All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-5-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,526.6 | 2 | 2.00 | 3.76% | 18.0 | 255M | 3.77% |
FixedFloater | 1,903.8 | 9 | 2.00 | 3.81% | 17.2 | 177M | 5.68% |
Floater | 1,567.7 | 5 | 1.80 | 3.54% | 17.8 | 64M | 3.68% |
OpRet | 1,536.1 | 30 | 1.20 | 4.56% | 2.2 | 85M | 5.77% |
SplitShare | 1,555.1 | 11 | 1.91 | 5.80% | 5.2 | 97M | 6.19% |
Interest-Bearing | 1,784.1 | 11 | 2.00 | 7.68% | 3.9 | 168M | 7.95% |
Perpetual-Premium | 1,155.8 | 7 | 1.43 | 5.62% | 6.7 | 202M | 5.87% |
Perpetual-Discount | 1,317.2 | 14 | 1.65 | 5.85% | 14.1 | 139M | 5.81% |