HIMIPref™ Preferred Indices: March 2008

HIMI Index Values 2008-3-31
These values reflect the December 2008 Revision
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,463.6 2 2.00 5.21% 15.2 37M 5.14%
FixedFloater 1,996.8 8 2.00 5.24% 15.2 51M 4.80%
Floater 1,902.3 2 2.00 4.93% 15.7 52M 4.90%
OpRet 2,099.3 15 1.27 3.92% 3.6 74M 4.85%
SplitShare 2,057.7 16 2.00 5.09% 4.1 88M 5.37%
Interest-Bearing 2,593.8 3 2.00 6.30% 5.5 50M 6.20%
Perpetual-Premium 1,775.1 7 1.42 5.68% 3.7 45M 5.91%
Perpetual-Discount 1,654.0 62 1.25 5.68% 14.4 210M 5.70%
FixedReset 1,988.7 1 1.00 5.03% 15.5 2,800M 5.01%

For Index Revisions during March 2008, see the post HIMIPref™ Index Rebalancing: March 2008.

Index Composition 2008-3-31, Post-Rebalancing

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