Archive for the ‘HIMI Preferred Indices’ Category

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HIMIPref™ Preferred Indices : February 2005

Monday, December 31st, 2007

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

HIMI Index Values 2005-2-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,352.5 1 2.00 2.51% 21.0 131M 2.53%
FixedFloater 2,240.6 8 2.00 2.39% 19.4 73M 5.28%
Floater 1,994.5 5 2.00 -2.42% 0.10 53M 3.28%
OpRet 1,818.9 20 1.51 2.89% 3.5 94M 4.65%
SplitShare 1,855.8 15 1.93 3.82% 3.4 89M 5.01%
Interest-Bearing 2,237.8 8 2.00 4.01% 1.9 97M 6.51%
Perpetual-Premium 1,394.2 35 1.63 4.68% 4.6 106M 5.39%
Perpetual-Discount 1,573.1 2 1.00 4.87 15.7 13,061M 4.90%

Index Constitution, 2005-2-28, Pre-rebalancing

Index Constitution, 2005-2-28, Post-rebalancing

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HIMIPref™ Preferred Indices : January 2005

Thursday, December 20th, 2007

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

HIMI Index Values 2005-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.4 1 2.00 2.44% 21.2 101M 2.46%
FixedFloater 2,251.3 8 2.00 2.30% 1.8 70M 5.25%
Floater 1,990.5 5 2.00 -5.27% 0.08 50M 3.28%
OpRet 1,822.7 20 1.51 2.75% 3.5 89M 4.63%
SplitShare 1,855.6 13 1.92 3.23% 3.5 92M 4.95%
Interest-Bearing 2,237.7 8 2.00 3.97% 2.0 94M 6.51%
Perpetual-Premium 1,405.8 35 1.63 4.31% 3.1 107M 5.34%
Perpetual-Discount 1,670.3 0 0 0 0 0 0

Index Constitution, 2005-1-31, Pre-rebalancing

Index Constitution, 2005-1-31, Post-rebalancing

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HIMIPref™ Preferred Indices : December 2004

Wednesday, December 19th, 2007

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

HIMI Index Values 2004-12-31
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 2.59% 20.8 108M 2.61%
FixedFloater 2,243.3 8 2.00 2.49% 19.2 60M 5.24%
Floater 1,978.6 6 2.00 -5.74% 0.08 51M 3.28%
OpRet 1,815.6 20 1.51 2.88% 3.6 76M 4.63%
SplitShare 1,849.9 14 1.93 3.38% 2.8 97M 5.01%
Interest-Bearing 2,250.6 8 2.00 3.44% 2.0 86M 6.47%
Perpetual-Premium 1,446.3 35 1.63 4.11% 3.1 106M 5.34%
Perpetual-Discount 1,718.5 0 0 0 0 0 0

Index Constitution, 2004-12-31, Pre-rebalancing

Index Constitution, 2004-12-31, Post-rebalancing

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HIMIPref™ Preferred Indices : November 2004

Tuesday, December 18th, 2007

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

HIMI Index Values 2004-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.9 1 2.00 2.75% 20.4 128M 2.76%
FixedFloater 2,229.7 8 2.00 2.51% 2.6 79M 5.24%
Floater 1,981.3 6 2.00 -4.80% 0.09 50M 3.27%
OpRet 1,794.0 20 1.51 3.18% 3.7 103M 4.66%
SplitShare 1,825.8 16 1.81 3.67% 3.3 78M 5.13%
Interest-Bearing 2,190.7 10 2.00 4.63% 2.0 120M 6.79%
Perpetual-Premium 1,418.3 35 1.63 4.60% 4.1 121M 5.41%
Perpetual-Discount 1,685.2 0 0 0 0 0 0

Index Constitution, 2004-11-30, Pre-rebalancing

Index Constitution, 2004-11-30, Post-rebalancing

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HIMIPref™ Preferred Indices : October 2004

Monday, December 17th, 2007

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

HIMI Index Values 2004-10-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,345.5 1 2.00 2.65% 20.7 98M 2.66%
FixedFloater 2,237.2 8 2.00 2.50% 2.0 71M 5.23%
Floater 1,972.1 6 2.00 -4.80% 0.09 51M 3.28%
OpRet 1,774.3 21 1.53 3.38% 3.6 106M 4.72%
SplitShare 1,803.6 13 1.77 4.20% 3.7 148M 5.07%
Interest-Bearing 2,197.3 9 2.00 4.24% 2.0 118M 6.82%
Perpetual-Premium 1,396.6 34 1.64 4.82% 5.5 137M 5.47%
Perpetual-Discount 1,659.4 0 0 0 0 0 0

Index Constitution, 2004-10-29, Pre-rebalancing

Index Constitution, 2004-10-29, Post-rebalancing

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HIMIPref™ Preferred Indices : September 2004

