All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1997-09-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,536.0 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,544.9 | 6 | 2.00 | 3.05% | 18.0 | 516M | 5.10% |
Floater | 1,446.3 | 6 | 1.83 | 3.48% | 18.0 | 154M | 3.80% |
OpRet | 1,352.1 | 29 | 1.24 | 3.88% | 4.3 | 107M | 6.16% |
SplitShare | 1,357.4 | 2 | 1.51 | 4.57% | 5.1 | 87M | 5.28% |
Interest-Bearing | 1,352.1 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,226.3 | 4 | 1.00 | 2.04% | 1.88 | 120M | 7.96% |
Perpetual-Discount | 1,170.8 | 0 | 0 | 0 | 0 | 0 | 0 |