HIMIPref™ Preferred Indices : August 2006

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

HIMI Index Values 2006-08-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,320.8 1 2.00 4.41% 16.7 38M 4.39%
FixedFloater 2,274.1 6 2.00 4.17% 16.6 82M 4.97%
Floater 2,143.4 4 2.00 -22.71% 0.1 61M 4.64%
OpRet 1,896.6 17 1.48 3.12% 2.5 75M 4.70%
SplitShare 1,961.8 13 1.77 3.88% 3.0 48M 5.01%
Interest-Bearing 2,368.1 7 2.00 4.96% 0.9 42M 6.82%
Perpetual-Premium 1,502.9 48 1.50 4.50% 5.5 112M 5.16%
Perpetual-Discount 1,621.6 6 1.34 4.61% 16.3 387M 4.61%
HIMI Index Changes, July 31, 2006
Issue From To Because
AL.PR.F Floater Scraps Volume
CL.PR.B PerpetualPremium Scraps Volume
CM.PR.H PerpetualDiscount PerpetualPremium Price
CAC.PR.A Scraps SplitShare Volume
MFC.PR.B PerpetualDiscount PerpetualPremium Price
PWF.PR.D OpRet Scraps Volume
PWF.PR.K PerpetualDiscount PerpetualPremium Price
RY.PR.B PerpetualDiscount PerpetualPremium Price
GWO.PR.H PerpetualDiscount PerpetualPremium Price
SXT.PR.A SplitShare Scraps Volume
SLF.PR.A PerpetualDiscount PerpetualPremium Price
SLF.PR.B PerpetualDiscount PerpetualPremium Price
FTU.PR.A SplitShare Scraps Volume

There were the following intra-month changes:

HIMI Index Changes during August 2006
Issue Action Index Because
BC.PR.C Code Change FixFloat Term Change
PWF.PR.L Added PerpetualDiscount Issued

Index Constitution, 2006-08-31, Post-rebalancing

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