All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-10-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,345.0 | 3 | 2.00 | 4.55% | 16.4 | 171M | 4.97% |
FixedFloater | 1,937.2 | 8 | 2.00 | 4.29% | 16.0 | 141M | 5.75% |
Floater | 1,497.8 | 5 | 1.80 | 4.12% | 17.1 | 30M | 4.23% |
OpRet | 1,579.2 | 30 | 1.23 | 3.73% | 2.0 | 75M | 5.64% |
SplitShare | 1,541.7 | 8 | 1.62 | 4.87% | 4.9 | 65M | 5.57% |
Interest-Bearing | 1,871.0 | 11 | 2.00 | 6.91% | 2.0 | 132M | 7.85% |
Perpetual-Premium | 1,196.3 | 12 | 1.50 | 5.61% | 6.4 | 148M | 5.79% |
Perpetual-Discount | 1,370.0 | 11 | 1.53 | 5.65% | 14.3 | 182M | 5.78% |
[…] has been updated to reflect the new information. It was included in the SplitShare Index until the 2002-10-31 rebalancing, when it was transferred to “Scraps” on volume […]