All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1996-02-29 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,341.7 | 2 | 1.00 | 5.52 | 13.5 | 25M | 5.86% |
FixedFloater | 1,340.4 | 0 | 0 | 0 | 0 | 0 | 0 |
Floater | 1,264.9 | 7 | 1.55 | 5.54% | 14.4 | 99M | 5.82% |
OpRet | 1,142.1 | 29 | 1.33 | 5.88% | 5.6 | 96M | 6.77% |
SplitShare | 1,142.1 | 0 | 0 | 0 | 0 | 0 | 0 |
Interest-Bearing | 1,142.1 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,145.2 | 5 | 1.00 | 4.70% | 2.0 | 71M | 7.88% |
Perpetual-Discount | 1,093.3 | 0 | 0 | 0 | 0 | 0 | 0 |