HIMIPref™ Indices : September 30, 1999

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

HIMI Index Values 1999-09-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,535.5 0 0 0 0 0 0
FixedFloater 1,626.1 7 2.00 4.72% 16.0 172M 5.12%
Floater 1,445.8 3 1.68 5.00% 15.4 52M 5.42%
OpRet 1,380.7 31 1.16 5.06% 3.2 61M 6.17%
SplitShare 1,399.8 4 1.49 5.57% 6.6 43M 5.52%
Interest-Bearing 1,463.6 5 2.00 7.86% 10.5 646M 8.19%
Perpetual-Premium 1,193.2 1 1.00 7.46% 0.2 42M 8.84%
Perpetual-Discount 1,232.7 12 1.58 5.73% 14.3 175M 5.79%

Index Constitution, 1999-09-30, Pre-rebalancing

Index Constitution, 1999-09-30, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.