All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2001-11-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,596.8 | 1 | 2.00 | 3.44% | 18.7 | 96M | 3.44% |
FixedFloater | 1,896.2 | 9 | 2.00 | 3.97% | 17.3 | 197M | 5.54% |
Floater | 1,456.6 | 5 | 1.79 | 4.08% | 17.1 | 39M | 3.91% |
OpRet | 1,513.7 | 33 | 1.18 | 3.92% | 2.0 | 106M | 5.90% |
SplitShare | 1,547.9 | 9 | 1.89 | 5.77% | 5.5 | 79M | 6.17% |
Interest-Bearing | 1,766.8 | 9 | 2.00 | 6.68% | 2.5 | 164M | 7.88% |
Perpetual-Premium | 1,138.6 | 5 | 1.39 | 5.96% | 6.9 | 303M | 6.01% |
Perpetual-Discount | 1,276.3 | 14 | 1.57 | 5.80% | 14.2 | 185M | 5.82% |