All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2000-06-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,434.2 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,869.5 | 9 | 1.88 | 6.57% | 12.6 | 269M | 5.58% |
Floater | 1,350.5 | 2 | 2.00 | -0.07% | 0.08 | 135M | 7.30% |
OpRet | 1,370.6 | 32 | 1.22 | 5.35% | 3.9 | 75M | 6.10% |
SplitShare | 1,378.3 | 3 | 1.66 | 6.14% | 6.1 | 65M | 5.79% |
Interest-Bearing | 1,497.5 | 7 | 2.00 | 8.24% | 10.5 | 190M | 8.35% |
Perpetual-Premium | 1,066.8 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 1,092.2 | 12 | 1.58 | 6.15% | 13.7 | 140M | 6.28% |