HIMIPref™ Preferred Indices: September 2008

HIMI Index Values 2008-9-30
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 1,474.2 1 2.00 4.70% 16.1 29M 4.68%
FixedFloater 2,064.6 7 2.00 4.81% 15.8 53M 4.72%
Floater 1,704.0 2 2.00 5.05% 15.4 39M 5.18%
OpRet 2,065.3 14 1.34 4.44% 4.1 79M 5.07%
SplitShare 1,927.8 13 2.00 7.65% 3.7 54M 5.80%
Interest-Bearing 2,556.7 2 2.00 6.70% 5.1 42M 6.39%
Perpetual-Premium 1,726.5 1 1.00 6.28% 13.5 56M 6.25%
Perpetual-Discount 1,548.4 70 1.24 6.17% 13.6 172M 6.22%
FixedReset 2,028.5 10 1.00 5.09% 15.3 823M 5.09%

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

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

Update, 2009-03-31: Index Details

Leave a Reply

You must be logged in to post a comment.