All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1997-07-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,521.7 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,529.5 | 6 | 2.00 | 3.46% | 17.3 | 460M | 5.12% |
Floater | 1,432.8 | 7 | 1.70 | 3.54% | 17.9 | 95M | 3.77% |
OpRet | 1,330.5 | 28 | 1.21 | 4.07% | 4.4 | 104M | 6.18% |
SplitShare | 1,341.1 | 2 | 1.50 | 4.85% | 5.3 | 94M | 5.35% |
Interest-Bearing | 1,330.5 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,221.0 | 4 | 1.00 | 2.27% | 2.0 | 122M | 7.91% |
Perpetual-Discount | 1,165.8 | 0 | 0 | 0 | 0 | 0 | 0 |