Archive for the ‘HIMI Preferred Indices’ Category

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HIMIPref™ Preferred Indices : May, 1998

Wednesday, February 28th, 2007

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

HIMI Index Values 1998-05-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,626.8 0 0 0 0 0 0
FixedFloater 1,567.1 8 2.00 4.54% 15.8 208M 5.00%
Floater 1,531.9 5 1.80 0.00% 0.1 143M 5.06%
OpRet 1,351.6 35 1.23 3.88% 3.9 73M 6.09%
SplitShare 1,379.5 4 1.50 5.10% 6.2 111M 5.39%
Interest-Bearing 1,351.6 0 0 0 0 0 0
Perpetual-Premium 1,260.1 5 1.00 5.09% 10.0 306M 6.48%
Perpetual-Discount 1,239.0 0 0 0 0 0 0

Index Constitution, 1998-05-29, Pre-rebalancing

Index Constitution, 1998-05-29, Post-rebalancing

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HIMIPref™ Preferred Indices : April 1998

Tuesday, February 27th, 2007

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

HIMI Index Values 1998-04-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,603.9 0 0 0 0 0 0
FixedFloater 1,560.9 9 2.00 4.33% 16.2 194M 5.06%
Floater 1,510.3 5 1.80 4.64% 15.4 128M 5.11%
OpRet 1,335.2 31 1.22 4.20% 4.0 82M 6.12%
SplitShare 1,372.5 4 1.50 5.15% 7.2 133M 5.42%
Interest-Bearing 1,335.2 0 0 0 0 0 0
Perpetual-Premium 1,248.3 6 1.00 5.13% 1.9 115M 6.89%
Perpetual-Discount 1,227.4 0 0 0 0 0 0

Index Constitution, 1998-04-30, Pre-rebalancing

Index Constitution, 1998-04-30, Post-rebalancing

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HIMI Preferred Indices : March 1998

Monday, February 26th, 2007

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

HIMI Index Values 1998-03-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,591.2 0 0 0 0 0 0
FixedFloater 1,547.2 9 2.00 4.64% 15.7 239M 5.09%
Floater 1,498.3 5 1.80 4.70% 15.5 106M 5.13%
OpRet 1,325.4 32 1.28 4.30% 4.1 94M 6.08%
SplitShare 1,364.6 3 1.66 4.94% 7.3 164M 5.39%
Interest-Bearing 1,325.4 0 0 0 0 0 0
Perpetual-Premium 1,236.4 6 1.00 5.20% 2.0 135M 6.92%
Perpetual-Discount 1,215.7 0 0 0 0 0 0

Index Constitution, 1998-03-31, Pre-rebalancing

Index Constitution, 1998-03-31, Post-rebalancing

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HIMIPref™ Indices : February 1998

Friday, February 23rd, 2007

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

HIMI Index Values 1998-02-27
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,588.4 0 0 0 0 0 0
FixedFloater 1,537.4 9 2.00 4.53% 15.7 312M 5.10%
Floater 1,495.7 5 1.80 4.73% 15.4 169M 5.13%
OpRet 1,318.9 31 1.22 4.45% 4.1 89M 6.01%
SplitShare 1,350.4 3 1.66 5.13% 7.3 202M 5.42%
Interest-Bearing 1,318.9 0 0 0 0 0 0
Perpetual-Premium 1,239.1 5 1.00 3.90% 1.6 120M 7.17%
Perpetual-Discount 1,197.9 1 1.00 5.29% 14.8 848M 5.33%

Index Constitution, 1998-02-27, Pre-rebalancing

Index Constitution, 1998-02-27, Post-rebalancing

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HIMIPref™ Indices : January 1998

Thursday, February 22nd, 2007

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

HIMI Index Values 1998-01-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,584.6 0 0 0 0 0 0
FixedFloater 1,535.3 9 2.00 4.47% 15.8 280M 5.08%
Floater 1,492.1 5 1.80 4.35% 16.2 134M 4.73%
OpRet 1,316.3 30 1.26 4.31% 4.1 88M 6.08%
SplitShare 1,364.5 2 1.50 4.84% 4.9 60M 5.32%
Interest-Bearing 1,316.3 0 0 0 0 0 0
Perpetual-Premium 1,234.3 5 1.00 5.30% 1.7 133M 7.16%
Perpetual-Discount 1,192.8 0 0 0 0 0 0

