All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-10-29 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,526.1 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,613.8 | 7 | 2.00 | 4.63% | 15.9 | 197M | 5.17% |
Floater | 1,437.0 | 4 | 1.77 | 4.47% | 15.2 | 52M | 5.21% |
OpRet | 1,366.2 | 32 | 1.22 | 5.32% | 3.6 | 57M | 6.30% |
SplitShare | 1,410.6 | 4 | 1.50 | 5.57% | 6.8 | 61M | 5.50% |
Interest-Bearing | 1,453.3 | 6 | 2.00 | 7.97% | 10.4 | 433M | 8.20% |
Perpetual-Premium | 1,180.8 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 1,208.9 | 13 | 1.53 | 5.86% | 14.1 | 143M | 6.18% |
Index Constitution, 1999-10-29, Pre-rebalancing
Index Constitution, 1999-10-29, Post-rebalancing
Errata, 2007-08-24: The credit rating of IQI.PR.A in the Fixed-Floater index is reported incorrectly; it should not have been included in the index as the actual DBRS rating on this date was Pfd-3(high).