Archive for the ‘HIMI Preferred Indices’ Category

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HIMI Preferred Indices : January, 1995

Friday, November 10th, 2006

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

HIMI Index Values 1995-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,108.0 0 0 0 0 0 0
FixedFloater 1,108.0 0 0 0 0 0 0
Floater 1,045.6 4 1.44 7.36% 12.1 108M 8.40%
OpRet 955.6 19 1.30 7.65% 5.8 67M 7.50%
SplitShare 955.6 0 0 0 0 0 0
Interest-Bearing 955.6 0 0 0 0 0 0
Perpetual-Premium 1,003.0 5 1.19 7.60% 3.9 50M 8.56%
Perpetual-Discount 972.8 1 1.00 7.65% 11.8 40M 7.63%

Index Constitution, 1995-1-31, Pre-Rebalancing

Index Constitution, 1995-1-31, Post-Rebalancing

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HIMI Preferred Indices : December, 1994

Thursday, November 9th, 2006

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

HIMI Index Values 1994-12-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,106.9 0 0 0 0 0 0
FixedFloater 1,106.9 0 0 0 0 0 0
Floater 1,044.5 4 1.45 6.33% 13.4 97M 7.55%
OpRet 975.3 20 1.29 7.19% 5.2 71M 7.35%
SplitShare 975.3 0 0 0 0 0 0
Interest-Bearing 975.3 0 0 0 0 0 0
Perpetual-Premium 1,028.1 5 1.19 6.84% 3.9 53M 8.32%
Perpetual-Discount 1,011.2 1 1.00 7.46% 11.9 39M 7.34%

Index Constitution, 1994-12-30, Pre-Rebalancing

Index Constitution, 1994-12-30, Post-Rebalancing

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HIMI Preferred Indices : November, 1994

Wednesday, November 8th, 2006

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

HIMI Index Values 1994-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,092.2 0 0 0 0 0 0
FixedFloater 1,092.2 0 0 0 0 0 0
Floater 1,030.6 4 1.45 5.63% 14.4 109M 6.75%
OpRet 972.8 20 1.34 7.24% 5.3 68M 7.34%
SplitShare 972.8 0 0 0 0 0 0
Interest-Bearing 972.8 0 0 0 0 0 0
Perpetual-Premium 1,023.1 5 1.19 7.03% 4.0 64M 8.29%
Perpetual-Discount 1,011.2 1 1.00 7.41% 12.1 43M 7.34%

Index Constitution, 1994-11-30, Pre-Rebalancing

Index Constitution, 1994-11-30, Post-Rebalancing

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HIMI Preferred Indices : October, 1994

Tuesday, October 31st, 2006

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

HIMI Index Values 1994-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,086.0 0 0 0 0 0 0
FixedFloater 1,086.0 0 0 0 0 0 0
Floater 1,024.8 3 1.33 5.63% 14.4 94M 6.36%
OpRet 969.1 17 1.34 7.21% 5.3 73M 7.30%
SplitShare 969.1 0 0 0 0 0 0
Interest-Bearing 969.1 0 0 0 0 0 0
Perpetual-Premium 1,015.2 5 1.19 6.94% 4.0 56M 8.32%
Perpetual-Discount 1,004.8 1 1.00 7.40% 12.1 44M 7.39%

Index Constitution, 1994-10-31, Pre-Rebalancing

Index Constitution, 1994-10-31, Post-Rebalancing

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HIMI Preferred Indices : September 30, 1994

Thursday, October 26th, 2006

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

HIMI Index Values 1994-9-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,068.3 0 0 0 0 0 0
FixedFloater 1,068.3 0 0 0 0 0 0
Floater 1,008.0 5 1.36 5.99% 13.9 43M 6.63%
OpRet 969.6 17 1.34 7.14% 5.4 80M 7.36%
SplitShare 969.6 0 0 0 0 0 0
Interest-Bearing 969.6 0 0 0 0 0 0
Perpetual-Premium 1,003.1 6 1.16 6.86% 4.1 47M 8.36%
Perpetual-Discount 1,017.6 1 0 0 0 0 0

