All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1997-08-29 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,529.5 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,530.2 | 6 | 2.00 | 3.25% | 17.7 | 565M | 5.13% |
Floater | 1,440.2 | 6 | 1.66 | 3.45% | 18.3 | 92M | 3.75% |
OpRet | 1,332.8 | 29 | 1.24 | 4.19% | 4.3 | 95M | 6.21% |
SplitShare | 1,340.3 | 2 | 1.51 | 4.80% | 5.2 | 85M | 5.35% |
Interest-Bearing | 1,332.8 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,222.8 | 4 | 1.00 | 2.12% | 1.97 | 121M | 7.94% |
Perpetual-Discount | 1,167.5 | 0 | 0 | 0 | 0 | 0 | 0 |