All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-2-28 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,406.2 | 3 | 2.00 | 4.28% | 14.6 | 184M | 4.67% |
FixedFloater | 2,006.3 | 10 | 2.00 | 4.22% | 16.1 | 95M | 5.68% |
Floater | 1,630.4 | 6 | 1.82 | 3.65% | 17.5 | 66M | 4.00% |
OpRet | 1,601.3 | 29 | 1.27 | 3.95% | 2.4 | 128M | 5.46% |
SplitShare | 1,573.4 | 10 | 1.70 | 4.77% | 3.8 | 43M | 5.73% |
Interest-Bearing | 1,922.5 | 9 | 2.00 | 6.20% | 1.5 | 128M | 7.80% |
Perpetual-Premium | 1,214.1 | 12 | 1.49 | 5.73% | 6.3 | 279M | 5.84% |
Perpetual-Discount | 1,358.7 | 16 | 1.55 | 5.78% | 14.2 | 207M | 5.84% |