HIMIPref™ Indices : November 2006

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

HIMI Index Values 2006-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.2 1 2.00 4.27% 16.9 39M 4.27%
FixedFloater 2,341.5 7 2.00 3.93% 3.7 65M 4.80%
Floater 2,198.0 5 1.80 -21.01% 0.1 42M 4.46%
OpRet 1,941.8 18 1.34 2.24% 2.3 70M 4.65%
SplitShare 2,020.0 11 1.91 3.33% 2.8 86M 5.09%
Interest-Bearing 2,368.3 8 2.00 5.55% 2.6 55M 6.84%
Perpetual-Premium 1,549.4 50 1.34 4.08% 5.2 125M 5.03%
Perpetual-Discount 1,640.1 7 1.29 4.55% 16.3 452M 4.57%
HIMI Index Changes, November 30, 2006
Issue From To Because
CGI.PR.C SplitShare Scraps Volume
CM.PR.I PerpetualDiscount PerpetualPremium Price
WN.PR.E PerpetualDiscount PerpetualPremium Price
FIG.PR.A Scraps InterestBearing Volume

There were the following intra-month changes:

HIMI Index Changes during November 2006
Issue Action Index Because
RY.PR.C Add PerpetualDiscount New Issue
FAL.PR.F Delete Scraps Redemption
FAL.PR.G Delete Scraps Redemption
CM.PR.I Add PerpetualDiscount New Issue
BAM.PR.M Add PerpetualDiscount New Issue
RY.PR.O Delete PerpetualPremium Redemption

Index Constitution, 2006-11-30, Post-rebalancing

Leave a Reply

You must be logged in to post a comment.