All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-11-29 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,326.6 | 3 | 2.00 | 4.59% | 16.3 | 140M | 5.13% |
FixedFloater | 1,939.6 | 10 | 2.00 | 4.51% | 15.7 | 102M | 5.69% |
Floater | 1,483.4 | 5 | 1.80 | 4.18% | 16.6 | 31M | 4.29% |
OpRet | 1,582.7 | 29 | 1.24 | 4.03% | 2.1 | 121M | 5.58% |
SplitShare | 1,544.1 | 9 | 1.67 | 4.81% | 4.0 | 58M | 5.70% |
Interest-Bearing | 1,872.7 | 11 | 2.00 | 6.97% | 1.9 | 129M | 7.85% |
Perpetual-Premium | 1,198.5 | 9 | 1.33 | 5.44% | 6.4 | 154M | 5.84% |
Perpetual-Discount | 1,357.2 | 14 | 1.64 | 5.77% | 14.1 | 157M | 5.80% |