All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2001-01-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,599.8 | 1 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,983.1 | 10 | 1.89 | 5.74% | 4.0 | 251M | 5.50% |
Floater | 1,506.5 | 4 | 1.75 | 5.87% | 12.3 | 68M | 6.48% |
OpRet | 1,428.8 | 32 | 1.19 | 4.79% | 2.2 | 90M | 6.14% |
SplitShare | 1,477.4 | 7 | 1.86 | 5.54% | 5.4 | 65M | 5.97% |
Interest-Bearing | 1,629.7 | 7 | 2.00 | 7.35% | 3.2 | 158M | 7.95% |
Perpetual-Premium | 1,196.1 | 1 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Discount | 1,224.9 | 11 | 1.63 | 5.79% | 14.1 | 145M | 5.80% |