HIMI Index Values 2008-6-30 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 | 1,502.3 | 1 | 2.00 | 3.86% | 0.08 | 47M | 4.46% |
FixedFloater | 1,963.4 | 7 | 2.00 | 4.90% | 15.7 | 43M | 4.91% |
Floater | 2,015.5 | 3 | 2.00 | 4.16% | 17.1 | 68M | 4.07% |
OpRet | 2,108.4 | 17 | 1.35 | 3.86% | 1.8 | 70M | 4.92% |
SplitShare | 2,075.6 | 15 | 2.00 | 5.25% | 4.0 | 54M | 5.33% |
Interest-Bearing | 2,662.3 | 3 | 2.00 | 5.05% | 0.6 | 43M | 6.13% |
Perpetual-Premium | 1,763.9 | 5 | 1.40 | 5.67% | 3.8 | 57M | 6.03% |
Perpetual-Discount | 1,585.1 | 67 | 1.24 | 6.01% | 13.9 | 196M | 6.00% |
FixedReset | 2,024.8 | 5 | 1.00 | 5.04% | 4.7 | 2,152M | 5.08% |
For Index Revisions during June 2008, see the post HIMIPref™ Index Rebalancing: June 2008.
Publication of index details is embargoed for six months following index date.
Update, 2009-01-02: Index Composition, 2008-6-30, Post-Rebalancing