HIMIPref™ Preferred Indices: August 2008

HIMI Index Values 2008-8-29
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 1,471.3 1 2.00 4.64% 16.2 27M 4.62%
FixedFloater 2,118.5 7 2.00 4.61% 16.0 45M 4.58%
Floater 2,025.0 2 2.00 4.34% 16.7 51M 4.30%
OpRet 2,109.2 14 1.35 3.95% 3.2 77M 4.93%
SplitShare 2,084.0 15 2.00 5.38% 4.5 45M 5.35%
Interest-Bearing 2,677.3 2 2.00 6.38% 5.1 54M 6.25%
Perpetual-Premium 1,751.4 1 1.00 5.40% 2.2 64M 6.16%
Perpetual-Discount 1,585.6 70 1.24 6.07% 13.8 187M 6.05%
FixedReset 2,040.4 6 1.00 4.84% 15.6 660M 5.04%

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

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

Update, 2009-03-04: Index Details

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