Archive for the ‘HIMI Preferred Indices’ Category

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HIMIPref™ Preferred Indices : April 2004

Thursday, November 29th, 2007

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

HIMI Index Values 2004-04-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,360.6 1 2.00 2.44% 21.2 65M 2.46%
FixedFloater 2,163.2 8 2.00 2.34% 19.7 77M 5.29%
Floater 1,952.8 7 1.85 0.00% 0.09 61M 3.24%
OpRet 1,700.7 23 1.44 4.03% 4.0 121M 4.95%
SplitShare 1,725.3 14 1.79 4.40% 3.3 61M 5.34%
Interest-Bearing 2,084.6 10 2.00 5.95% 2.4 135M 7.33%
Perpetual-Premium 1,318.9 25 1.52 5.51% 6.2 168M 5.69%
Perpetual-Discount 1,518.9 7 0 0 0 0 0

Index Constitution, 2004-04-30, Pre-rebalancing

Index Constitution, 2004-04-30, Post-rebalancing

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HIMIPref™ Preferred Indices : March 2004

Wednesday, November 28th, 2007

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

HIMI Index Values 2004-03-31
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 2.51% 21.0 77M 2.53%
FixedFloater 2,197.4 8 2.00 2.33% 19.4 65M 5.17%
Floater 1,954.3 7 2.00 0.00% 0.10 76M 3.04%
OpRet 1,768.0 23 1.44 2.89% 3.8 117M 4.75%
SplitShare 1,773.2 14 1.78 3.47% 3.9 57M 5.19%
Interest-Bearing 2,138.1 10 2.00 3.80% 1.0 133M 7.15%
Perpetual-Premium 1,391.6 32 1.65 4.18% 3.7 139M 5.34%
Perpetual-Discount 1,602.5 0 0 0 0 0 0

Index Constitution, 2004-03-31, Pre-rebalancing

Index Constitution, 2004-03-31, Post-rebalancing

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HIMIPref™ Preferred Indices : February, 2004

Tuesday, November 27th, 2007

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

HIMI Index Values 2004-02-27
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,358.5 1 2.00 2.55% 20.9 83M 2.57%
FixedFloater 2,199.0 8 2.00 2.41% 18.9 60M 5.14%
Floater 1,943.7 7 2.00 0.00% 0.10 89M 3.23%
OpRet 1,745.6 24 1.43 3.29% 3.9 120M 4.80%
SplitShare 1,740.6 14 1.78 2.84% 3.0 41M 5.42%
Interest-Bearing 2,111.9 10 2.00 4.42% 0.7 122M 7.37%
Perpetual-Premium 1,379.6 32 1.65 4.40% 3.8 150M 5.35%
Perpetual-Discount 1,588.7 0 0 0 0 0 0

Index Constitution, 2004-02-27, Pre-rebalancing

Index Constitution, 2004-02-27, Post-rebalancing

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HIMIPref™ Preferred Indices : January, 2004

Monday, November 26th, 2007

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

HIMI Index Values 2004-01-30
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 2.72% 20.5 68M 2.73%
FixedFloater 2,183.0 8 2.00 2.60% 18.5 69M 5.18%
Floater 1,922.4 6 2.00 3.00% 19.2 88M 3.29%
OpRet 1,733.3 24 1.42 3.47% 3.9 121M 4.82%
SplitShare 1,708.1 10 1.90 3.78% 1.6 57M 5.63%
Interest-Bearing 2,100.2 9 2.00 4.32% 0.7 116M 7.56%
Perpetual-Premium 1,362.5 31 1.64 4.64% 4.2 144M 5.40%
Perpetual-Discount 1,569.0 0 0 0 0 0 0

Index Constitution, 2004-01-30, Pre-rebalancing

Index Constitution, 2004-01-30, Post-rebalancing

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HIMIPref™ Preferred Indices : December, 2003

Monday, November 26th, 2007

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

HIMI Index Values 2003-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,374.1 1 2.00 2.94% 19.9 65M 2.96%
FixedFloater 2,154.8 8 2.00 2.88% 18.2 75M 5.21%
Floater 1,921.9 6 2.00 3.19% 18.7 99M 3.48%
OpRet 1,715.8 27 1.45 3.70% 3.6 96M 4.49%
SplitShare 1,698.6 12 1.75 3.87% 3.2 44M 5.54%
Interest-Bearing 2,091.2 9 2.00 4.39% 0.8 123M 7.59%
Perpetual-Premium 1,347.6 32 1.68 4.84% 5.8 156M 5.44%
Perpetual-Discount 1,551.9 0 0 0 0 0 0

Index Constitution, 2003-12-31, Pre-rebalancing

Index Constitution, 2003-12-31, Post-rebalancing

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HIMIPref™ Preferred Indices: November 2003

