All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-9-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,299.5 | 4 | 2.00 | 4.46% | 16.6 | 108M | 4.64% |
FixedFloater | 1,895.9 | 8 | 2.00 | 4.21% | 16.0 | 135M | 5.83% |
Floater | 1,513.2 | 2 | 1.55 | -0.16% | 0.1 | 120M | 4.15% |
OpRet | 1,583.8 | 28 | 1.25 | 3.65% | 2.0 | 84M | 5.50% |
SplitShare | 1,534.0 | 9 | 1.66 | 4.68% | 5.0 | 59M | 5.74% |
Interest-Bearing | 1,882.4 | 11 | 2.00 | 6.65% | 2.0 | 132M | 7.81% |
Perpetual-Premium | 1,207.0 | 14 | 1.43 | 5.36% | 6.6 | 177M | 5.60% |
Perpetual-Discount | 1,365.1 | 8 | 1.74 | 5.58% | 14.2 | 113M | 5.94% |