All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1996-12-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,483.1 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,472.0 | 3 | 2.00 | 3.82% | 16.7 | 4,418M | 5.06% |
Floater | 1,396.5 | 8 | 1.74 | 3.45% | 18.5 | 61M | 3.74% |
OpRet | 1,257.1 | 27 | 1.29 | 4.80% | 4.7 | 69M | 6.44% |
SplitShare | 1,230.3 | 1 | 2.00 | 5.85% | 5.6 | 838M | 5.71% |
Interest-Bearing | 1,257.1 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,194.1 | 4 | 1.00 | 3.28% | 2.5 | 98M | 7.81% |
Perpetual-Discount | 1,140.1 | 0 | 0 | 0 | 0 | 0 | 0 |