All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-3-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,355.4 | 2 | 2.00 | 4.78% | 0.08 | 517M | 4.10% |
FixedFloater | 1,990.6 | 9 | 2.00 | 4.11% | 16.1 | 82M | 5.51% |
Floater | 1,687.0 | 6 | 1.82 | 3.63% | 17.4 | 105M | 4.10% |
OpRet | 1,610.7 | 29 | 1.27 | 4.10% | 2.6 | 130M | 5.39% |
SplitShare | 1,586.3 | 9 | 1.78 | 4.39% | 3.8 | 55M | 5.65% |
Interest-Bearing | 1,910.4 | 9 | 2.00 | 6.88% | 1.4 | 151M | 7.99% |
Perpetual-Premium | 1,218.6 | 13 | 1.38 | 5.74% | 6.6 | 225M | 5.85% |
Perpetual-Discount | 1,339.8 | 15 | 1.59 | 5.92% | 14.0 | 165M | 5.82% |