All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2000-01-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,446.3 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,764.3 | 8 | 2.00 | 6.09% | 13.8 | 242M | 5.61% |
Floater | 1,361.8 | 2 | 2.00 | 6.38% | 1.2 | 77M | 6.16% |
OpRet | 1,332.9 | 32 | 1.22 | 6.17% | 4.2 | 78M | 6.51% |
SplitShare | 1,317.8 | 3 | 1.66 | 6.93% | 6.3 | 57M | 5.99% |
Interest-Bearing | 1,343.3 | 7 | 2.00 | 9.07% | 10.2 | 361M | 8.98% |
Perpetual-Premium | 950.1 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 972.7 | 12 | 1.58 | 6.88% | 12.7 | 150M | 6.86% |
Index Constitution, 2000-01-31, Pre-rebalancing
Index Constitution, 2000-01-31, 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).