All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1997-01-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,483.7 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,478.7 | 3 | 2.00 | 3.44% | 17.3 | 2,140M | 5.03% |
Floater | 1,397.0 | 7 | 1.71 | 3.43% | 18.1 | 76M | 3.78% |
OpRet | 1,267.3 | 27 | 1.29 | 4.88% | 4.7 | 73M | 6.44% |
SplitShare | 1,260.7 | 1 | 2.00 | 5.50% | 5.6 | 534M | 5.66% |
Interest-Bearing | 1,267.3 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,195.3 | 4 | 1.00 | 3.25% | 2.4 | 88M | 7.84% |
Perpetual-Discount | 1,141.2 | 0 | 0 | 0 | 0 | 0 | 0 |