All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1997-12-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,576.3 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,506.6 | 9 | 2.00 | 4.35% | 16.3 | 289M | 5.16% |
Floater | 1,484.3 | 5 | 1.80 | 4.30% | 16.2 | 105M | 4.74% |
OpRet | 1,296.0 | 34 | 1.31 | 4.71% | 4.1 | 93M | 6.24% |
SplitShare | 1,322.3 | 2 | 1.49 | 5.01% | 7.4 | 374M | 5.46% |
Interest-Bearing | 1,296.0 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,233.5 | 4 | 1.00 | 2.73% | 1.7 | 106M | 7.54% |
Perpetual-Discount | 1,159.5 | 1 | 1.00 | 5.49% | 14.5 | 460M | 5.52% |