All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1996-11-29 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,479.0 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,476.2 | 2 | 2.00 | 3.83% | 16.6 | 8027M | 5.05% |
Floater | 1,392.7 | 9 | 1.66 | 3.49% | 18.2 | 68M | 3.69% |
OpRet | 1,262.4 | 26 | 1.26 | 4.56% | 4.8 | 82M | 6.42% |
SplitShare | 1,266.9 | 1 | 2.00 | 5.23% | 5.7 | 1,663M | 5.54% |
Interest-Bearing | 1,262.4 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,195.4 | 5 | 1.00 | 3.42% | 2.6 | 120M | 7.89% |
Perpetual-Discount | 1,141.3 | 0 | 0 | 0 | 0 | 0 | 0 |