HIMIPref™ Preferred Indices: March 2009

HIMI Index Values 2009-3-31
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 870.3 0 N/A N/A N/A N/A N/A
FixedFloater 1,407.4 0 N/A N/A N/A N/A N/A
Floater 1,087.2 2 2.00 5.49% 14.7 76M 5.61%
OpRet 2,073.3 15 1.37 4.76% 3.87 131M 5.23%
SplitShare 1,644.0 3 2.00 10.61% 5.67 47M 7.03%
Interest-Bearing 1,927.6 1 2.00 9.96% 0.7 33M 6.19%
Perpetual-Premium 1,516.3 0 N/A N/A N/A N/A N/A
Perpetual-Discount 1,396.5 71 1.24 7.29% 12.2 154M 7.16%
FixedReset 1,825.0 32 1.06 5.86% 13.7 569M 6.10%

For Index Revisions during February 2009, see the post HIMIPref™ Index Rebalancing: March 2009.

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

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