All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-2-28 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,532.1 | 2 | 2.00 | 3.12% | 19.5 | 102M | 3.40% |
FixedFloater | 1,943.8 | 8 | 2.00 | 3.52% | 17.7 | 114M | 5.50% |
Floater | 1,535.8 | 5 | 1.79 | 3.34% | 18.1 | 35M | 3.49% |
OpRet | 1,541.3 | 29 | 1.17 | 3.50% | 2.4 | 93M | 5.70% |
SplitShare | 1,562.9 | 7 | 2.00 | 5.35% | 5.0 | 113M | 6.03% |
Interest-Bearing | 1,759.6 | 10 | 2.00 | 7.63% | 2.5 | 168M | 7.89% |
Perpetual-Premium | 1,169.2 | 8 | 1.50 | 5.36% | 6.7 | 197M | 5.75% |
Perpetual-Discount | 1,332.2 | 11 | 1.54 | 5.67% | 14.3 | 180M | 5.62% |