All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2000-09-29 | |||||||
| Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
| Ratchet | 1,515.2 | 0 | 0 | 0 | 0 | 0 | 0 |
| FixedFloater | 1,918.3 | 9 | 1.88 | 6.48% | 12.2 | 220M | 5.51% |
| Floater | 1,426.7 | 4 | 1.75 | 6.32% | 11.5 | 61M | 6.96% |
| OpRet | 1,390.7 | 34 | 1.23 | 5.24% | 2.4 | 64M | 6.18% |
| SplitShare | 1,409.3 | 6 | 1.83 | 6.46% | 5.4 | 138M | 6.00% |
| Interest-Bearing | 1,549.2 | 7 | 2.00 | 7.99% | 11.1 | 183M | 8.22% |
| Perpetual-Premium | 1,107.7 | 1 | 2.00 | 5.96% | 4.2 | 2,074M | 6.21% |
| Perpetual-Discount | 1,143.8 | 12 | 1.58 | 6.02% | 13.9 | 126M | 6.08% |
Index Constitution, 2000-09-29, Pre-rebalancing
Index Constitution, 2000-09-29, 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.