HIMI Preferred Indices : November, 1996

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

HIMI Index Values 1996-11-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,479.0 0 0 0 0 0 0
FixedFloater 1,476.2 2 2.00 3.83% 16.6 8027M 5.05%
Floater 1,392.7 9 1.66 3.49% 18.2 68M 3.69%
OpRet 1,262.4 26 1.26 4.56% 4.8 82M 6.42%
SplitShare 1,266.9 1 2.00 5.23% 5.7 1,663M 5.54%
Interest-Bearing 1,262.4 0 0 0 0 0 0
Perpetual-Premium 1,195.4 5 1.00 3.42% 2.6 120M 7.89%
Perpetual-Discount 1,141.3 0 0 0 0 0 0

Index Constitution, 1996-11-29, Pre-Rebalancing

Index Constitution, 1996-11-29, Post-Rebalancing

Leave a Reply

You must be logged in to post a comment.