All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-05-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,511.1 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,615.4 | 8 | 2.00 | 4.62% | 16.1 | 312M | 5.09% |
Floater | 1,422.8 | 4 | 1.75 | 4.94% | 15.3 | 52M | 5.51% |
OpRet | 1,385.6 | 31 | 1.16 | 4.60% | 3.4 | 58M | 6.02% |
SplitShare | 1,430.7 | 4 | 1.50 | 5.21% | 7.1 | 60M | 5.33% |
Interest-Bearing | 1,437.0 | 2 | 2.00 | 7.76% | 3.9 | 1,983M | 7.98% |
Perpetual-Premium | 1,195.3 | 5 | 1.40 | 5.65% | 6.9 | 192M | 6.86% |
Perpetual-Discount | 1,270.0 | 6 | 1.50 | 5.56% | 14.3 | 162M | 5.58% |