Archive for the ‘HIMI Preferred Indices’ Category

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HIMIPref™ Preferred Indices : August 2002

Friday, October 26th, 2007

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

HIMI Index Values 2002-8-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,365.9 3 2.00 4.45% 16.6 209M 4.56%
FixedFloater 1,922.5 8 2.00 4.17% 16.3 134M 5.72%
Floater 1,512.6 4 1.74 3.85% 16.0 69M 4.35%
OpRet 1,574.6 29 1.24 4.01% 2.3 65M 5.56%
SplitShare 1,529.9 10 1.70 4.70% 2.0 52M 5.72%
Interest-Bearing 1,859.3 11 2.00 6.95% 2.0 137M 7.77%
Perpetual-Premium 1,202.4 10 1.50 5.48% 6.6 178M 5.66%
Perpetual-Discount 1,371.8 11 1.54 5.62% 14.3 174M 5.68%

Index Constitution, 2002-08-30, Pre-rebalancing

Index Constitution, 2002-08-30, Post-rebalancing

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HIMIPref™ Preferred Indices : July 2002

Wednesday, October 24th, 2007

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

HIMI Index Values 2002-7-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,514.2 2 2.00 4.14% 17.2 288M 4.15%
FixedFloater 1,945.9 9 2.00 4.05% 16.8 130M 5.63%
Floater 1,509.1 5 1.79 4.18% 16.4 41M 4.33%
OpRet 1,559.4 28 1.21 4.08% 2.2 85M 5.61%
SplitShare 1,495.7 10 1.69 5.05% 5.0 68M 5.86%
Interest-Bearing 1,835.9 11 2.00 7.39% 2.2 158M 7.86%
Perpetual-Premium 1,186.0 10 1.50 5.56% 6.6 149M 5.75%
Perpetual-Discount 1,352.6 12 1.58 5.72% 14.3 200M 5.75%

Index Constitution, 2002-07-31, Pre-rebalancing

Index Constitution, 2002-07-31, Post-rebalancing

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HIMIPref™ Preferred Indices : June 2002

Tuesday, October 23rd, 2007

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

HIMI Index Values 2002-6-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,526.8 3 1.66 3.98% 17.5 152M 3.84%
FixedFloater 1,926.9 9 2.00 3.92% 16.8 178M 5.64%
Floater 1,535.6 5 1.80 3.73% 17.1 61M 4.00%
OpRet 1,550.9 28 1.21 4.32% 2.4 102M 5.67%
SplitShare 1,514.5 13 1.76 5.75% 5.2 73M 6.24%
Interest-Bearing 1,830.2 11 2.00 7.05% 2.2 156M 7.89%
Perpetual-Premium 1,168.6 8 1.50 5.46% 6.6 186M 5.81%
Perpetual-Discount 1,335.3 13 1.62 5.84% 14.1 166M 5.80%

Index Constitution, 2002-06-28, Pre-rebalancing

Index Constitution, 2002-06-28, Post-rebalancing

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HIMIPref™ Preferred Indices : May 2002

Monday, October 22nd, 2007

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

HIMI Index Values 2002-5-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,526.6 2 2.00 3.76% 18.0 255M 3.77%
FixedFloater 1,903.8 9 2.00 3.81% 17.2 177M 5.68%
Floater 1,567.7 5 1.80 3.54% 17.8 64M 3.68%
OpRet 1,536.1 30 1.20 4.56% 2.2 85M 5.77%
SplitShare 1,555.1 11 1.91 5.80% 5.2 97M 6.19%
Interest-Bearing 1,784.1 11 2.00 7.68% 3.9 168M 7.95%
Perpetual-Premium 1,155.8 7 1.43 5.62% 6.7 202M 5.87%
Perpetual-Discount 1,317.2 14 1.65 5.85% 14.1 139M 5.81%

Index Constitution, 2002-05-31, Pre-rebalancing

Index Constitution, 2002-05-31, Post-rebalancing

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HIMIPref™ Preferred Indices : April 2002

Friday, October 19th, 2007

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

HIMI Index Values 2002-4-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,517.6 2 2.00 3.61% 18.3 190M 3.58%
FixedFloater 1,911.7 9 2.00 3.55% 17.4 156M 5.66%
Floater 1,582.1 5 1.80 3.45% 17.9 75M 3.64%
OpRet 1,520.5 31 1.19 4.71% 2.4 80M 5.80%
SplitShare 1,567.1 11 1.82 5.85% 5.3 103M 6.06%
Interest-Bearing 1,766.6 11 2.00 7.64% 2.4 187M 8.03%
Perpetual-Premium 1,145.3 4 1.25 5.63% 6.6 266M 6.01%
Perpetual-Discount 1,302.6 17 1.59 5.89% 14.0 173M 5.86%

