All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1997-06-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,492.1 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,504.6 | 6 | 2.00 | 3.91% | 16.7 | 534M | 5.18% |
Floater | 1,405.0 | 7 | 1.70 | 3.55% | 17.9 | 62M | 3.83% |
OpRet | 1,306.4 | 29 | 1.24 | 4.59% | 4.6 | 96M | 6.30% |
SplitShare | 1,301.7 | 2 | 1.50 | 5.46% | 5.2 | 100M | 5.47% |
Interest-Bearing | 1,306.4 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,211.2 | 4 | 1.00 | 2.85% | 2.1 | 99M | 7.94% |
Perpetual-Discount | 1,156.3 | 0 | 0 | 0 | 0 | 0 | 0 |