HIMIPref™ Indices : November, 1997

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

HIMI Index Values 1997-11-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,568.9 0 0 0 0 0 0
FixedFloater 1,542.6 8 2.00 3.69% 16.9 548M 5.10%
Floater 1,477.3 5 1.80 3.97% 16.9 129M 4.35%
OpRet 1,327.8 33 1.27 3.98% 4.3 98M 6.06%
SplitShare 1,361.6 2 1.50 4.76% 5.0 79M 5.30%
Interest-Bearing 1,327.8 0 0 0 0 0 0
Perpetual-Premium 1,233.7 5 1.00 2.54% 1.8 104M 7.54%
Perpetual-Discount 1,177.9 0 0 0 0 0 0

Index Constitution, 1997-11-28, Pre-rebalancing

Index Constitution, 1997-11-28, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.