HIMIPref™ Preferred Indices : March 2005

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

HIMI Index Values 2005-3-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,353.1 1 2.00 2.63% 20.7 104M 2.65%
FixedFloater 2,245.0 8 2.00 2.48% 2.3 72M 5.29%
Floater 1,989.4 5 2.00 -2.42% 0.1 60M 3.29%
OpRet 1,808.4 20 1.51 3.16% 3.7 85M 4.70%
SplitShare 1,838.8 15 1.87 4.10% 4.2 89M 5.07%
Interest-Bearing 2,202.6 9 2.00 5.43% 1.8 113M 6.64%
Perpetual-Premium 1,376.1 34 1.62 5.02% 5.6 101M 5.50%
Perpetual-Discount 1,504.9 6 1.34 5.04% 15.4 2,385M 5.06%

Index Constitution, 2005-3-31, Pre-rebalancing

Index Constitution, 2005-3-31, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.