All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-3-28 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,533.2 | 2 | 2.00 | 3.62% | 18.3 | 155M | 3.46% |
FixedFloater | 1,901.0 | 9 | 2.00 | 3.50% | 17.7 | 125M | 5.64% |
Floater | 1,581.1 | 5 | 1.79 | 3.19% | 18.5 | 54M | 3.41% |
OpRet | 1,516.4 | 30 | 1.17 | 4.36% | 2.3 | 77M | 5.89% |
SplitShare | 1,564.6 | 11 | 1.81 | 5.61% | 5.3 | 110M | 6.04% |
Interest-Bearing | 1,770.8 | 10 | 2.00 | 7.61% | 2.4 | 155M | 7.99% |
Perpetual-Premium | 1,159.1 | 6 | 1.33 | 5.51% | 6.6 | 253M | 5.85% |
Perpetual-Discount | 1,314.9 | 14 | 1.65 | 5.77% | 14.2 | 186M | 5.79% |