All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1996-10-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,448.3 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,431.0 | 1 | 2.00 | 4.50% | 15.7 | 175M | 5.20% |
Floater | 1,363.7 | 7 | 1.55 | 3.66% | 17.4 | 86M | 3.99% |
OpRet | 1,239.4 | 26 | 1.30 | 4.71% | 4.8 | 77M | 6.54% |
SplitShare | 1,250.6 | 1 | 2.00 | 5.39% | 5.7 | 3,085M | 5.61% |
Interest-Bearing | 1,239.4 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,183.9 | 5 | 1.00 | 3.65% | 2.6 | 127M | 7.93% |
Perpetual-Discount | 1,130.3 | 0 | 0 | 0 | 0 | 0 | 0 |