Index Constitution, 2002-04-30, Pre-rebalancing

Index Constitution, 2002-04-30, Post-rebalancing

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HIMIPref™ Indices : March 2002

Thursday, October 18th, 2007

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

HIMI Index Values 2002-3-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,533.2 2 2.00 3.62% 18.3 155M 3.46%
FixedFloater 1,901.0 9 2.00 3.50% 17.7 125M 5.64%
Floater 1,581.1 5 1.79 3.19% 18.5 54M 3.41%
OpRet 1,516.4 30 1.17 4.36% 2.3 77M 5.89%
SplitShare 1,564.6 11 1.81 5.61% 5.3 110M 6.04%
Interest-Bearing 1,770.8 10 2.00 7.61% 2.4 155M 7.99%
Perpetual-Premium 1,159.1 6 1.33 5.51% 6.6 253M 5.85%
Perpetual-Discount 1,314.9 14 1.65 5.77% 14.2 186M 5.79%

Index Constitution, 2002-03-28, Pre-rebalancing

Index Constitution, 2002-03-28, Post-rebalancing

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HIMIPref™ Preferred Indices : February 2002

Wednesday, October 17th, 2007

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

HIMI Index Values 2002-2-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,532.1 2 2.00 3.12% 19.5 102M 3.40%
FixedFloater 1,943.8 8 2.00 3.52% 17.7 114M 5.50%
Floater 1,535.8 5 1.79 3.34% 18.1 35M 3.49%
OpRet 1,541.3 29 1.17 3.50% 2.4 93M 5.70%
SplitShare 1,562.9 7 2.00 5.35% 5.0 113M 6.03%
Interest-Bearing 1,759.6 10 2.00 7.63% 2.5 168M 7.89%
Perpetual-Premium 1,169.2 8 1.50 5.36% 6.7 197M 5.75%
Perpetual-Discount 1,332.2 11 1.54 5.67% 14.3 180M 5.62%

Index Constitution, 2002-02-28, Pre-rebalancing

Index Constitution, 2002-02-28, Post-rebalancing

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HIMIPref™ Preferred Indices : January, 2002

Tuesday, October 16th, 2007

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

HIMI Index Values 2002-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,513.5 2 2.00 3.33% 19.0 93M 3.63%
FixedFloater 1,943.4 8 2.00 3.21% 17.9 156M 5.50%
Floater 1,490.3 5 1.79 3.79% 17.7 33M 3.59%
OpRet 1,535.7 31 1.19 3.90% 2.4 92M 5.76%
SplitShare 1,559.9 9 1.89 5.50% 5.1 65M 6.02%
Interest-Bearing 1,752.2 9 2.00 7.14% 2.5 162M 7.94%
Perpetual-Premium 1,160.8 9 1.44 5.53% 6.9 204M 5.75%
Perpetual-Discount 1,326.0 10 1.60 5.68% 14.4 156M 5.66%

Index Constitution, 2002-01-31, Pre-rebalancing

Index Constitution, 2002-01-31, Post-rebalancing

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HIMIPref™ Indices : December, 2001

Tuesday, October 16th, 2007

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

HIMI Index Values 2001-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,596.8 1 2.00 3.44% 18.7 96M 3.44%
FixedFloater 1,896.2 9 2.00 3.97% 17.3 197M 5.54%
Floater 1,456.6 5 1.79 4.08% 17.1 39M 3.91%
OpRet 1,513.7 33 1.18 3.92% 2.0 106M 5.90%
SplitShare 1,547.9 9 1.89 5.77% 5.5 79M 6.17%
Interest-Bearing 1,766.8 9 2.00 6.68% 2.5 164M 7.88%
Perpetual-Premium 1,138.6 5 1.39 5.96% 6.9 303M 6.01%
Perpetual-Discount 1,276.3 14 1.57 5.80% 14.2 185M 5.82%

Index Constitution, 2001-12-31, Pre-rebalancing

Index Constitution, 2001-12-31, Post-rebalancing

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HIMIPref™ Preferred Indices : November 2001

Friday, October 12th, 2007

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

HIMI Index Values 2001-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,593.5 1 2.00 4.07% 17.4 79M 4.05%
FixedFloater 1,888.0 9 2.00 4.26% 16.5 257M 5.53%
Floater 1,490.2 5 1.80 3.66% 17.4 46M 3.81%
OpRet 1,505.5 33 1.18 4.08% 2.1 104M 5.88%
SplitShare 1,536.3 8 1.87 5.74% 5.5 98M 6.26%
Interest-Bearing 1,750.6 8 2.00 6.81% 2.5 175M 7.78%
Perpetual-Premium 1,146.8 6 1.49 5.41% 5.7 111M 5.71%
Perpetual-Discount 1,323.5 10 1.49 5.56% 14.4 269M 5.62%

Index Constitution, 2001-11-30, Pre-rebalancing

Index Constitution, 2001-11-30, Post-rebalancing

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