All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2007-1-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,357.8 | 1 | 2.00 | 4.03% | 17.4 | 29M | 4.02% |
FixedFloater | 2,355.9 | 7 | 2.00 | 3.58% | 4.3 | 66M | 4.83% |
Floater | 2,217.1 | 5 | 2.00 | -23.14% | 0.1 | 46M | 4.46% |
OpRet | 1,930.1 | 18 | 1.34 | 2.79% | 2.1 | 64M | 4.72% |
SplitShare | 2,030.2 | 15 | 1.93 | 3.43% | 2.6 | 76M | 5.07% |
Interest-Bearing | 2,392.1 | 7 | 2.00 | 5.66% | 2.7 | 49M | 6.65% |
Perpetual-Premium | 1,549.7 | 52 | 1.33 | 4.36% | 5.7 | 129M | 5.05% |
Perpetual-Discount | 1,648.8 | 9 | 1.22 | 4.54% | 16.3 | 681M | 4.55% |
HIMI Index Changes, January 31, 2007 | |||
Issue | From | To | Because |
BNA.PR.A | Scraps | SplitShare | Volume |
BAM.PR.M | PerpetualPremium | PerpetualDiscount | Price |
CGI.PR.C | SplitShare | Scraps | Volume |
MUH.PR.A | Scraps | SplitShare | Volume |
MFC.PR.C | PerpetualPremium | PerpetualDiscount | Price |
PWF.PR.D | Scraps | OpRet | Volume |
PWF.PR.A | Scraps | Floater | Volume |
RY.PR.A | PerpetualPremium | PerpetualDiscount | Price |
PAY.PR.A | Scraps | SplitShare | Volume |
IAG.PR.A | PerpetualPremium | PerpetualDiscount | Price |
There were the following intra-month changes:
HIMI Index Changes during January 2007 | |||
Issue | Action | Index | Because |
TA.PR.C | Delete | Scraps | Redemption |
BAM.PR.S | Delete | InterestBearing | Redemption |
BNA.PR.C | Add | SplitShare | New Issue |
BMO.PR.J | Add | PerpetualDiscount | New Issue |
RY.PR.E | Add | PerpetualDiscount | New Issue |
BNS.PR.L | Add | PerpetualPremium | New Issue |