All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1995-1-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,108.0 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,108.0 | 0 | 0 | 0 | 0 | 0 | 0 |
Floater | 1,045.6 | 4 | 1.44 | 7.36% | 12.1 | 108M | 8.40% |
OpRet | 955.6 | 19 | 1.30 | 7.65% | 5.8 | 67M | 7.50% |
SplitShare | 955.6 | 0 | 0 | 0 | 0 | 0 | 0 |
Interest-Bearing | 955.6 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,003.0 | 5 | 1.19 | 7.60% | 3.9 | 50M | 8.56% |
Perpetual-Discount | 972.8 | 1 | 1.00 | 7.65% | 11.8 | 40M | 7.63% |