All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-8-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,365.9 | 3 | 2.00 | 4.45% | 16.6 | 209M | 4.56% |
FixedFloater | 1,922.5 | 8 | 2.00 | 4.17% | 16.3 | 134M | 5.72% |
Floater | 1,512.6 | 4 | 1.74 | 3.85% | 16.0 | 69M | 4.35% |
OpRet | 1,574.6 | 29 | 1.24 | 4.01% | 2.3 | 65M | 5.56% |
SplitShare | 1,529.9 | 10 | 1.70 | 4.70% | 2.0 | 52M | 5.72% |
Interest-Bearing | 1,859.3 | 11 | 2.00 | 6.95% | 2.0 | 137M | 7.77% |
Perpetual-Premium | 1,202.4 | 10 | 1.50 | 5.48% | 6.6 | 178M | 5.66% |
Perpetual-Discount | 1,371.8 | 11 | 1.54 | 5.62% | 14.3 | 174M | 5.68% |