HIMIPref™ Preferred Indices: January 2009

HIMI Index Values 2009-1-30
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 851.6 2 2.00 3.93% 17.5 26M 5.43%
FixedFloater 1,384.7 7 2.00 6.96% 13.9 159M 7.25%
Floater 943.7 4 1.71 4.75% 16.0 33M 5.57%
OpRet 2,023.7 15 1.36 4.92% 4.0 164M 5.31%
SplitShare 1,789.8 15 2.00 9.05% 4.10 76M 6.23%
Interest-Bearing 2,004.7 2 2.00 8.21% 0.9 36M 7.06%
Perpetual-Premium 1,562.2 0 N/A N/A N/A N/A N/A
Perpetual-Discount 1,438.7 71 1.24 6.85% 12.7 223M 6.87%
FixedReset 1,797.9 26 1.04 5.44% 14.3 761M 6.10%

For Index Revisions during January 2009, see the post HIMIPref™ Index Rebalancing: January 2009.

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

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