All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2000-02-29 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,374.7 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,747.9 | 8 | 2.00 | 6.45% | 13.3 | 229M | 5.69% |
Floater | 1,294.4 | 2 | 2.00 | 6.89% | 12.7 | 100M | 6.79% |
OpRet | 1,342.7 | 34 | 1.27 | 6.10% | 4.1 | 86M | 6.49% |
SplitShare | 1,339.0 | 4 | 1.76 | 6.55% | 5.9 | 53M | 5.88% |
Interest-Bearing | 1,385.3 | 7 | 2.00 | 8.72% | 10.2 | 314M | 8.71% |
Perpetual-Premium | 955.2 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 977.9 | 12 | 1.57 | 6.79% | 12.8 | 126M | 6.84% |
Index Constitution, 2000-02-29, Pre-rebalancing
Index Constitution, 2000-02-29, 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).