Archive for the ‘HIMI Preferred Indices’ Category

HIMIPref™ Preferred Indices : June 2003

Friday, November 16th, 2007

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

HIMI Index Values 2003-6-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,381.2 1 2.00 -0.01% 0.08 182M 3.51%
FixedFloater 2,061.5 8 2.00 3.64% 16.9 125M 5.33%
Floater 1,722.9 7 1.85 3.93% 17.2 103M 4.20%
OpRet 1,672.6 29 1.24 3.71% 3.9 139M 5.06%
SplitShare 1,642.3 8 1.75 1.29% 0.8 54M 5.36%
Interest-Bearing 2,007.6 9 2.00 4.58% 1.2 146M 7.73%
Perpetual-Premium 1,292.2 27 1.52 5.09% 6.4 214M 5.55%
Perpetual-Discount 1,460.9 4 1.75 5.37% 14.8 284M 5.50%

Index Constitution, 2003-06-30, Pre-rebalancing

Index Constitution, 2003-06-30, Post-rebalancing

HIMIPref™ Preferred Indices : May, 2003

Wednesday, November 14th, 2007

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

HIMI Index Values 2003-5-30
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 -0.11% 0.08 233M 3.52%
FixedFloater 2,056.5 9 2.00 3.61% 17.1 78M 5.38%
Floater 1,705.8 7 1.85 3.95% 17.0 85M 4.23%
OpRet 1,664.7 27 1.26 2.86% 2.4 108M 5.14%
SplitShare 1,624.5 9 1.78 1.60% 0.8 54M 5.44%
Interest-Bearing 1,993.1 9 2.00 5.24% 1.3 137M 7.66%
Perpetual-Premium 1,284.9 23 1.43 5.03% 6.7 228M 5.52%
Perpetual-Discount 1,437.5 6 1.83 5.59% 14.3 221M 5.56%

Index Constitution, 2003-05-30, Pre-rebalancing

Index Constitution, 2003-05-30, Post-rebalancing

HIMIPref™ Preferred Indices : April, 2003

Monday, November 12th, 2007

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

HIMI Index Values 2003-4-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,380.6 1 2.00 -0.01% 0.08 317M 3.49%
FixedFloater 2,031.7 9 2.00 3.56% 17.1 86M 5.45%
Floater 1,705.0 7 1.85 3.90% 17.1 87M 4.22%
OpRet 1,624.6 30 1.26 3.98% 2.4 116M 5.36%
SplitShare 1,581.4 9 1.78 4.38% 3.7 50M 5.68%
Interest-Bearing 1,940.9 9 2.00 6.18% 1.4 142M 7.86%
Perpetual-Premium 1,237.7 18 1.39 5.57% 6.6 248M 5.71%
Perpetual-Discount 1,378.8 11 1.73 5.80% 14.1 114M 5.77%

Index Constitution, 2003-04-30, Pre-rebalancing

Index Constitution, 2003-04-30, Post-rebalancing

HIMIPref™ Preferred Indices : March 2003

Friday, November 9th, 2007

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

HIMI Index Values 2003-3-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,355.4 2 2.00 4.78% 0.08 517M 4.10%
FixedFloater 1,990.6 9 2.00 4.11% 16.1 82M 5.51%
Floater 1,687.0 6 1.82 3.63% 17.4 105M 4.10%
OpRet 1,610.7 29 1.27 4.10% 2.6 130M 5.39%
SplitShare 1,586.3 9 1.78 4.39% 3.8 55M 5.65%
Interest-Bearing 1,910.4 9 2.00 6.88% 1.4 151M 7.99%
Perpetual-Premium 1,218.6 13 1.38 5.74% 6.6 225M 5.85%
Perpetual-Discount 1,339.8 15 1.59 5.92% 14.0 165M 5.82%

Index Constitution, 2003-03-31, Pre-rebalancing

Index Constitution, 2003-03-31, Post-rebalancing

HIMIPref™ Preferred Indices : February 2003

Wednesday, November 7th, 2007

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

HIMI Index Values 2003-2-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,406.2 3 2.00 4.28% 14.6 184M 4.67%
FixedFloater 2,006.3 10 2.00 4.22% 16.1 95M 5.68%
Floater 1,630.4 6 1.82 3.65% 17.5 66M 4.00%
OpRet 1,601.3 29 1.27 3.95% 2.4 128M 5.46%
SplitShare 1,573.4 10 1.70 4.77% 3.8 43M 5.73%
Interest-Bearing 1,922.5 9 2.00 6.20% 1.5 128M 7.80%
Perpetual-Premium 1,214.1 12 1.49 5.73% 6.3 279M 5.84%
Perpetual-Discount 1,358.7 16 1.55 5.78% 14.2 207M 5.84%

