All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2000-08-31 | |||||||
| Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
| Ratchet | 1,491.9 | 0 | 0 | 0 | 0 | 0 | 0 |
| FixedFloater | 1,910.4 | 9 | 1.88 | 6.44% | 4.4 | 232M | 5.49% |
| Floater | 1,404.8 | 2 | 2.00 | -0.09% | 0.08 | 99M | 7.09% |
| OpRet | 1,391.1 | 33 | 1.21 | 5.15% | 3.9 | 70M | 6.06% |
| SplitShare | 1,408.4 | 4 | 1.75 | 6.36% | 5.6 | 122M | 6.00% |
| Interest-Bearing | 1,548.5 | 7 | 2.00 | 8.01% | 11.0 | 190M | 8.08% |
| Perpetual-Premium | 1,112.1 | 1 | 2.00 | 5.76% | 4.3 | 4,535M | 6.19% |
| Perpetual-Discount | 1,143.7 | 13 | 1.54 | 5.89% | 14.0 | 125M | 6.01% |
Index Constitution, 2000-08-31, Pre-rebalancing
Index Constitution, 2000-08-31, Post-rebalancing
Note: The “PerpetualPremium” Index contained the issue NA.PR.J from date of issue, 2000-7-13 until 2000-11-29. This is an error; this issue is a FixedFloater. Since this was the sole issue in the “PerpetualPremium” index, the results for this index should have been reported as having a performance equal to the “PerpetualDiscount” index.
In the period 2000-7-12 to 2000-11-29, performance of relevant indices was:
- FixedFloater: +2.50%
- PerpetualPremium: +3.30%
- PerpetualDiscount: +3.42%
Indices will not be recalculated – for now! I regret the error.