Archive for the ‘HIMI Preferred Indices’ Category

« Older Entries
Newer Entries »

HIMI Preferred Indices : July, 1997

Friday, January 26th, 2007

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

HIMI Index Values 1997-07-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,521.7 0 0 0 0 0 0
FixedFloater 1,529.5 6 2.00 3.46% 17.3 460M 5.12%
Floater 1,432.8 7 1.70 3.54% 17.9 95M 3.77%
OpRet 1,330.5 28 1.21 4.07% 4.4 104M 6.18%
SplitShare 1,341.1 2 1.50 4.85% 5.3 94M 5.35%
Interest-Bearing 1,330.5 0 0 0 0 0 0
Perpetual-Premium 1,221.0 4 1.00 2.27% 2.0 122M 7.91%
Perpetual-Discount 1,165.8 0 0 0 0 0 0

Index Constitution, 1997-07-31, Pre-Rebalancing

Index Constitution, 1997-07-31, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : June, 1997

Thursday, January 25th, 2007

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

HIMI Index Values 1997-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,492.1 0 0 0 0 0 0
FixedFloater 1,504.6 6 2.00 3.91% 16.7 534M 5.18%
Floater 1,405.0 7 1.70 3.55% 17.9 62M 3.83%
OpRet 1,306.4 29 1.24 4.59% 4.6 96M 6.30%
SplitShare 1,301.7 2 1.50 5.46% 5.2 100M 5.47%
Interest-Bearing 1,306.4 0 0 0 0 0 0
Perpetual-Premium 1,211.2 4 1.00 2.85% 2.1 99M 7.94%
Perpetual-Discount 1,156.3 0 0 0 0 0 0

Index Constitution, 1997-06-30, Pre-Rebalancing

Index Constitution, 1997-06-30, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : May, 1997

Wednesday, January 24th, 2007

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

HIMI Index Values 1997-05-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,482.8 0 0 0 0 0 0
FixedFloater 1,465.5 5 2.00 3.83% 17.1 513M 5.20%
Floater 1,396.3 7 1.70 3.53% 17.8 70M 3.83%
OpRet 1,287.2 28 1.21 4.46% 4.5 97M 6.31%
SplitShare 1,283.2 1 2.00 5.33% 5.3 135M 5.64%
Interest-Bearing 1,287.2 0 0 0 0 0 0
Perpetual-Premium 1,198.6 4 1.00 3.30% 2.2 132M 7.98%
Perpetual-Discount 1,144.3 0 0 0 0 0 0

Index Constitution, 1997-05-30, Pre-Rebalancing

Index Constitution, 1997-05-30, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : April 1997

Tuesday, January 23rd, 2007

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

HIMI Index Values 1997-04-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,480.1 0 0 0 0 0 0
FixedFloater 1,438.8 4 2.00 3.61% 17.1 418M 5.22%
Floater 1,393.7 7 1.71 3.54% 17.9 77M 3.83%
OpRet 1,269.0 32 1.31 4.99% 4.5 97M 6.50%
SplitShare 1,262.2 1 2.00 5.72% 5.4 179M 5.73%
Interest-Bearing 1,269.0 0 0 0 0 0 0
Perpetual-Premium 1,192.0 4 1.00 3.59% 2.2 116M 7.98%
Perpetual-Discount 1,138.0 0 0 0 0 0 0

Index Constitution, 1997-04-30, Pre-Rebalancing

Index Constitution, 1997-04-30, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : March 1997

Monday, January 22nd, 2007

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

HIMI Index Values 1997-03-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,481.7 0 0 0 0 0 0
FixedFloater 1,446.8 4 2.00 3.34% 17.6 798M 5.19%
Floater 1,395.1 8 1.74 3.47% 18.5 48M 3.77%
OpRet 1,266.8 28 1.24 4.88% 4.6 91M 6.42%
SplitShare 1,252.4 1 2.00 5.78% 5.4 238M 5.69%
Interest-Bearing 1,266.8 0 0 0 0 0 0
Perpetual-Premium 1,193.5 4 1.00 3.46% 2.3 123M 7.93%
Perpetual-Discount 1,139.4 0 0 0 0 0 0

Index Constitution, 1997-03-31, Pre-Rebalancing

Index Constitution, 1997-03-31, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : February, 1997

