HIMIPref™ Preferred Indices : January 2007

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

HIMI Index Values 2007-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,357.8 1 2.00 4.03% 17.4 29M 4.02%
FixedFloater 2,355.9 7 2.00 3.58% 4.3 66M 4.83%
Floater 2,217.1 5 2.00 -23.14% 0.1 46M 4.46%
OpRet 1,930.1 18 1.34 2.79% 2.1 64M 4.72%
SplitShare 2,030.2 15 1.93 3.43% 2.6 76M 5.07%
Interest-Bearing 2,392.1 7 2.00 5.66% 2.7 49M 6.65%
Perpetual-Premium 1,549.7 52 1.33 4.36% 5.7 129M 5.05%
Perpetual-Discount 1,648.8 9 1.22 4.54% 16.3 681M 4.55%

 

HIMI Index Changes, January 31, 2007
Issue From To Because
BNA.PR.A Scraps SplitShare Volume
BAM.PR.M PerpetualPremium PerpetualDiscount Price
CGI.PR.C SplitShare Scraps Volume
MUH.PR.A Scraps SplitShare Volume
MFC.PR.C PerpetualPremium PerpetualDiscount Price
PWF.PR.D Scraps OpRet Volume
PWF.PR.A Scraps Floater Volume
RY.PR.A PerpetualPremium PerpetualDiscount Price
PAY.PR.A Scraps SplitShare Volume
IAG.PR.A PerpetualPremium PerpetualDiscount Price

There were the following intra-month changes:

HIMI Index Changes during January 2007
Issue Action Index Because
TA.PR.C Delete Scraps Redemption
BAM.PR.S Delete InterestBearing Redemption
BNA.PR.C Add SplitShare New Issue
BMO.PR.J Add PerpetualDiscount New Issue
RY.PR.E Add PerpetualDiscount New Issue
BNS.PR.L Add PerpetualPremium New Issue

Index Constitution 2007-01-31, Post-Rebalancing

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