HIMI Index Values 2009-3-31 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 | 870.3 | 0 | N/A | N/A | N/A | N/A | N/A |
FixedFloater | 1,407.4 | 0 | N/A | N/A | N/A | N/A | N/A |
Floater | 1,087.2 | 2 | 2.00 | 5.49% | 14.7 | 76M | 5.61% |
OpRet | 2,073.3 | 15 | 1.37 | 4.76% | 3.87 | 131M | 5.23% |
SplitShare | 1,644.0 | 3 | 2.00 | 10.61% | 5.67 | 47M | 7.03% |
Interest-Bearing | 1,927.6 | 1 | 2.00 | 9.96% | 0.7 | 33M | 6.19% |
Perpetual-Premium | 1,516.3 | 0 | N/A | N/A | N/A | N/A | N/A |
Perpetual-Discount | 1,396.5 | 71 | 1.24 | 7.29% | 12.2 | 154M | 7.16% |
FixedReset | 1,825.0 | 32 | 1.06 | 5.86% | 13.7 | 569M | 6.10% |
For Index Revisions during February 2009, see the post HIMIPref™ Index Rebalancing: March 2009.
Publication of index details is embargoed for six months following index date.