All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2001-07-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,589.1 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,907.1 | 12 | 2.0 | 5.39% | 9.8 | 161M | 5.78% |
Floater | 1,498.0 | 4 | 1.75 | 4.95% | 13.8 | 68M | 5.56% |
OpRet | 1,462.2 | 36 | 1.22 | 4.40% | 1.8 | 62M | 6.20% |
SplitShare | 1,493.4 | 8 | 1.87 | 5.78% | 6.9 | 69M | 6.19% |
Interest-Bearing | 1,724.5 | 7 | 2.00 | 6.22% | 2.7 | 127M | 7.77% |
Perpetual-Premium | 1,130.0 | 4 | 1.25 | 5.01% | 5.6 | 226M | 5.70% |
Perpetual-Discount | 1,285.5 | 10 | 1.60 | 5.78% | 14.2 | 134M | 5.75% |