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HIMIPref™ Preferred Indices : March, 1999

Thursday, July 26th, 2007

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

HIMI Index Values 1999-03-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,504.7 0 0 0 0 0 0
FixedFloater 1,594.4 7 2.00 4.51% 16.0 354M 5.09%
Floater 1,416.9 4 1.75 5.21% 14.9 84M 5.92%
OpRet 1,367.0 33 1.18 4.76% 3.6 65M 6.12%
SplitShare 1,413.8 5 1.60 5.44% 6.9 75M 5.44%
Interest-Bearing 1,388.7 1 2.00 8.90% 4.0 6,040M 8.93%
Perpetual-Premium 1,208.4 2 1.00 6.13% 0.6 56M 8.75%
Perpetual-Discount 1,236.5 9 1.56 5.61% 14.4 260M 5.65%

Index Constitution, 1999-03-31, Pre-rebalancing

Index Constitution, 1999-03-31, Post-rebalancing

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HIMIPref™ Indices: February, 1999

Wednesday, July 25th, 2007

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

HIMI Index Values 1999-02-26
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,555.9 0 0 0 0 0 0
FixedFloater 1,610.0 8 2.00 4.40% 16.4 331M 5.03%
Floater 1,465.0 4 1.75 5.12% 15.2 78M 5.71%
OpRet 1,377.7 30 1.20 4.30% 3.4 66M 6.09%
SplitShare 1,411.0 4 1.50 5.15% 7.2 128M 5.35%
Interest-Bearing 1,377.7 0 0 0 0 0 0
Perpetual-Premium 1,228.8 6 1.33 5.56% 7.0 135M 6.60%
Perpetual-Discount 1,267.4 3 0 0 0 0 0

Index Constitution, 1999-02-26, Pre-rebalancing

Index Constitution, 1999-02-26, Post-rebalancing

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HIMIPref™ Preferred Indices: January, 1999

Tuesday, July 24th, 2007

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

HIMI Index Values 1999-01-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,573.8 0 0 0 0 0 0
FixedFloater 1,618.7 8 2.00 4.35% 16.2 379M 4.98%
Floater 1,481.9 5 1.80 5.11% 14.7 47M 5.59%
OpRet 1,392.2 31 1.23 4.00% 3.6 67M 6.06%
SplitShare 1,427.3 5 1.40 5.12% 7.0 96M 5.32%
Interest-Bearing 1,392.2 0 0 0 0 0 0
Perpetual-Premium 1,263.3 9 1.33 5.13% 9.8 304M 6.01%
Perpetual-Discount 1,302.9 0 0 0 0 0 0

Index Constitution, 1999-01-29, Pre-rebalancing

Index Constitution, 1999-01-29, Post-rebalancing

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HIMIPref™ Indices: December, 1998

Monday, July 23rd, 2007

Scheduling difficulties have been (largely!) resolved and I intend to catch up with index calculation rapidly! 

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

HIMI Index Values 1998-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,538.2 0 0 0 0 0 0
FixedFloater 1,609.1 8 2.00 4.62% 15.4 293M 5.00%
Floater 1,448.4 5 1.80 5.18% 14.4 49M 5.69%
OpRet 1,378.0 30 1.20 4.16% 3.7 76M 6.10%
SplitShare 1,398.7 5 1.39 5.48% 7.0 75M 5.40%
Interest-Bearing 1,378.0 0 0 0 0 0 0
Perpetual-Premium 1,266.1 9 1.33 4.99% 9.9 220M 5.97%
Perpetual-Discount 1,305.8 0 0 0 0 0 0

Index Constitution, 1998-12-31, Pre-rebalancing

Index Constitution, 1998-12-31, Post-rebalancing

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HIMIPref™ Indices : November, 1998

Friday, March 30th, 2007

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

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HIMIPref™ Indices : October, 1998

