All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-07-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,540.7 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,621.7 | 8 | 2.00 | 4.62% | 15.7 | 248M | 5.10% |
Floater | 1,450.7 | 3 | 1.69 | 4.95% | 15.5 | 29M | 5.35% |
OpRet | 1,382.6 | 31 | 1.16 | 4.78% | 3.2 | 81M | 6.13% |
SplitShare | 1,407.4 | 4 | 1.49 | 5.47% | 6.8 | 46M | 5.46% |
Interest-Bearing | 1,439.3 | 3 | 2.00 | 7.80% | 11.5 | 899M | 7.96% |
Perpetual-Premium | 1,200.6 | 4 | 1.25 | 5.37% | 0.3 | 47M | 7.18% |
Perpetual-Discount | 1,253.8 | 10 | 1.60 | 5.60% | 14.4 | 196M | 5.66% |