All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2000-07-31 | |||||||
| Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
| Ratchet | 1,470.4 | 0 | 0 | 0 | 0 | 0 | 0 |
| FixedFloater | 1,890.6 | 9 | 1.88 | 6.55% | 4.4 | 256M | 5.54% |
| Floater | 1,384.5 | 2 | 2.00 | 0.03% | 0.08 | 112M | 7.12% |
| OpRet | 1,379.9 | 33 | 1.21 | 5.28% | 3.6 | 85M | 6.10% |
| SplitShare | 1,417.1 | 4 | 1.75 | 6.02% | 5.7 | 106M | 5.96% |
| Interest-Bearing | 1,517.5 | 7 | 2.00 | 8.07% | 10.6 | 187M | 8.24% |
| Perpetual-Premium | 1,094.8 | 1 | 2.00 | 6.14% | 4.3 | 10,124M | 6.29% |
| Perpetual-Discount | 1,115.1 | 12 | 1.58 | 5.98% | 13.8 | 125M | 6.16% |
Index Constitution, 2000-07-31, Pre-rebalancing
Index Constitution, 2000-07-31, 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.