All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-1-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,513.5 | 2 | 2.00 | 3.33% | 19.0 | 93M | 3.63% |
FixedFloater | 1,943.4 | 8 | 2.00 | 3.21% | 17.9 | 156M | 5.50% |
Floater | 1,490.3 | 5 | 1.79 | 3.79% | 17.7 | 33M | 3.59% |
OpRet | 1,535.7 | 31 | 1.19 | 3.90% | 2.4 | 92M | 5.76% |
SplitShare | 1,559.9 | 9 | 1.89 | 5.50% | 5.1 | 65M | 6.02% |
Interest-Bearing | 1,752.2 | 9 | 2.00 | 7.14% | 2.5 | 162M | 7.94% |
Perpetual-Premium | 1,160.8 | 9 | 1.44 | 5.53% | 6.9 | 204M | 5.75% |
Perpetual-Discount | 1,326.0 | 10 | 1.60 | 5.68% | 14.4 | 156M | 5.66% |