All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-1-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,388.1 | 3 | 2.00 | 4.41% | 16.6 | 177M | 5.81% |
FixedFloater | 2,005.6 | 9 | 2.00 | 4.36% | 15.8 | 101M | 5.69% |
Floater | 1,602.7 | 6 | 1.82 | 3.89% | 17.4 | 69M | 4.07% |
OpRet | 1,609.1 | 27 | 1.26 | 3.59% | 1.7 | 147M | 5.55% |
SplitShare | 1,571.6 | 10 | 1.70 | 4.69% | 3.9 | 43M | 5.71% |
Interest-Bearing | 1,920.4 | 8 | 2.00 | 5.71% | 1.6 | 131M | 7.84% |
Perpetual-Premium | 1,225.4 | 19 | 1.47 | 5.57% | 6.7 | 282M | 5.67% |
Perpetual-Discount | 1,396.8 | 9 | 1.66 | 5.77% | 14.1 | 137M | 5.88% |