HIMIPref™ Preferred Indices : November 2004

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

HIMI Index Values 2004-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.9 1 2.00 2.75% 20.4 128M 2.76%
FixedFloater 2,229.7 8 2.00 2.51% 2.6 79M 5.24%
Floater 1,981.3 6 2.00 -4.80% 0.09 50M 3.27%
OpRet 1,794.0 20 1.51 3.18% 3.7 103M 4.66%
SplitShare 1,825.8 16 1.81 3.67% 3.3 78M 5.13%
Interest-Bearing 2,190.7 10 2.00 4.63% 2.0 120M 6.79%
Perpetual-Premium 1,418.3 35 1.63 4.60% 4.1 121M 5.41%
Perpetual-Discount 1,685.2 0 0 0 0 0 0

Index Constitution, 2004-11-30, Pre-rebalancing

Index Constitution, 2004-11-30, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.