Thursday, January 18th, 2007

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

HIMI Index Values 1997-02-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,492.3 0 0 0 0 0 0
FixedFloater 1,492.1 3 2.00 3.12% 17.9 1,145M 5.01%
Floater 1,405.2 7 1.71 3.45% 18.1 83M 3.77%
OpRet 1,282.9 27 1.25 4.57% 4.6 84M 6.37%
SplitShare 1,273.1 1 2.00 5.39% 5.5 370M 5.60%
Interest-Bearing 1,282.9 0 0 0 0 0 0
Perpetual-Premium 1,201.8 4 1.00 3.26% 2.4 108M 7.84%
Perpetual-Discount 1,147.4 0 0 0 0 0 0

Index Constitution, 1997-02-28, Pre-Rebalancing

Index Constitution, 1997-02-28, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : January, 1997

Wednesday, January 17th, 2007

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

HIMI Index Values 1997-01-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,483.7 0 0 0 0 0 0
FixedFloater 1,478.7 3 2.00 3.44% 17.3 2,140M 5.03%
Floater 1,397.0 7 1.71 3.43% 18.1 76M 3.78%
OpRet 1,267.3 27 1.29 4.88% 4.7 73M 6.44%
SplitShare 1,260.7 1 2.00 5.50% 5.6 534M 5.66%
Interest-Bearing 1,267.3 0 0 0 0 0 0
Perpetual-Premium 1,195.3 4 1.00 3.25% 2.4 88M 7.84%
Perpetual-Discount 1,141.2 0 0 0 0 0 0

Index Constitution, 1997-01-31, Pre-Rebalancing

Index Constitution, 1997-01-31, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : December, 1996

Tuesday, January 16th, 2007

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

HIMI Index Values 1996-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,483.1 0 0 0 0 0 0
FixedFloater 1,472.0 3 2.00 3.82% 16.7 4,418M 5.06%
Floater 1,396.5 8 1.74 3.45% 18.5 61M 3.74%
OpRet 1,257.1 27 1.29 4.80% 4.7 69M 6.44%
SplitShare 1,230.3 1 2.00 5.85% 5.6 838M 5.71%
Interest-Bearing 1,257.1 0 0 0 0 0 0
Perpetual-Premium 1,194.1 4 1.00 3.28% 2.5 98M 7.81%
Perpetual-Discount 1,140.1 0 0 0 0 0 0

Index Constitution, 1996-12-31, Pre-Rebalancing

Index Constitution, 1996-12-31, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : November, 1996

Monday, January 15th, 2007

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

HIMI Index Values 1996-11-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,479.0 0 0 0 0 0 0
FixedFloater 1,476.2 2 2.00 3.83% 16.6 8027M 5.05%
Floater 1,392.7 9 1.66 3.49% 18.2 68M 3.69%
OpRet 1,262.4 26 1.26 4.56% 4.8 82M 6.42%
SplitShare 1,266.9 1 2.00 5.23% 5.7 1,663M 5.54%
Interest-Bearing 1,262.4 0 0 0 0 0 0
Perpetual-Premium 1,195.4 5 1.00 3.42% 2.6 120M 7.89%
Perpetual-Discount 1,141.3 0 0 0 0 0 0

Index Constitution, 1996-11-29, Pre-Rebalancing

Index Constitution, 1996-11-29, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

HIMI Preferred Indices : October 1996

Friday, December 29th, 2006

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

HIMI Index Values 1996-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,448.3 0 0 0 0 0 0
FixedFloater 1,431.0 1 2.00 4.50% 15.7 175M 5.20%
Floater 1,363.7 7 1.55 3.66% 17.4 86M 3.99%
OpRet 1,239.4 26 1.30 4.71% 4.8 77M 6.54%
SplitShare 1,250.6 1 2.00 5.39% 5.7 3,085M 5.61%
Interest-Bearing 1,239.4 0 0 0 0 0 0
Perpetual-Premium 1,183.9 5 1.00 3.65% 2.6 127M 7.93%
Perpetual-Discount 1,130.3 0 0 0 0 0 0

Index Constitution, 1996-10-31, Pre-Rebalancing

Index Constitution, 1996-10-31, Post-Rebalancing

Posted in HIMI Preferred Indices | No Comments »

« Older Entries
Newer Entries »