All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2002-12-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,310.8 | 3 | 2.00 | 4.54% | 16.4 | 137M | 5.20% |
FixedFloater | 1,983.2 | 9 | 2.00 | 4.49% | 15.6 | 112M | 5.71% |
Floater | 1,475.2 | 6 | 1.82 | 4.22% | 16.7 | 48M | 4.40% |
OpRet | 1,596.8 | 31 | 1.22 | 4.20% | 1.6 | 100M | 5.68% |
SplitShare | 1,569.8 | 10 | 1.70 | 3.96% | 1.7 | 48M | 5.66% |
Interest-Bearing | 1,905.4 | 8 | 2.00 | 5.75% | 1.7 | 129M | 7.90% |
Perpetual-Premium | 1,218.0 | 17 | 1.47 | 5.51% | 6.5 | 239M | 5.69% |
Perpetual-Discount | 1,381.7 | 10 | 1.70 | 5.71% | 14.3 | 102M | 5.87% |