Archive for the ‘HIMI Preferred Indices’ Category

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HIMIPref™ Preferred Indices : December 2005

Monday, January 28th, 2008

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

HIMI Index Values 2005-12-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,366.6 1 2.00 3.58% 18.4 46M 3.59%
FixedFloater 2,284.7 6 2.00 3.43% 2.1 89M 5.10%
Floater 2,058.5 4 2.00 -16.67% 0.1 40M 3.94%
OpRet 1,881.6 18 1.67 2.56% 3.1 87M 4.61%
SplitShare 1,950.8 14 1.93 3.30% 2.7 63M 5.03%
Interest-Bearing 2,323.4 7 2.00 4.80% 1.5 62M 6.74%
Perpetual-Premium 1,479.4 46 1.72 4.16% 4.4 121M 5.11%
Perpetual-Discount 1,632.5 0 0 0 0 0 0

Index Constitution, 2005-12-30, Pre-rebalancing

Index Constitution, 2005-12-30, Post-rebalancing

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HIMIPref™ Preferred Indices : November 2005

Friday, January 25th, 2008

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

HIMI Index Values 2005-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,355.2 1 2.00 3.65% 18.2 45M 3.66%
FixedFloater 2,258.8 6 2.00 3.20% 2.0 71M 5.40%
Floater 2,050.9 4 2.00 -22.71% 0.1 39M 3.98%
OpRet 1,888.9 18 1.68 2.34% 3.2 87M 4.57%
SplitShare 1,937.8 14 1.93 3.42% 2.8 61M 5.04%
Interest-Bearing 2,321.6 9 2.00 4.84% 1.1 77M 6.59%
Perpetual-Premium 1,466.1 46 1.72 4.31% 5.9 127M 5.12%
Perpetual-Discount 1,617.9 0 0 0 0 0 0

Index Constitution, 2005-11-30, Pre-rebalancing

Index Constitution, 2005-11-30, Post-rebalancing

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HIMIPref™ Preferred Indices : October 2005

Wednesday, January 23rd, 2008

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

HIMI Index Values 2005-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,357.9 1 2.00 3.09% 19.5 56M 3.11%
FixedFloater 2,271.7 7 2.00 2.98% 2.1 59M 5.37%
Floater 2,022.2 4 2.00 -16.67% 0.1 48M 3.78%
OpRet 1,867.5 19 1.64 2.68% 3.2 93M 4.62%
SplitShare 1,906.3 14 1.86 3.61% 3.7 56M 5.11%
Interest-Bearing 2,283.7 9 2.00 5.24% 1.6 74M 6.60%
Perpetual-Premium 1,429.3 35 1.77 4.80% 5.3 88M 5.37%
Perpetual-Discount 1,557.6 5 1.56 4.90% 15.6 744M 4.89%

Index Constitution, 2005-10-31, Pre-rebalancing

Index Constitution, 2005-10-31, Post-rebalancing

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HIMIPref™ Preferred Indices : September 2005

Tuesday, January 22nd, 2008

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

HIMI Index Values 2005-9-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,355.8 1 2.00 2.66% 20.6 74M 2.69%
FixedFloater 2,281.8 8 2.00 2.21% 1.9 59M 5.32%
Floater 2,028.8 5 2.00 -9.46% 0.1 46M 3.47%
OpRet 1,869.2 19 1.64 2.57% 3.0 82M 4.60%
SplitShare 1,912.8 13 1.92 3.66% 3.8 64M 5.13%
Interest-Bearing 2,322.9 9 2.00 3.56% 1.3 73M 6.49%
Perpetual-Premium 1,433.4 39 1.74 4.63% 5.4 88M 5.32%
Perpetual-Discount 1,572.2 5 1.40 4.84% 15.8 960M 4.82%

Index Constitution, 2005-9-30, Pre-rebalancing

Index Constitution, 2005-9-30, Post-rebalancing

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HIMIPref™ Preferred Indices: August 2005

Monday, January 21st, 2008

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

HIMI Index Values 2005-8-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,355.8 1 2.00 2.73% 20.4 85M 2.75%
FixedFloater 2,256.0 7 2.00 2.67% 2.0 58M 5.35%
Floater 2,023.0 5 2.00 -4.80% 0.1 44M 3.28%
OpRet 1,858.9 19 1.64 2.65% 3.1 79M 4.61%
SplitShare 1,901.3 15 1.94 3.67% 2.7 51M 5.11%
Interest-Bearing 2,302.8 9 2.00 4.29% 1.3 70M 6.46%
Perpetual-Premium 1,423.7 38 1.76 4.67% 5.3 91M 5.32%
Perpetual-Discount 1,562.4 5 1.40 4.88% 15.7 1,257M 4.83%

Index Constitution, 2005-8-31, Pre-rebalancing

Index Constitution, 2005-8-31, Post-rebalancing

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HIMIPref™ Preferred Indices: July 2005

