HIMIPref™ Preferred Indices: May 2008

HIMI Index Values 2008-5-30
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 1,496.5 1 2.00 3.86% 0.08 50M 4.44%
FixedFloater 1,985.5 8 2.00 4.77% 15.8 39M 4.80%
Floater 2,082.4 2 2.00 4.05% 17.2 67M 4.05%
OpRet 2,118.4 15 1.27 3.75% 2.3 73M 4.83%
SplitShare 2,118.8 16 2.00 5.00% 4.0 56M 5.26%
Interest-Bearing 2,638.7 3 2.00 6.40% 5.3 41M 6.12%
Perpetual-Premium 1,789.3 13 1.23 5.69% 3.6 89M 5.84%
Perpetual-Discount 1,675.9 59 1.26 5.65% 14.4 192M 5.66%
FixedReset 2,023.8 1 1.00 4.89% 4.4 1,483M 4.92%

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

Index Composition 2008-05-30, Post-Rebalancing

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