HIMI Index Values 2008-8-29 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 | 1,471.3 | 1 | 2.00 | 4.64% | 16.2 | 27M | 4.62% |
FixedFloater | 2,118.5 | 7 | 2.00 | 4.61% | 16.0 | 45M | 4.58% |
Floater | 2,025.0 | 2 | 2.00 | 4.34% | 16.7 | 51M | 4.30% |
OpRet | 2,109.2 | 14 | 1.35 | 3.95% | 3.2 | 77M | 4.93% |
SplitShare | 2,084.0 | 15 | 2.00 | 5.38% | 4.5 | 45M | 5.35% |
Interest-Bearing | 2,677.3 | 2 | 2.00 | 6.38% | 5.1 | 54M | 6.25% |
Perpetual-Premium | 1,751.4 | 1 | 1.00 | 5.40% | 2.2 | 64M | 6.16% |
Perpetual-Discount | 1,585.6 | 70 | 1.24 | 6.07% | 13.8 | 187M | 6.05% |
FixedReset | 2,040.4 | 6 | 1.00 | 4.84% | 15.6 | 660M | 5.04% |
For Index Revisions during August 2008, see the post HIMIPref™ Index Rebalancing: August 2008.
Publication of index details is embargoed for six months following index date.
Update, 2009-03-04: Index Details