HIMIPref™ Preferred Indices: February 2009

HIMI Index Values 2009-2-27
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 828.8 0 N/A N/A N/A N/A N/A
FixedFloater 1,340.4 0 N/A N/A N/A N/A N/A
Floater 1,035.5 3 1.54 7.00% 12.4 71M 5.65%
OpRet 2,047.3 15 1.37 4.82% 3.95 149M 5.26%
SplitShare 1,644.0 15 2.00 9.31% 4.85 62M 6.75%
Interest-Bearing 1,929.7 1 2.00 8.02% 0.8 38M 6.09%
Perpetual-Premium 1,500.5 0 N/A N/A N/A N/A N/A
Perpetual-Discount 1,382.0 71 1.25 7.29% 12.2 173M 7.19%
FixedReset 1,790.5 27 1.03 5.72% 13.9 534M 6.15%

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

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

This entry was posted on Monday, March 2nd, 2009 at 9:51 pm and is filed under HIMI Preferred Indices. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

One Response to “HIMIPref™ Preferred Indices: February 2009”

  1. PrefBlog » Blog Archive » MAPF Performance: February 2009 says:
    March 4, 2009 at 11:59 pm

    […] in the February 27 Portfolio Composition analysis (which is in excess of the 7.29% index yield on February 27). Given such reinvestment, the sustainable yield would be 8.7600 * 0.0782 = $0.6850, an increase […]

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