HIMIPref™ Preferred Indices: December 2008

HIMI Index Values 2008-12-31
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 795.7 2 2.00 8.48% 12.5 32M 7.79%
FixedFloater 1,252.0 8 2.00 8.11% 12.5 83M 8.17%
Floater 986.6 4 1.72 5.78% 14.2 34M 6.18%
OpRet 1,967.9 15 1.35 4.69% 3.9 129M 5.44%
SplitShare 1,758.9 15 2.00 10.00% 4.18 79M 6.32%
Interest-Bearing 1,836.1 2 2.00 14.76% 0.9 51M 7.70%
Perpetual-Premium 1,467.5 0 N/A N/A N/A N/A N/A
Perpetual-Discount 1,351.5 71 1.23 7.29% 12.2 243M 7.27%
FixedReset 1,793.3 18 1.06 4.81% 15.1 801M 5.92%

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

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

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