HIMIPref™ Preferred Indices: July 2008

HIMI Index Values 2008-7-31
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 1,457.6 N/A N/A N/A N/A N/A N/A
FixedFloater 2,076.7 8 2.00 4.67% 16.0 37M 4.67%
Floater 1,968.1 3 2.00 4.41% 16.6 72M 4.17%
OpRet 2,080.4 17 1.34 3.92% 4.2 68M 5.00%
SplitShare 2,068.0 15 2.00 5.45% 4.6 57M 5.36%
Interest-Bearing 2,656.9 2 2.00 6.38% 5.2 58M 6.25%
Perpetual-Premium 1,728.9 1 1.00 5.79% 2.3 74M 6.15%
Perpetual-Discount 1,527.2 70 1.25 6.23% 13.6 190M 6.26%
FixedReset 2,032.1 6 1.00 5.05% 4.6 1,172M 5.06%

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

Publication of index details is embargoed for six months following index date.

Update, 2009-2-3: Index Details

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