HIMI Index Values 2008-7-31 These values reflect the December 2008 Revision |
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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