HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
Search Results for: performance
December 4, 2024
PerpetualDiscounts now yield 6.23%, equivalent to 8.10% interest at the standard equivalency factor of 1.3x. Long corporates yielded 4.54% on 2024-12-3 and since then the closing price of ZLC changed from 15.82 to 15.90, a …
December 3, 2024
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
December 2, 2024
TXPR closed at 619.34, down 0.54% on the day. Volume today was 1.34-million, above the median of the past 21 trading days. CPD closed at 12.26, down 0.49% on the day. Volume was 70,810, third-highest …
MAPF Portfolio Composition: November, 2024
Turnover remained low at 6% in November. Sectoral distribution of the MAPF portfolio on November 29, 2024, were: MAPF Sectoral Analysis 2024-11-29 HIMI Indices Sector Weighting YTW ModDur Ratchet 0% N/A N/A FixFloat 0% N/A …
November 29, 2024
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
November 28, 2024
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
November 27, 2024
PerpetualDiscounts now yield 6.24%, equivalent to 8.11% interest at the standard equivalency factor of 1.3x. Long corporates yielded 4.56% on 2024-11-29 [have to work backwards here, because I forgot to do this calculation on the …
November 26, 2024
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
November 25, 2024
TXPR closed at 620.21, up 0.99% on the day. Volume today was 2.16-million, third-highest of the past 21 trading days. CPD closed at 12.30, up 0.82% on the day. Volume was 64,420, fourth-highest of the …