Scheduling difficulties have been (largely!) resolved and I intend to catch up with index calculation rapidly!
All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 1998-12-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,538.2 | 0 | 0 | 0 | 0 | 0 | 0 |
FixedFloater | 1,609.1 | 8 | 2.00 | 4.62% | 15.4 | 293M | 5.00% |
Floater | 1,448.4 | 5 | 1.80 | 5.18% | 14.4 | 49M | 5.69% |
OpRet | 1,378.0 | 30 | 1.20 | 4.16% | 3.7 | 76M | 6.10% |
SplitShare | 1,398.7 | 5 | 1.39 | 5.48% | 7.0 | 75M | 5.40% |
Interest-Bearing | 1,378.0 | 0 | 0 | 0 | 0 | 0 | 0 |
Perpetual-Premium | 1,266.1 | 9 | 1.33 | 4.99% | 9.9 | 220M | 5.97% |
Perpetual-Discount | 1,305.8 | 0 | 0 | 0 | 0 | 0 | 0 |