Thursday, March 29th, 2007

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

HIMI Index Values 1998-10-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,528.2 0 0 0 0 0 0
FixedFloater 1,565.0 9 2.00 5.13% 14.5 257M 5.17%
Floater 1,439.0 5 1.80 5.37% 14.2 57M 5.90%
OpRet 1,342.9 34 1.27 4.66% 3.6 89M 6.27%
SplitShare 1,345.3 6 1.49 5.54% 6.9 95M 5.61%
Interest-Bearing 1,342.9 0 0 0 0 0 0
Perpetual-Premium 1,216.9 6 1.16 5.26% 14.4 118M 6.53%
Perpetual-Discount 1,235.0 2 1.5 5.24% 14.5 1,414M 5.41%

Index Constitution, 1998-10-30, Pre-rebalancing

Index Constitution, 1998-10-30, Post-rebalancing

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HIMIPref™ Preferred Indices : September, 1998

Wednesday, March 28th, 2007

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

HIMI Index Values 1998-09-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,550.6 0 0 0 0 0 0
FixedFloater 1,570.0 9 2.00 5.08% 3.48 217M 5.14%
Floater 1,460.0 5 1.79 5.46% 13.8 87M 5.99%
OpRet 1,331.0 34 1.26 4.79% 3.7 74M 6.30%
SplitShare 1,314.3 5 1.60 6.77% 6.9 112M 5.76%
Interest-Bearing 1,331.0 0 0 0 0 0 0
Perpetual-Premium 1,212.7 4 1.00 5.21% 1.09 114M 6.98%
Perpetual-Discount 1,229.5 3 1.33 5.42 14.64 2,548M 5.45%

Index Constitution, 1998-09-30, Pre-rebalancing

Index Constitution, 1998-09-30, Post-rebalancing

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HIMIPref™ Indices : August, 1998

Monday, March 26th, 2007

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

HIMI Index Values 1998-08-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,560.1 0 0 0 0 0 0
FixedFloater 1,486.9 9 2.00 5.16% 15.1 184M 5.41%
Floater 1,469.0 5 1.80 4.95% 15.1 95M 5.33%
OpRet 1,283.8 33 1.24 5.46% 4.0 79M 6.47%
SplitShare 1,256.0 5 1.58 7.01% 6.9 209M 6.01%
Interest-Bearing 1,283.8 0 0 0 0 0 0
Perpetual-Premium 1,200.1 2 1.00 5.51% 1.17 88M 8.65%
Perpetual-Discount 1,180.0 4 0 0 0 0 0

Index Constitution, 1998-08-31, Pre-rebalancing

Index Constitution, 1998-08-31, Post-rebalancing

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HIMIPref™ Indices : July, 1998

Tuesday, March 20th, 2007

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

HIMI Index Values 1998-07-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,637.1 0 0 0 0 0 0
FixedFloater 1,584.1 9 2.00 4.59% 3.9 271M 5.05%
Floater 1,541.6 5 1.80 4.61% 0.7 115M 5.08%
OpRet 1,353.8 33 1.24 4.16% 3.8 70M 6.15%
SplitShare 1,389.8 5 1.59 5.49% 7.1 352M 5.43%
Interest-Bearing 1,353.8 0 0 0 0 0 0
Perpetual-Premium 1,272.9 6 1.00 5.07% 10.0 207M 6.28%
Perpetual-Discount 1,251.6 0 0 0 0 0 0

Index Constitution, 1998-07-31, Pre-rebalancing

Index Constitution, 1998-07-31, Post-rebalancing

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HIMIPref™ Preferred Indices : June, 1998

Monday, March 19th, 2007

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

HIMI Index Values 1998-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,627.3 0 0 0 0 0 0
FixedFloater 1,575.1 9 2.00 4.59% 4.0 231M 5.06%
Floater 1,532.3 5 1.80 4.22% 0.1 161M 5.07%
OpRet 1,348.5 33 1.24 4.08% 3.9 85M 6.13%
SplitShare 1,378.5 5 1.60 5.23% 7.1 624M 5.43%
Interest-Bearing 1,348.5 0 0 0 0 0 0
Perpetual-Premium 1,261.5 5 1.00 5.09% 10.0 291M 6.49%
Perpetual-Discount 1,240.4 0 0 0 0 0 0

Index Constitution, 1998-06-30, Pre-rebalancing

Index Constitution, 1998-06-30, Post-rebalancing

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