All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1997-02-28 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,492.3 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,492.1 | 3 | 2.00 | 3.12% | 17.9 | 1,145M | 5.01% |
Floater | 1,405.2 | 7 | 1.71 | 3.45% | 18.1 | 83M | 3.77% |
OpRet | 1,282.9 | 27 | 1.25 | 4.57% | 4.6 | 84M | 6.37% |
SplitShare | 1,273.1 | 1 | 2.00 | 5.39% | 5.5 | 370M | 5.60% |
Interest-Bearing | 1,282.9 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,201.8 | 4 | 1.00 | 3.26% | 2.4 | 108M | 7.84% |
Perpetual-Discount | 1,147.4 | 0 | 0 | 0 | 0 | 0 | 0 |