HIMIPref™ Preferred Indices: October 2008

HIMI Index Values 2008-10-31
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 1,302.5 1 2.00 5.31% 15.3 28M 5.20%
FixedFloater 1,812.0 7 2.00 5.63% 14.9 36M 5.42%
Floater 1,097.8 2 2.00 6.58% 13.1 41M 6.77%
OpRet 1,971.9 15 1.30 5.15% 4.2 110M 5.31%
SplitShare 1,781.6 13 2.00 9.67% 3.7 54M 6.25%
Interest-Bearing 2,085.7 3 2.00 12.81% 4.7 65M 7.84%
Perpetual-Premium 1,544.0 0 N/A N/A N/A N/A N/A
Perpetual-Discount 1,422.0 71 1.24 6.80% 12.8 174M 6.83%
FixedReset 1,940.0 10 1.00 5.12% 15.2 581M 5.38%

For Index Revisions during October 2008, see the post HIMIPref™ Index Rebalancing: October 2008.

Publication of index details is embargoed for six months following index date.

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