HIMI Index Values 2009-1-30 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 | 851.6 | 2 | 2.00 | 3.93% | 17.5 | 26M | 5.43% |
FixedFloater | 1,384.7 | 7 | 2.00 | 6.96% | 13.9 | 159M | 7.25% |
Floater | 943.7 | 4 | 1.71 | 4.75% | 16.0 | 33M | 5.57% |
OpRet | 2,023.7 | 15 | 1.36 | 4.92% | 4.0 | 164M | 5.31% |
SplitShare | 1,789.8 | 15 | 2.00 | 9.05% | 4.10 | 76M | 6.23% |
Interest-Bearing | 2,004.7 | 2 | 2.00 | 8.21% | 0.9 | 36M | 7.06% |
Perpetual-Premium | 1,562.2 | 0 | N/A | N/A | N/A | N/A | N/A |
Perpetual-Discount | 1,438.7 | 71 | 1.24 | 6.85% | 12.7 | 223M | 6.87% |
FixedReset | 1,797.9 | 26 | 1.04 | 5.44% | 14.3 | 761M | 6.10% |
For Index Revisions during January 2009, see the post HIMIPref™ Index Rebalancing: January 2009.
Publication of index details is embargoed for six months following index date.