Index Constitution, 2003-02-28, Pre-rebalancing

Index Constitution, 2003-02-28, Post-rebalancing

HIMIPref™ Preferred Indices : January 2003

Monday, November 5th, 2007

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

HIMI Index Values 2003-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,388.1 3 2.00 4.41% 16.6 177M 5.81%
FixedFloater 2,005.6 9 2.00 4.36% 15.8 101M 5.69%
Floater 1,602.7 6 1.82 3.89% 17.4 69M 4.07%
OpRet 1,609.1 27 1.26 3.59% 1.7 147M 5.55%
SplitShare 1,571.6 10 1.70 4.69% 3.9 43M 5.71%
Interest-Bearing 1,920.4 8 2.00 5.71% 1.6 131M 7.84%
Perpetual-Premium 1,225.4 19 1.47 5.57% 6.7 282M 5.67%
Perpetual-Discount 1,396.8 9 1.66 5.77% 14.1 137M 5.88%

Index Constitution, 2003-01-31, Pre-rebalancing

Index Constitution, 2003-01-31, Post-rebalancing

HIMIPref™ Preferred Indices : December, 2002

Friday, November 2nd, 2007

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

HIMI Index Values 2002-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,310.8 3 2.00 4.54% 16.4 137M 5.20%
FixedFloater 1,983.2 9 2.00 4.49% 15.6 112M 5.71%
Floater 1,475.2 6 1.82 4.22% 16.7 48M 4.40%
OpRet 1,596.8 31 1.22 4.20% 1.6 100M 5.68%
SplitShare 1,569.8 10 1.70 3.96% 1.7 48M 5.66%
Interest-Bearing 1,905.4 8 2.00 5.75% 1.7 129M 7.90%
Perpetual-Premium 1,218.0 17 1.47 5.51% 6.5 239M 5.69%
Perpetual-Discount 1,381.7 10 1.70 5.71% 14.3 102M 5.87%

Index Constitution, 2002-12-31, Pre-rebalancing

Index Constitution, 2002-12-31, Post-rebalancing

HIMIPref™ Preferred Indices : November, 2002

Thursday, November 1st, 2007

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

HIMI Index Values 2002-11-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,326.6 3 2.00 4.59% 16.3 140M 5.13%
FixedFloater 1,939.6 10 2.00 4.51% 15.7 102M 5.69%
Floater 1,483.4 5 1.80 4.18% 16.6 31M 4.29%
OpRet 1,582.7 29 1.24 4.03% 2.1 121M 5.58%
SplitShare 1,544.1 9 1.67 4.81% 4.0 58M 5.70%
Interest-Bearing 1,872.7 11 2.00 6.97% 1.9 129M 7.85%
Perpetual-Premium 1,198.5 9 1.33 5.44% 6.4 154M 5.84%
Perpetual-Discount 1,357.2 14 1.64 5.77% 14.1 157M 5.80%

Index Constitution, 2002-11-29, Pre-rebalancing

Index Constitution, 2002-11-29, Post-rebalancing

HIMIPref™ Indices : October 2002

Tuesday, October 30th, 2007

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

HIMI Index Values 2002-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,345.0 3 2.00 4.55% 16.4 171M 4.97%
FixedFloater 1,937.2 8 2.00 4.29% 16.0 141M 5.75%
Floater 1,497.8 5 1.80 4.12% 17.1 30M 4.23%
OpRet 1,579.2 30 1.23 3.73% 2.0 75M 5.64%
SplitShare 1,541.7 8 1.62 4.87% 4.9 65M 5.57%
Interest-Bearing 1,871.0 11 2.00 6.91% 2.0 132M 7.85%
Perpetual-Premium 1,196.3 12 1.50 5.61% 6.4 148M 5.79%
Perpetual-Discount 1,370.0 11 1.53 5.65% 14.3 182M 5.78%

Index Constitution, 2002-10-31, Pre-rebalancing

Index Constitution, 2002-10-31, Post-rebalancing

HIMIPref™ Preferred Indices : September 2002

Monday, October 29th, 2007

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

HIMI Index Values 2002-9-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,299.5 4 2.00 4.46% 16.6 108M 4.64%
FixedFloater 1,895.9 8 2.00 4.21% 16.0 135M 5.83%
Floater 1,513.2 2 1.55 -0.16% 0.1 120M 4.15%
OpRet 1,583.8 28 1.25 3.65% 2.0 84M 5.50%
SplitShare 1,534.0 9 1.66 4.68% 5.0 59M 5.74%
Interest-Bearing 1,882.4 11 2.00 6.65% 2.0 132M 7.81%
Perpetual-Premium 1,207.0 14 1.43 5.36% 6.6 177M 5.60%
Perpetual-Discount 1,365.1 8 1.74 5.58% 14.2 113M 5.94%

Index Constitution, 2002-09-30, Pre-rebalancing

Index Constitution, 2002-09-30, Post-rebalancing