All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-11-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,503.3 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,857.2 | 8 | 2.00 | 5.04% | 15.2 | 245M | 5.29% |
Floater | 1,415.5 | 3 | 1.70 | 5.50% | 14.4 | 46M | 5.85% |
OpRet | 1,374.5 | 30 | 1.24 | 5.27% | 3.5 | 66M | 6.29% |
SplitShare | 1,430.7 | 4 | 1.75 | 5.71% | 6.5 | 65M | 5.49% |
Interest-Bearing | 1,446.5 | 6 | 2.00 | 8.13% | 10.6 | 340M | 8.24% |
Perpetual-Premium | 1,060.9 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 1,086.1 | 12 | 1.57 | 5.88% | 14.0 | 171M | 6.07% |