HIMI Index Values 2008-9-30 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 | 1,474.2 | 1 | 2.00 | 4.70% | 16.1 | 29M | 4.68% |
FixedFloater | 2,064.6 | 7 | 2.00 | 4.81% | 15.8 | 53M | 4.72% |
Floater | 1,704.0 | 2 | 2.00 | 5.05% | 15.4 | 39M | 5.18% |
OpRet | 2,065.3 | 14 | 1.34 | 4.44% | 4.1 | 79M | 5.07% |
SplitShare | 1,927.8 | 13 | 2.00 | 7.65% | 3.7 | 54M | 5.80% |
Interest-Bearing | 2,556.7 | 2 | 2.00 | 6.70% | 5.1 | 42M | 6.39% |
Perpetual-Premium | 1,726.5 | 1 | 1.00 | 6.28% | 13.5 | 56M | 6.25% |
Perpetual-Discount | 1,548.4 | 70 | 1.24 | 6.17% | 13.6 | 172M | 6.22% |
FixedReset | 2,028.5 | 10 | 1.00 | 5.09% | 15.3 | 823M | 5.09% |
For Index Revisions during September 2008, see the post HIMIPref™ Index Rebalancing: September 2008.
Publication of index details is embargoed for six months following index date.
Update, 2009-03-31: Index Details