HIMIPref™ Preferred Indices : December 2006

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

HIMI Index Values 2006-12-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,360.5 1 2.00 4.10% 17.3 31M 4.10%
FixedFloater 2,361.2 7 2.00 3.61% 4.4 65M 4.78%
Floater 2,193.1 4 2.00 -23.56% 0.1 41M 4.59%
OpRet 1,942.4 17 1.36 2.50% 2.2 75M 4.66%
SplitShare 2,030.9 12 1.92 3.17% 2.7 86M 4.89%
Interest-Bearing 2,382.4 8 2.00 6.05% 2.7 56M 6.88%
Perpetual-Premium 1,554.5 55 1.34 4.23% 5.8 133M 5.00%
Perpetual-Discount 1,656.9 3 1.00 4.50% 16.4 585M 4.50%
HIMI Index Changes, December 29, 2006
Issue From To Because
BNA.PR.A SplitShare Scraps Volume
BAM.PR.M PerpetualDiscount PerpetualPremium Price
CGI.PR.C Scraps SplitShare Volume
CAC.PR.A SplitShare Scraps Volume
MFC.PR.C PerpetualDiscount PerpetualPremium Price
PWF.PR.D OpRet Scraps Volume
PWF.PR.A Floater Scraps Volume
RY.PR.A PerpetualDiscount PerpetualPremium Price
IAG.PR.A PerpetualDiscount PerpetualPremium Price
SXT.PR.A Scraps SplitShare Volume

There were the following intra-month changes:

HIMI Index Changes during December 2006
Issue Action Index Because
RY.PR.D Add PerpetualPremium New Issue
FBS.PR.B Add SplitShare New Issue
FBS.PR.A Delete Scraps Redemption

Index Constitution, 2006-12-29, Post-rebalancing

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