HIMIPref™ Indices : October 2002

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

One Response to “HIMIPref™ Indices : October 2002”

  1. […] has been updated to reflect the new information. It was included in the SplitShare Index until the 2002-10-31 rebalancing, when it was transferred to “Scraps” on volume […]

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