HIMIPref™ Preferred Indices: June 2008

HIMI Index Values 2008-6-30
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 1,502.3 1 2.00 3.86% 0.08 47M 4.46%
FixedFloater 1,963.4 7 2.00 4.90% 15.7 43M 4.91%
Floater 2,015.5 3 2.00 4.16% 17.1 68M 4.07%
OpRet 2,108.4 17 1.35 3.86% 1.8 70M 4.92%
SplitShare 2,075.6 15 2.00 5.25% 4.0 54M 5.33%
Interest-Bearing 2,662.3 3 2.00 5.05% 0.6 43M 6.13%
Perpetual-Premium 1,763.9 5 1.40 5.67% 3.8 57M 6.03%
Perpetual-Discount 1,585.1 67 1.24 6.01% 13.9 196M 6.00%
FixedReset 2,024.8 5 1.00 5.04% 4.7 2,152M 5.08%

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

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

Update, 2009-01-02: Index Composition, 2008-6-30, Post-Rebalancing

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