HIMIPref™ Preferred Indices : June 2006

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

HIMI Index Values 2006-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,365.9 1 2.00 4.38% 16.7 34M 4.38%
FixedFloater 2,285.0 6 2.00 4.10% 1.7 100M 5.05%
Floater 2,124.2 5 2.00 -9.46% 0.1 52M 4.55%
OpRet 1,886.2 18 1.45 3.36% 2.7 79M 4.70%
SplitShare 1,950.0 17 1.83 4.01% 3.1 42M 5.08%
Interest-Bearing 2,329.2 8 2.00 5.30% 1.0 55M 6.83%
Perpetual-Premium 1,476.4 42 1.55 4.69% 4.7 109M 5.31%
Perpetual-Discount 1,576.8 11 1.27 4.82% 15.8 460M 4.77%
HIMI Index Changes, June 30, 2006
Issue From To Because
MUH.PR.A SplitShare Scraps Volume
PWF.PR.A Scraps Floater Volume
NA.PR.L PerpetualDiscount PerpetualPremium Price

There were the following intra-month changes:

HIMI Index Changes during June 2006
Issue Action Index Because
AIT.PR.A Deleted Scraps Redeemed
DBC.PR.A Added Scraps Issued

Index Constitution, 2006-06-30, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.