All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-7-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,514.2 | 2 | 2.00 | 4.14% | 17.2 | 288M | 4.15% |
FixedFloater | 1,945.9 | 9 | 2.00 | 4.05% | 16.8 | 130M | 5.63% |
Floater | 1,509.1 | 5 | 1.79 | 4.18% | 16.4 | 41M | 4.33% |
OpRet | 1,559.4 | 28 | 1.21 | 4.08% | 2.2 | 85M | 5.61% |
SplitShare | 1,495.7 | 10 | 1.69 | 5.05% | 5.0 | 68M | 5.86% |
Interest-Bearing | 1,835.9 | 11 | 2.00 | 7.39% | 2.2 | 158M | 7.86% |
Perpetual-Premium | 1,186.0 | 10 | 1.50 | 5.56% | 6.6 | 149M | 5.75% |
Perpetual-Discount | 1,352.6 | 12 | 1.58 | 5.72% | 14.3 | 200M | 5.75% |