Index Constitution, 1994-09-30, Pre-Rebalancing

Index Constitution, 1994-09-30, Post-Rebalancing

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HIMI Preferred Indices : August 31, 1994

Wednesday, October 25th, 2006

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

HIMI Index Values 1994-8-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,063.6 0 0 0 0 0 0
FixedFloater 1,063.6 0 0 0 0 0 0
Floater 1,003.7 4 1.25 5.83% 14.9 132M 6.46%
OpRet 968.9 18 1.32 6.93% 5.4 87M 7.33%
SplitShare 968.9 0 0 0 0 0 0
Interest-Bearing 968.9 0 0 0 0 0 0
Perpetual-Premium 1,001.0 7 1.14 6.66% 4.1 55M 8.16%
Perpetual-Discount 1,015.4 0 0 0 0 0 0

Index Constitution, 1994-08-31, Pre-Rebalancing

Index Constitution, 1994-08-31, Post-Rebalancing

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HIMI Preferred Indices : July 29, 1994

Tuesday, October 24th, 2006

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

HIMI Index Values 1994-7-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,058.3 0 0 0 0 0 0
FixedFloater 1,058.3 0 0 0 0 0 0
Floater 998.7 5 1.36 6.26% 13.6 63M 7.10%
OpRet 946.0 18 1.32 7.22% 5.5 102M 7.56%
SplitShare 946.0 0 0 0 0 0 0
Interest-Bearing 946.0 0 0 0 0 0 0
Perpetual-Premium 969.6 6 1.16 7.37% 4.2 80M 8.52%
Perpetual-Discount 986.0 1 1.00 7.50% 12.0 65M 7.48%

Index Constitution, 1994-07-29, Pre-Rebalancing

Index Constitution, 1994-07-29, Post-Rebalancing

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HIMI Preferred Indices : June 30, 1994

Monday, October 23rd, 2006

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

HIMI Index Values 1994-6-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,062.8 0 0 0 0 0 0
FixedFloater 1,062.8 0 0 0 0 0 0
Floater 1,002.9 6 1.47 6.54% 13.1 95M 7.21%
OpRet 943.2 18 1.32 7.31% 5.4 134M 7.52%
SplitShare 943.2 0 0 0 0 0 0
Interest-Bearing 943.2 0 0 0 0 0 0
Perpetual-Premium 970.0 6 1.16 7.21% 4.2 69M 8.49%
Perpetual-Discount 973.3 1 0 0 0 0 0

Index Constitution, 1994-06-30, Pre-Rebalancing

Index Constitution, 1994-06-30, Post-Rebalancing

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HIMI Preferred Indices : May 31, 1994

Friday, October 20th, 2006

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

HIMI Index Values 1994-5-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,067.0 0 0 0 0 0 0
FixedFloater 1,067.0 0 0 0 0 0 0
Floater 1,006.8 6 1.48 5.41% 14.7 125M 6.10%
OpRet 968.9 18 1.32 6.76% 5.6 105M 7.26%
SplitShare 968.9 0 0 0 0 0 0
Interest-Bearing 968.9 0 0 0 0 0 0
Perpetual-Premium 993.4 7 1.14 7.07% 4.3 73M 8.12%
Perpetual-Discount 996.8 0 0 0 0 0 0

Index Constitution, 1994-05-31, Pre-Rebalancing

IndexConstitution, 1994-05-31, Post-Rebalancing

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HIMI Preferred Indices : April 1994

Thursday, October 19th, 2006

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

HIMI Index Values 1994-4-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,077.7 1 1.00 4.58% 16.4 25M 4.54%
FixedFloater 1,077.7 0 0 0 0 0 0
Floater 1,028.9 7 1.55 5.84% 14.2 154M 6.08%
OpRet 966.2 19 1.30 6.72% 5.7 125M 7.26%
SplitShare 966.2 0 0 0 0 0 0
Interest-Bearing 966.2 0 0 0 0 0 0
Perpetual-Premium 998.4 7 1.14 6.15% 3.46 73M 8.03%
Perpetual-Discount 1,001.8 0 0 0 0 0 0

Index Constitution, 1994-04-29, Pre-Rebalancing

Index Constitution, 1994-04-29, Post-Rebalancing

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