All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2000-05-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,437.5 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,860.4 | 8 | 1.87 | 6.39% | 12.8 | 253M | 5.48% |
Floater | 1,353.6 | 2 | 2.00 | 0.00% | 0.08 | 165M | 7.29% |
OpRet | 1,351.0 | 33 | 1.24 | 5.58% | 4.1 | 90M | 6.21% |
SplitShare | 1,371.4 | 3 | 1.66 | 6.17% | 6.2 | 65M | 5.80% |
Interest-Bearing | 1,454.0 | 7 | 2.00 | 8.37% | 10.5 | 202M | 8.45% |
Perpetual-Premium | 1,037.0 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 1,061.7 | 12 | 1.57 | 6.29% | 13.5 | 131M | 6.40% |