All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-4-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,517.6 | 2 | 2.00 | 3.61% | 18.3 | 190M | 3.58% |
FixedFloater | 1,911.7 | 9 | 2.00 | 3.55% | 17.4 | 156M | 5.66% |
Floater | 1,582.1 | 5 | 1.80 | 3.45% | 17.9 | 75M | 3.64% |
OpRet | 1,520.5 | 31 | 1.19 | 4.71% | 2.4 | 80M | 5.80% |
SplitShare | 1,567.1 | 11 | 1.82 | 5.85% | 5.3 | 103M | 6.06% |
Interest-Bearing | 1,766.6 | 11 | 2.00 | 7.64% | 2.4 | 187M | 8.03% |
Perpetual-Premium | 1,145.3 | 4 | 1.25 | 5.63% | 6.6 | 266M | 6.01% |
Perpetual-Discount | 1,302.6 | 17 | 1.59 | 5.89% | 14.0 | 173M | 5.86% |