HIMI Index Values 2009-2-27 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 | 828.8 | 0 | N/A | N/A | N/A | N/A | N/A |
FixedFloater | 1,340.4 | 0 | N/A | N/A | N/A | N/A | N/A |
Floater | 1,035.5 | 3 | 1.54 | 7.00% | 12.4 | 71M | 5.65% |
OpRet | 2,047.3 | 15 | 1.37 | 4.82% | 3.95 | 149M | 5.26% |
SplitShare | 1,644.0 | 15 | 2.00 | 9.31% | 4.85 | 62M | 6.75% |
Interest-Bearing | 1,929.7 | 1 | 2.00 | 8.02% | 0.8 | 38M | 6.09% |
Perpetual-Premium | 1,500.5 | 0 | N/A | N/A | N/A | N/A | N/A |
Perpetual-Discount | 1,382.0 | 71 | 1.25 | 7.29% | 12.2 | 173M | 7.19% |
FixedReset | 1,790.5 | 27 | 1.03 | 5.72% | 13.9 | 534M | 6.15% |
For Index Revisions during February 2009, see the post HIMIPref™ Index Rebalancing: February 2009.
Publication of index details is embargoed for six months following index date.
[…] in the February 27 Portfolio Composition analysis (which is in excess of the 7.29% index yield on February 27). Given such reinvestment, the sustainable yield would be 8.7600 * 0.0782 = $0.6850, an increase […]