HIMI Index Values 2008-10-31 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 | 1,302.5 | 1 | 2.00 | 5.31% | 15.3 | 28M | 5.20% |
FixedFloater | 1,812.0 | 7 | 2.00 | 5.63% | 14.9 | 36M | 5.42% |
Floater | 1,097.8 | 2 | 2.00 | 6.58% | 13.1 | 41M | 6.77% |
OpRet | 1,971.9 | 15 | 1.30 | 5.15% | 4.2 | 110M | 5.31% |
SplitShare | 1,781.6 | 13 | 2.00 | 9.67% | 3.7 | 54M | 6.25% |
Interest-Bearing | 2,085.7 | 3 | 2.00 | 12.81% | 4.7 | 65M | 7.84% |
Perpetual-Premium | 1,544.0 | 0 | N/A | N/A | N/A | N/A | N/A |
Perpetual-Discount | 1,422.0 | 71 | 1.24 | 6.80% | 12.8 | 174M | 6.83% |
FixedReset | 1,940.0 | 10 | 1.00 | 5.12% | 15.2 | 581M | 5.38% |
For Index Revisions during October 2008, see the post HIMIPref™ Index Rebalancing: October 2008.
Publication of index details is embargoed for six months following index date.