Index Constitution, 1998-01-30, Pre-rebalancing

Index Constitution, 1998-01-30, Post-rebalancing

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HIMIPref Indices : December 1997

Wednesday, February 21st, 2007

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

HIMI Index Values 1997-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,576.3 0 0 0 0 0 0
FixedFloater 1,506.6 9 2.00 4.35% 16.3 289M 5.16%
Floater 1,484.3 5 1.80 4.30% 16.2 105M 4.74%
OpRet 1,296.0 34 1.31 4.71% 4.1 93M 6.24%
SplitShare 1,322.3 2 1.49 5.01% 7.4 374M 5.46%
Interest-Bearing 1,296.0 0 0 0 0 0 0
Perpetual-Premium 1,233.5 4 1.00 2.73% 1.7 106M 7.54%
Perpetual-Discount 1,159.5 1 1.00 5.49% 14.5 460M 5.52%

Index Constitution, 1997-12-31, Pre-rebalancing

Index Constitution, 1997-12-31, Post-rebalancing

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HIMIPref™ Indices : November, 1997

Tuesday, February 20th, 2007

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

HIMI Index Values 1997-11-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,568.9 0 0 0 0 0 0
FixedFloater 1,542.6 8 2.00 3.69% 16.9 548M 5.10%
Floater 1,477.3 5 1.80 3.97% 16.9 129M 4.35%
OpRet 1,327.8 33 1.27 3.98% 4.3 98M 6.06%
SplitShare 1,361.6 2 1.50 4.76% 5.0 79M 5.30%
Interest-Bearing 1,327.8 0 0 0 0 0 0
Perpetual-Premium 1,233.7 5 1.00 2.54% 1.8 104M 7.54%
Perpetual-Discount 1,177.9 0 0 0 0 0 0

Index Constitution, 1997-11-28, Pre-rebalancing

Index Constitution, 1997-11-28, Post-rebalancing

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HIMIPref Indices : October, 1997

Monday, February 19th, 2007

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

HIMI Index Values 1997-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,547.7 0 0 0 0 0 0
FixedFloater 1,551.5 6 2.00 3.45% 17.4 272M 5.10%
Floater 1,457.3 5 1.80 3.84% 17.2 127M 4.20%
OpRet 1,324.6 31 1.25 3.76% 4.3 113M 6.04%
SplitShare 1,356.0 2 1.50 4.82% 5.1 87M 5.32%
Interest-Bearing 1,324.6 0 0 0 0 0 0
Perpetual-Premium 1,233.6 4 1.00 1.94% 1.80 106M 7.95%
Perpetual-Discount 1,177.8 0 0 0 0 0 0

Index Constitution, 1997-10-31, Pre-rebalancing

Index Constitution, 1997-10-31, Post-rebalancing

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HIMI Preferred Indices : September 1997

Friday, February 16th, 2007

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

HIMI Index Values 1997-09-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,536.0 0 0 0 0 0 0
FixedFloater 1,544.9 6 2.00 3.05% 18.0 516M 5.10%
Floater 1,446.3 6 1.83 3.48% 18.0 154M 3.80%
OpRet 1,352.1 29 1.24 3.88% 4.3 107M 6.16%
SplitShare 1,357.4 2 1.51 4.57% 5.1 87M 5.28%
Interest-Bearing 1,352.1 0 0 0 0 0 0
Perpetual-Premium 1,226.3 4 1.00 2.04% 1.88 120M 7.96%
Perpetual-Discount 1,170.8 0 0 0 0 0 0

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HIMI Preferred Indices : August, 1997

Tuesday, January 30th, 2007

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

HIMI Index Values 1997-08-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,529.5 0 0 0 0 0 0
FixedFloater 1,530.2 6 2.00 3.25% 17.7 565M 5.13%
Floater 1,440.2 6 1.66 3.45% 18.3 92M 3.75%
OpRet 1,332.8 29 1.24 4.19% 4.3 95M 6.21%
SplitShare 1,340.3 2 1.51 4.80% 5.2 85M 5.35%
Interest-Bearing 1,332.8 0 0 0 0 0 0
Perpetual-Premium 1,222.8 4 1.00 2.12% 1.97 121M 7.94%
Perpetual-Discount 1,167.5 0 0 0 0 0 0

Index Constitution, 1997-08-29, Pre-Rebalancing

Index Constitution, 1997-08-29, Post-Rebalancing

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