Net Asset Value(s)
HENDERSON HIGH INCOME TRUST PLC
Legal Entity Identifier
As at close of business on 23 October 2020, the unaudited net asset value per share calculated in accordance with the AIC formula (including current financial year revenue items) was 148.4p and the net asset value per share with debt marked at fair value was 144.4p. As the Company's shares are now ex-dividend, the dividend has been deducted from the net asset value.
As at close of business on 23 October 2020, the unaudited net asset value per share (excluding current financial year revenue items) was 148.4p and the net asset value per share with debt marked at fair value was 144.4p.
Debt marked at fair value is the Company's estimate of the "fair value" of its senior unsecured notes. The current estimated fair value of the Company's senior unsecured notes is based on a discount rate calculated using the redemption yield of the relevant existing UK Gilt plus a credit spread determined by the difference in redemption yields between the ICE BofAML 10-15 Year A Sterling Non-Gilt Index and the ICE BofAML 10-15 Year UK Gilt Index. The discount rate is calculated and updated at each month-end and applied daily to determine the Company's published fair value NAVs.
For further information, please call:
Janus Henderson Investors
Telephone: 020 7818 4233