Friday, January 18th, 2008

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

HIMI Index Values 2005-7-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,353.1 1 2.00 2.77% 20.3 95M 2.79%
FixedFloater 2,254.3 7 2.00 2.56% 2.3 61M 5.35%
Floater 2,012.4 6 2.00 -8.08% 0.1 36M 3.27%
OpRet 1,842.5 20 1.51 3.00% 3.1 81M 4.68%
SplitShare 1,893.4 16 1.88 3.47% 3.1 58M 5.12%
Interest-Bearing 2,291.9 9 2.00 3.86% 1.4 74M 6.48%
Perpetual-Premium 1,411.9 38 1.58 4.78% 5.4 87M 5.36%
Perpetual-Discount 1,554.2 5 1.20 4.86% 15.7 1,350M 5.14%

Index Constitution, 2005-7-29, Pre-rebalancing

Index Constitution, 2005-7-29, Post-rebalancing

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HIMIPref™ Preferred Indices : June 2005

Friday, January 18th, 2008

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

HIMI Index Values 2005-6-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,353.1 1 2.00 2.49% 21.0 91M 2.52%
FixedFloater 2,250.9 7 2.00 2.41% 5.9 64M 5.33%
Floater 2,007.3 6 2.00 -7.15% 0.1 47M 3.27%
OpRet 1,842.2 20 1.51 2.96% 3.2 87M 4.67%
SplitShare 1,886.6 16 1.94 3.50% 3.1 62M 5.07%
Interest-Bearing 2,291.6 8 2.00 4.41% 1.6 83M 6.57%
Perpetual-Premium 1,414.9 40 1.57 4.65% 3.5 84M 5.37%
Perpetual-Discount 1,567.9 3 1.00 4.78% 15.8 2,104M 4.78%

Index Constitution, 2005-6-30, Pre-rebalancing

Index Constitution, 2005-6-30, Post-rebalancing

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HIMIPref™ Preferred Indices : May 2005

Wednesday, January 16th, 2008

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

HIMI Index Values 2005-5-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,348.7 1 2.00 2.64% 20.7 81M 2.66%
FixedFloater 2,244.0 8 2.00 2.59% 19.3 58M 5.33%
Floater 2,007.0 6 2.00 -2.42% 0.1 51M 3.27%
OpRet 1,828.3 18 1.51 2.88% 3.6 97M 4.60%
SplitShare 1,877.6 15 2.00 3.60% 2.5 87M 5.06%
Interest-Bearing 2,257.6 9 2.00 4.71% 1.7 82M 6.48%
Perpetual-Premium 1,395.9 38 1.63 4.79% 5.1 94M 5.42%
Perpetual-Discount 1,556.2 4 1.25 4.89% 15.7 1,267M 4.80%

Index Constitution, 2005-5-31, Pre-rebalancing

Index Constitution, 2005-5-31, Post-rebalancing

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HIMIPref™ Preferred Indices : April 2005

Tuesday, January 15th, 2008

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

HIMI Index Values 2005-4-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,347.1 1 2.00 2.65% 20.6 92M 2.67%
FixedFloater 2,247.5 7 2.00 2.41% 2.5 67M 5.30%
Floater 2,002.2 6 2.00 -2.90% 0.1 56M 3.27%
OpRet 1,805.6 19 1.54 3.41% 3.3 88M 4.68%
SplitShare 1,849.8 15 1.93 4.13% 4.1 87M 5.04%
Interest-Bearing 2,224.3 9 2.00 5.24% 1.7 98M 6.57%
Perpetual-Premium 1,380.1 36 1.64 4.96% 5.5 93M 5.50%
Perpetual-Discount 1,513.0 6 1.33 4.96% 15.5 2,064M 4.98%

Index Constitution, 2005-4-29, Pre-rebalancing

Index Constitution, 2005-4-29, Post-rebalancing

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HIMIPref™ Preferred Indices : March 2005

Monday, January 14th, 2008

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

HIMI Index Values 2005-3-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,353.1 1 2.00 2.63% 20.7 104M 2.65%
FixedFloater 2,245.0 8 2.00 2.48% 2.3 72M 5.29%
Floater 1,989.4 5 2.00 -2.42% 0.1 60M 3.29%
OpRet 1,808.4 20 1.51 3.16% 3.7 85M 4.70%
SplitShare 1,838.8 15 1.87 4.10% 4.2 89M 5.07%
Interest-Bearing 2,202.6 9 2.00 5.43% 1.8 113M 6.64%
Perpetual-Premium 1,376.1 34 1.62 5.02% 5.6 101M 5.50%
Perpetual-Discount 1,504.9 6 1.34 5.04% 15.4 2,385M 5.06%

Index Constitution, 2005-3-31, Pre-rebalancing

Index Constitution, 2005-3-31, Post-rebalancing

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