HIMI Index Values 2008-12-31 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 | 795.7 | 2 | 2.00 | 8.48% | 12.5 | 32M | 7.79% |
FixedFloater | 1,252.0 | 8 | 2.00 | 8.11% | 12.5 | 83M | 8.17% |
Floater | 986.6 | 4 | 1.72 | 5.78% | 14.2 | 34M | 6.18% |
OpRet | 1,967.9 | 15 | 1.35 | 4.69% | 3.9 | 129M | 5.44% |
SplitShare | 1,758.9 | 15 | 2.00 | 10.00% | 4.18 | 79M | 6.32% |
Interest-Bearing | 1,836.1 | 2 | 2.00 | 14.76% | 0.9 | 51M | 7.70% |
Perpetual-Premium | 1,467.5 | 0 | N/A | N/A | N/A | N/A | N/A |
Perpetual-Discount | 1,351.5 | 71 | 1.23 | 7.29% | 12.2 | 243M | 7.27% |
FixedReset | 1,793.3 | 18 | 1.06 | 4.81% | 15.1 | 801M | 5.92% |
For Index Revisions during December 2008, see the post HIMIPref™ Index Rebalancing: December 2008.
Publication of index details is embargoed for six months following index date.