HIMI Index Values 2008-4-30 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 | 1,470.3 | 1 | 2.00 | 5.02% | 15.5 | 42M | 5.00% |
FixedFloater | 2,030.0 | 8 | 2.00 | 4.85% | 15.6 | 42M | 4.69% |
Floater | 1,883.5 | 2 | 2.00 | 4.51% | 16.4 | 49M | 4.48% |
OpRet | 2,105.2 | 15 | 1.27 | 3.84% | 4.4 | 78M | 4.85% |
SplitShare | 2,088.4 | 16 | 2.00 | 3.84% | 4.4 | 78M | 4.85% |
Interest-Bearing | 2,608.8 | 3 | 2.00 | 6.43% | 5.4 | 45M | 6.16% |
Perpetual-Premium | 1,781.3 | 9 | 1.33 | 5.63% | 3.3 | 52M | 5.87% |
Perpetual-Discount | 1,654.2 | 63 | 1.24 | 5.69% | 14.4 | 193M | 5.72% |
FixedReset | 2,011.8 | 1 | 1.00 | 4.92% | 4.4 | 1,963M | 4.95% |
For Index Revisions during April 2008, see the post HIMIPref™ Index Rebalancing: April 2008.
Index Composition 2008-04-30, Post-Rebalancing