All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2006-09-29 |
| Index |
Closing Value (Total Return) |
Issues |
Mean Credit Quality |
Median YTW |
Median DTW |
Median Daily Trading |
Mean Current Yield |
| Ratchet |
1,354.5 |
1 |
2.00 |
4.38% |
16.7 |
50M |
4.37% |
| FixedFloater |
2,311.1 |
7 |
2.00 |
3.98% |
4.2 |
65M |
5.00% |
| Floater |
2,162.0 |
6 |
2.00 |
-22.44% |
0.1 |
44M |
4.50% |
| OpRet |
1,916.0 |
17 |
1.48 |
2.84% |
2.4 |
74M |
4.67% |
| SplitShare |
1,973.3 |
13 |
1.85 |
3.72% |
2.9 |
47M |
4.97% |
| Interest-Bearing |
2,375.6 |
7 |
2.00 |
4.72% |
0.8 |
34M |
6.88% |
| Perpetual-Premium |
1,518.7 |
48 |
1.50 |
4.35% |
5.4 |
115M |
5.15% |
| Perpetual-Discount |
1,632.4 |
6 |
1.33 |
4.55% |
16.3 |
332M |
4.58% |
| HIMI Index Changes, September 29, 2006 |
| Issue |
From |
To |
Because |
| AL.PR.F |
Scraps |
Floater |
Volume |
| BAM.PR.G |
Scraps |
FixFloat |
Volume |
| CL.PR.B |
Scraps |
PerpetualPremium |
Volume |
| MIC.PR.A |
PerpetualPremium |
Scraps |
Volume |
| PWF.PR.A |
Scraps |
Floater |
Volume |
| PAY.PR.A |
SplitShare |
Scraps |
Volume |
| FTU.PR.A |
Scraps |
SplitShare |
Volume |
There were the following intra-month changes:
| HIMI Index Changes during September 2006 |
| Issue |
Action |
Index |
Because |
| FTS.PR.F |
Add |
Scraps |
New Issue |
Index Constitution, 2006-09-29, Post-rebalancing
This entry was posted on Friday, February 29th, 2008 at 9:23 pm and is filed under HIMI Preferred Indices. You can follow any responses to this entry through the RSS 2.0 feed.
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