All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-06-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,530.6 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,625.1 | 8 | 2.00 | 4.42% | 16.2 | 295M | 5.08% |
Floater | 1,441.3 | 4 | 1.75 | 4.96% | 14.3 | 38M | 5.45% |
OpRet | 1,376.4 | 33 | 1.18 | 4.79% | 3.4 | 68M | 6.14% |
SplitShare | 1,395.9 | 5 | 1.60 | 5.69% | 6.7 | 61M | 5.54% |
Interest-Bearing | 1,447.1 | 2 | 2.00 | 7.57% | 3.9 | 1,323M | 8.03% |
Perpetual-Premium | 1,187.0 | 3 | 1.33 | 6.84% | 4.6 | 53M | 7.78% |
Perpetual-Discount | 1,241.9 | 12 | 1.50 | 5.65% | 14.4 | 204M | 5.65% |