All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-08-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,549.4 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,619.8 | 8 | 2.00 | 5.14% | 15.2 | 172M | 5.13% |
Floater | 1,458.9 | 3 | 1.68 | 4.93% | 15.4 | 44M | 5.35% |
OpRet | 1,375.7 | 30 | 1.17 | 4.97% | 3.1 | 65M | 6.15% |
SplitShare | 1,414.4 | 4 | 1.50 | 5.49% | 6.7 | 46M | 5.43% |
Interest-Bearing | 1,458.6 | 4 | 2.00 | 7.61% | 4.0 | 627M | 7.98% |
Perpetual-Premium | 1,197.2 | 4 | 1.25 | 6.59% | 0.2 | 56M | 7.24% |
Perpetual-Discount | 1,254.1 | 10 | 1.60 | 5.72% | 14.2 | 149M | 5.67% |