HIMIPref™ Indices : July, 2001

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

HIMI Index Values 2001-07-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,589.1 0 0 0 0 0 0
FixedFloater 1,907.1 12 2.0 5.39% 9.8 161M 5.78%
Floater 1,498.0 4 1.75 4.95% 13.8 68M 5.56%
OpRet 1,462.2 36 1.22 4.40% 1.8 62M 6.20%
SplitShare 1,493.4 8 1.87 5.78% 6.9 69M 6.19%
Interest-Bearing 1,724.5 7 2.00 6.22% 2.7 127M 7.77%
Perpetual-Premium 1,130.0 4 1.25 5.01% 5.6 226M 5.70%
Perpetual-Discount 1,285.5 10 1.60 5.78% 14.2 134M 5.75%

Index Constitution, 2001-07-31, Pre-rebalancing

Index Constitution, 2001-07-31, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.