Thursday, November 22nd, 2007

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

HIMI Index Values 2003-11-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,376.9 1 2.00 2.40% 0.08 82M 3.00%
FixedFloater 2,112.1 8 2.00 3.03% 18.0 55M 5.29%
Floater 1,873.2 6 2.00 3.21% 18.6 91M 3.56%
OpRet 1,696.9 27 1.45 3.62% 3.6 112M 4.97%
SplitShare 1,677.7 11 1.82 3.80% 3.7 42M 5.63%
Interest-Bearing 2,055.4 9 2.00 5.35% 0.8 133M 7.59%
Perpetual-Premium 1,325.7 32 1.65 5.10% 6.2 142M 5.51%
Perpetual-Discount 1,522.9 1 2.00 5.52% 14.3 152M 5.53%

Index Constitution, 2003-11-28, Pre-rebalancing

Index Constitution, 2003-11-28, Post-rebalancing

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HIMIPref™ Preferred Indices: October 2003

Wednesday, November 21st, 2007

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

HIMI Index Values 2003-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,368.7 1 2.00 2.99% 19.8 82M 3.00%
FixedFloater 2,113.0 8 2.00 2.95% 18.5 60M 5.29%
Floater 1,852.0 7 2.00 3.34% 18.5 88M 3.56%
OpRet 1,694.0 27 1.45 3.58% 3.7 122M 4.97%
SplitShare 1,651.1 9 1.78 3.91% 3.3 37M 5.52%
Interest-Bearing 2,066.0 9 2.00 3.56% 0.9 130M 7.55%
Perpetual-Premium 1,317.8 32 1.65 5.15% 6.3 140M 5.52%
Perpetual-Discount 1,510.6 1 2.00 5.54% 14.4 132M 5.58%

Index Constitution, 2003-10-31, Pre-rebalancing

Index Constitution, 2003-10-31, Post-rebalancing

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HIMIPref™ Preferred Indices : September 2003

Wednesday, November 21st, 2007

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

HIMI Index Values 2003-9-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,376.9 1 2.00 2.40% 0.08 86M 3.19%
FixedFloater 2,095.6 8 2.00 3.18% 17.8 60M 5.30%
Floater 1,839.7 7 2.00 3.30% 18.3 98M 3.57%
OpRet 1,687.9 27 1.44 3.57% 3.8 130M 4.96%
SplitShare 1,632.7 9 1.78 3.63% 2.2 39M 5.57%
Interest-Bearing 2,052.3 9 2.00 4.37% 1.0 154M 7.60%
Perpetual-Premium 1,306.4 29 1.62 5.23% 6.5 172M 5.54%
Perpetual-Discount 1,498.3 3 2.00 5.52% 14.5 129M 5.62%

Index Constitution, 2003-09-30, Pre-rebalancing

Index Constitution, 2003-09-30, Post-rebalancing

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HIMIPref™ Preferred Indices : August 2003

Monday, November 19th, 2007

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

HIMI Index Values 2003-8-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,393.1 1 2.00 -0.12% 0.08 121M 3.25%
FixedFloater 2,080.2 8 2.00 3.36% 17.5 57M 5.31%
Floater 1,773.3 7 2.00 3.60% 17.9 59M 3.90%
OpRet 1,666.4 27 1.45 3.96% 4.2 133M 5.00%
SplitShare 1,639.5 9 1.78 3.87% 2.0 37M 5.39%
Interest-Bearing 2,026.3 9 2.00 4.88% 1.1 153M 7.57%
Perpetual-Premium 1,292.8 28 1.64 5.27% 6.5 175M 5.58%
Perpetual-Discount 1,484.2 3 2.00 5.57% 14.3 118M 5.51%

Index Constitution, 2003-08-29, Pre-rebalancing

Index Constitution, 2003-08-29, Post-rebalancing

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HIMIPref™ Preferred Indices : July 2003

Monday, November 19th, 2007

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

HIMI Index Values 2003-7-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,390.4 1 2.00 -0.09% 0.08 141M 3.31%
FixedFloater 2,080.0 8 2.00 3.38% 17.7 86M 5.31%
Floater 1,741.8 7 2.00 3.66% 17.7 76M 3.97%
OpRet 1,660.8 29 1.41 4.10% 3.9 142M 5.11%
SplitShare 1,623.4 8 1.75 3.89% 3.5 44M 5.43%
Interest-Bearing 2,010.5 9 2.00 4.88% 1.2 155M 7.72%
Perpetual-Premium 1,284.0 27 1.62 5.30% 6.6 203M 5.59%
Perpetual-Discount 1,472.6 3 2.00 5.67% 14.4 119M 5.55%

Index Constitution, 2003-07-31, Pre-rebalancing

Index Constitution, 2003-07-31, Post-rebalancing

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