All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2001-08-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,606.6 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,914.1 | 13 | 2.0 | 5.36% | 11.1 | 262M | 5.82% |
Floater | 1,514.5 | 4 | 1.74 | 4.80% | 14.3 | 51M | 5.39% |
OpRet | 1,482.0 | 34 | 1.20 | 4.28% | 1.6 | 58M | 6.06% |
SplitShare | 1,494.5 | 9 | 1.89 | 5.80% | 5.3 | 61M | 6.19% |
Interest-Bearing | 1,741.8 | 7 | 2.00 | 6.43% | 2.6 | 118M | 7.69% |
Perpetual-Premium | 1,133.9 | 5 | 1.39 | 5.32% | 5.8 | 127M | 5.66% |
Perpetual-Discount | 1,295.5 | 9 | 1.55 | 5.64% | 14.2 | 150M | 5.72% |