All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-09-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,535.5 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,626.1 | 7 | 2.00 | 4.72% | 16.0 | 172M | 5.12% |
Floater | 1,445.8 | 3 | 1.68 | 5.00% | 15.4 | 52M | 5.42% |
OpRet | 1,380.7 | 31 | 1.16 | 5.06% | 3.2 | 61M | 6.17% |
SplitShare | 1,399.8 | 4 | 1.49 | 5.57% | 6.6 | 43M | 5.52% |
Interest-Bearing | 1,463.6 | 5 | 2.00 | 7.86% | 10.5 | 646M | 8.19% |
Perpetual-Premium | 1,193.2 | 1 | 1.00 | 7.46% | 0.2 | 42M | 8.84% |
Perpetual-Discount | 1,232.7 | 12 | 1.58 | 5.73% | 14.3 | 175M | 5.79% |