Friday, December 14th, 2007

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

HIMI Index Values 2004-09-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.4 1 2.00 2.66% 20.6 87M 2.67%
FixedFloater 2,208.7 8 2.00 2.51% 19.2 90M 5.25%
Floater 1,983.6 6 2.00 0.00% 0.08 50M 3.06%
OpRet 1,760.2 21 1.48 3.67% 3.7 98M 4.76%
SplitShare 1,792.6 14 1.79 3.94% 3.8 53M 5.13%
Interest-Bearing 2,184.4 10 2.00 4.66% 2.24 112M 7.03%
Perpetual-Premium 1,378.9 34 1.64 5.01% 5.9 146M 5.51%
Perpetual-Discount 1,638.4 0 0 0 0 0 0

Index Constitution, 2004-09-30, Pre-rebalancing

Index Constitution, 2004-09-30, Post-rebalancing

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HIMIPref™ Preferred Indices : August 2004

Thursday, December 13th, 2007

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

HIMI Index Values 2004-08-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,341.7 1 2.00 2.52% 21.0 67M 2.54%
FixedFloater 2,198.9 8 2.00 2.40% 19.7 75M 5.26%
Floater 1,949.8 6 2.00 2.63% 19.9 51M 2.91%
OpRet 1,753.3 21 1.48 3.46% 3.7 103M 4.76%
SplitShare 1,784.2 12 1.75 4.16% 3.8 65M 5.08%
Interest-Bearing 2,137.9 9 2.00 5.43% 1.0 136M 7.14%
Perpetual-Premium 1,374.5 32 1.62 4.99% 5.7 142M 5.51%
Perpetual-Discount 1,625.4 0 0 0 0 0 0

Index Constitution, 2004-08-31, Pre-rebalancing

Index Constitution, 2004-08-31, Post-rebalancing

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HIMIPref™ Preferred Indices : July 2004

Wednesday, December 12th, 2007

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

HIMI Index Values 2004-07-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.4 1 2.00 2.50% 21.0 65M 2.52%
FixedFloater 2,199.4 8 2.00 2.31% 19.7 66M 5.26%
Floater 1,949.3 6 2.00 0.00% 0.1 54M 2.91%
OpRet 1,741.1 22 1.46 3.77% 3.8 113M 4.80%
SplitShare 1,776.9 14 1.79 4.06% 3.6 56M 5.25%
Interest-Bearing 2,140.3 10 2.00 5.47% 0.7 110M 7.26%
Perpetual-Premium 1,362.0 31 1.61 5.08% 5.8 159M 5.55%
Perpetual-Discount 1,572.2 1 2.00 5.48% 14.5 135M 5.52%

Index Constitution, 2004-07-30, Pre-rebalancing

Index Constitution, 2004-07-30, Post-rebalancing

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HIMIPref™ Preferred Indices : June, 2004

Tuesday, December 11th, 2007

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

HIMI Index Values 2004-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.9 1 2.00 2.53% 21.0 79M 2.54%
FixedFloater 2,163.1 8 2.00 2.44% 19.5 76M 5.31%
Floater 1,956.4 6 2.00 0.00% 0.1 65M 2.89%
OpRet 1,717.8 22 1.46 3.95% 3.8 124M 4.85%
SplitShare 1,756.1 15 1.80 4.34% 3.7 73M 5.31%
Interest-Bearing 2,112.2 10 2.00 5.46% 0.8 125M 7.36%
Perpetual-Premium 1,332.6 26 1.54 5.39% 6.1 174M 5.65%
Perpetual-Discount 1,539.0 6 2.00 5.61% 14.4 143M 5.62%

Index Constitution, 2004-06-30, Pre-rebalancing

Index Constitution, 2004-06-30, Post-rebalancing

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HIMIPref™ Preferred Indices : May 2004

Friday, November 30th, 2007

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

HIMI Index Values 2004-05-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,352.5 1 2.00 2.50% 21.0 69M 2.52%
FixedFloater 2,151.8 8 2.00 2.45% 19.5 81M 5.32%
Floater 1,947.1 6 2.00 2.63% 20.0 65M 2.90%
OpRet 1,707.6 22 1.46 4.05% 3.9 136M 4.86%
SplitShare 1,734.1 16 1.81 4.58% 4.0 54M 5.44%
Interest-Bearing 2,089.1 10 2.00 6.08% 2.4 128M 7.32%
Perpetual-Premium 1,321.3 25 1.52 5.45% 6.1 173M 5.70%
Perpetual-Discount 1,523.0 7 2.00 5.64% 14.3 150M 5.55%

Index Constitution, 2004-05-31, Pre-rebalancing

Index Constitution, 2004-05-31, Post-rebalancing

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