All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1999-12-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,474.6 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,823.5 | 8 | 2.00 | 5.67% | 14.4 | 214M | 5.41% |
Floater | 1,388.5 | 3 | 1.69 | 5.68% | 14.2 | 39M | 5.99% |
OpRet | 1,368.0 | 30 | 1.23 | 5.47% | 4.2 | 63M | 6.30% |
SplitShare | 1,391.0 | 3 | 1.67 | 6.05% | 6.4 | 58M | 5.65% |
Interest-Bearing | 1,428.5 | 7 | 2.00 | 8.28% | 10.7 | 490M | 8.44% |
Perpetual-Premium | 993.7 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 1,017.3 | 12 | 1.57 | 6.44% | 13.2 | 149M | 6.54% |
Index Constitution, 1999-12-31, Pre-rebalancing
Index Constitution, 1999-12-31, 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).