All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2000-11-30 | |||||||
| Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
| Ratchet | 1,524.2 | 0 | 0 | 0 | 0 | 0 | 0 |
| FixedFloater | 1,935.3 | 12 | 1.91 | 6.07% | 4.2 | 218M | 5.57% |
| Floater | 1,435.3 | 4 | 1.75 | 6.42% | 11.1 | 55M | 6.99% |
| OpRet | 1,399.2 | 33 | 1.24 | 5.10% | 3.7 | 88M | 6.15% |
| SplitShare | 1,434.7 | 6 | 1.83 | 5.96% | 5.5 | 111M | 6.12% |
| Interest-Bearing | 1,576.7 | 7 | 2.00 | 7.96% | 10.9 | 162M | 8.07% |
| Perpetual-Premium | 1,112.7 | 0 | 0 | 0 | 0 | 0 | 0 |
| Perpetual-Discount | 1,139.5 | 12 | 1.58 | 6.03% | 13.8 | 132M | 6.13% |
Index Constitution, 2000-11-30, Pre-rebalancing
Index Constitution, 2000-11-30, 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.