All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-03-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,504.7 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,594.4 | 7 | 2.00 | 4.51% | 16.0 | 354M | 5.09% |
Floater | 1,416.9 | 4 | 1.75 | 5.21% | 14.9 | 84M | 5.92% |
OpRet | 1,367.0 | 33 | 1.18 | 4.76% | 3.6 | 65M | 6.12% |
SplitShare | 1,413.8 | 5 | 1.60 | 5.44% | 6.9 | 75M | 5.44% |
Interest-Bearing | 1,388.7 | 1 | 2.00 | 8.90% | 4.0 | 6,040M | 8.93% |
Perpetual-Premium | 1,208.4 | 2 | 1.00 | 6.13% | 0.6 | 56M | 8.75% |
Perpetual-Discount | 1,236.5 | 9 | 1.56 | 5.61% | 14.4 | 260M | 5.65% |