All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-6-28 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,526.8 | 3 | 1.66 | 3.98% | 17.5 | 152M | 3.84% |
FixedFloater | 1,926.9 | 9 | 2.00 | 3.92% | 16.8 | 178M | 5.64% |
Floater | 1,535.6 | 5 | 1.80 | 3.73% | 17.1 | 61M | 4.00% |
OpRet | 1,550.9 | 28 | 1.21 | 4.32% | 2.4 | 102M | 5.67% |
SplitShare | 1,514.5 | 13 | 1.76 | 5.75% | 5.2 | 73M | 6.24% |
Interest-Bearing | 1,830.2 | 11 | 2.00 | 7.05% | 2.2 | 156M | 7.89% |
Perpetual-Premium | 1,168.6 | 8 | 1.50 | 5.46% | 6.6 | 186M | 5.81% |
Perpetual-Discount | 1,335.3 | 13 | 1.62 | 5.84% | 14.1 | 166M | 5.80% |
Index Constitution, 2002-06-28, Pre-rebalancing
Index Constitution, 2002-06-28, Post-rebalancing