All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2007-2-28 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,370.3 | 1 | 2.00 | 3.89% | 3.9 | 81M | 4.05% |
FixedFloater | 2,359.2 | 7 | 2.00 | 3.47% | 1.1 | 64M | 4.98% |
Floater | 2,216.5 | 3 | 2.00 | 1.46% | 0.1 | 54M | 4.71% |
OpRet | 1,935.4 | 17 | 1.36 | 2.48% | 2.1 | 65M | 4.70% |
SplitShare | 2,029.6 | 17 | 1.94 | 3.97% | 2.6 | 78M | 5.01% |
Interest-Bearing | 2,404.8 | 5 | 2.00 | 5.43% | 2.6 | 64M | 6.49% |
Perpetual-Premium | 1,556.0 | 53 | 1.32 | 4.33% | 5.9 | 135M | 5.01% |
Perpetual-Discount | 1,661.8 | 9 | 1.22 | 4.51% | 16.4 | 436M | 4.54% |
HIMI Index Changes, February 28, 2007 | |||
Issue | From | To | Because |
ASC.PR.A | Scraps | SplitShare | Volume |
BNA.PR.B | Scraps | SplitShare | Volume |
BCE.PR.S | Ratchet | Scraps | Volume |
BCE.PR.H | Scraps | Ratchet | Volume |
BCE.PR.I | FixFloat | Scraps | Volume |
BMO.PR.J | PerpetualDiscount | PerpetualPremium | Price |
BAM.PR.G | FixFloat | Scraps | Volume |
BAM.PR.M | PerpetualDiscount | PerpetualPremium | Price |
PWF.PR.D | OpRet | Scraps | Volume |
PWF.PR.A | Floater | Scraps | Volume |
RY.PR.E | PerpetualDiscount | PerpetualPremium | Price |
PAY.PR.A | SplitShare | Scraps | Volume |
TOC.PR.B | Floater | Scraps | Volume |
WN.PR.E | PerpetualPremium | PerpetualDiscount | Price |
There were the following intra-month changes:
HIMI Index Changes during February 2007 | |||
Issue | Action | Index | Because |
CM.PR.B | Delete | PerpetualPremium | Redemption |
BCE.PR.H | Add | Scraps | Exchange |
BC.PR.E | Delete | Scraps | Exchange |
BCE.PR.I | Add | FixFloat | Exchange |
BC.PR.C | Delete | FixFloat | Exchange |
BCE.PR.G | Add | FixFloat | Exchange |
BC.PR.B | Delete | FixFloat | Exchange |
SLF.PR.E | Add | PerpetualDiscount | New Issue |
FCI.PR.A | Delete | Scraps | Exchange |
FCF.PR.A | Delete | Scraps | Exchange |
FCN.PR.A | Delete | Scraps | Exchange |
CFS.PR.A | Add | SplitShare | New Issue |
CM.PR.J | Add | PerpetualDiscount | New Issue |
ENB.PR.D | Delete | InterestBearing | Redemption |
CVF.PR.A | Delete | Scraps | Redemption |