HIMI Index Values 2008-3-31 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 | 1,463.6 | 2 | 2.00 | 5.21% | 15.2 | 37M | 5.14% |
FixedFloater | 1,996.8 | 8 | 2.00 | 5.24% | 15.2 | 51M | 4.80% |
Floater | 1,902.3 | 2 | 2.00 | 4.93% | 15.7 | 52M | 4.90% |
OpRet | 2,099.3 | 15 | 1.27 | 3.92% | 3.6 | 74M | 4.85% |
SplitShare | 2,057.7 | 16 | 2.00 | 5.09% | 4.1 | 88M | 5.37% |
Interest-Bearing | 2,593.8 | 3 | 2.00 | 6.30% | 5.5 | 50M | 6.20% |
Perpetual-Premium | 1,775.1 | 7 | 1.42 | 5.68% | 3.7 | 45M | 5.91% |
Perpetual-Discount | 1,654.0 | 62 | 1.25 | 5.68% | 14.4 | 210M | 5.70% |
FixedReset | 1,988.7 | 1 | 1.00 | 5.03% | 15.5 | 2,800M | 5.01% |
For Index Revisions during March 2008, see the post HIMIPref™ Index Rebalancing: March 2008.
Index Composition 2008-3-31, Post-Rebalancing