HIMIPref™ Indices: December, 1998

Scheduling difficulties have been (largely!) resolved and I intend to catch up with index calculation rapidly! 

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

HIMI Index Values 1998-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,538.2 0 0 0 0 0 0
FixedFloater 1,609.1 8 2.00 4.62% 15.4 293M 5.00%
Floater 1,448.4 5 1.80 5.18% 14.4 49M 5.69%
OpRet 1,378.0 30 1.20 4.16% 3.7 76M 6.10%
SplitShare 1,398.7 5 1.39 5.48% 7.0 75M 5.40%
Interest-Bearing 1,378.0 0 0 0 0 0 0
Perpetual-Premium 1,266.1 9 1.33 4.99% 9.9 220M 5.97%
Perpetual-Discount 1,305.8 0 0 0 0 0 0

Index Constitution, 1998-12-31, Pre-rebalancing

Index Constitution, 1998-12-31, Post-rebalancing

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