0 0
FixedFloater 1,619.8 8 2.00 5.14% 15.2 172M 5.13%
Floater 1,458.9 3 1.68 4.93% 15.4 44M 5.35%
OpRet 1,375.7 30 1.17 4.97% 3.1 65M 6.15%
SplitShare 1,414.4 4 1.50 5.49% 6.7 46M 5.43%
Interest-Bearing 1,458.6 4 2.00 7.61% 4.0 627M 7.98%
Perpetual-Premium 1,197.2 4 1.25 6.59% 0.2 56M 7.24%
Perpetual-Discount 1,254.1 10 1.60 5.72% 14.2 149M 5.67%

Index Constitution, 1999-08-31, Pre-rebalancing

Index Constitution, 1999-08-31, Post-rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Indices: July 30, 1999

Monday, August 13th, 2007

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

HIMI Index Values 1999-07-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,540.7 0 0 0 0 0 0
FixedFloater 1,621.7 8 2.00 4.62% 15.7 248M 5.10%
Floater 1,450.7 3 1.69 4.95% 15.5 29M 5.35%
OpRet 1,382.6 31 1.16 4.78% 3.2 81M 6.13%
SplitShare 1,407.4 4 1.49 5.47% 6.8 46M 5.46%
Interest-Bearing 1,439.3 3 2.00 7.80% 11.5 899M 7.96%
Perpetual-Premium 1,200.6 4 1.25 5.37% 0.3 47M 7.18%
Perpetual-Discount 1,253.8 10 1.60 5.60% 14.4 196M 5.66%

Index Constitution, 1999-07-30, Pre-rebalancing

Index Constitution, 1999-07-30, Post-rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Indices: June 30, 1999

Tuesday, July 31st, 2007

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

HIMI Index Values 1999-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,530.6 0 0 0 0 0 0
FixedFloater 1,625.1 8 2.00 4.42% 16.2 295M 5.08%
Floater 1,441.3 4 1.75 4.96% 14.3 38M 5.45%
OpRet 1,376.4 33 1.18 4.79% 3.4 68M 6.14%
SplitShare 1,395.9 5 1.60 5.69% 6.7 61M 5.54%
Interest-Bearing 1,447.1 2 2.00 7.57% 3.9 1,323M 8.03%
Perpetual-Premium 1,187.0 3 1.33 6.84% 4.6 53M 7.78%
Perpetual-Discount 1,241.9 12 1.50 5.65% 14.4 204M 5.65%

Index Constitution, 1999-06-30, Pre-rebalancing

Index Constitution, 1999-06-30, Post-rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Preferred Indices: May, 1999

Monday, July 30th, 2007

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

HIMI Index Values 1999-05-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,511.1 0 0 0 0 0 0
FixedFloater 1,615.4 8 2.00 4.62% 16.1 312M 5.09%
Floater 1,422.8 4 1.75 4.94% 15.3 52M 5.51%
OpRet 1,385.6 31 1.16 4.60% 3.4 58M 6.02%
SplitShare 1,430.7 4 1.50 5.21% 7.1 60M 5.33%
Interest-Bearing 1,437.0 2 2.00 7.76% 3.9 1,983M 7.98%
Perpetual-Premium 1,195.3 5 1.40 5.65% 6.9 192M 6.86%
Perpetual-Discount 1,270.0 6 1.50 5.56% 14.3 162M 5.58%

Index Constitution, 1999-05-31, Pre-rebalancing

Index Constitution, 1999-05-31, Post-rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMIPref™ Preferred Indices : April, 1999

Friday, July 27th, 2007

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

HIMI Index Values 1999-04-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,501.2 0 0 0 0 0 0
FixedFloater 1,620.0 8 2.00 4.73% 15.7 456M 5.05%
Floater 1,413.6 4 1.74 5.04% 15.3 68M 5.73%
OpRet 1,388.8 31 1.16 4.32% 3.5 55M 5.99%
SplitShare 1,426.9 4 1.50 5.12% 7.2 62M 5.34%
Interest-Bearing 1,437.0 2 2.00 7.69% 4.0 3,522M 7.98%
Perpetual-Premium 1,206.0 6 1.33 5.52% 6.8 103M 6.55%
Perpetual-Discount 1,272.3 5 1.60 5.50% 14.5 330M 5.58%

Index Constitution, 1999-04-30, Pre-rebalancing

Index Constitution, 1999-04-30, Post-rebalancing

Posted in HIMI Preferred Indices | No Comments »

« Older Entries
Newer Entries »