All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2000-03-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,392.6 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,802.3 | 9 | 1.88 | 6.46% | 13.4 | 247M | 5.66% |
Floater | 1,311.3 | 2 | 2.00 | 7.17% | 12.3 | 131M | 6.95% |
OpRet | 1,343.0 | 35 | 1.26 | 5.44% | 3.8 | 90M | 6.32% |
SplitShare | 1,352.4 | 4 | 1.75 | 6.50% | 5.1 | 74M | 5.87% |
Interest-Bearing | 1,443.7 | 7 | 2.00 | 8.50% | 10.6 | 261M | 8.51% |
Perpetual-Premium | 994.5 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 1,018.1 | 12 | 1.57 | 6.53% | 13.2 | 119M | 6.64% |
Index Constitution, 2000-03-31, Pre-rebalancing
Index Constitution, 2000-03-31, 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).