All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-4-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,380.6 | 1 | 2.00 | -0.01% | 0.08 | 317M | 3.49% |
FixedFloater | 2,031.7 | 9 | 2.00 | 3.56% | 17.1 | 86M | 5.45% |
Floater | 1,705.0 | 7 | 1.85 | 3.90% | 17.1 | 87M | 4.22% |
OpRet | 1,624.6 | 30 | 1.26 | 3.98% | 2.4 | 116M | 5.36% |
SplitShare | 1,581.4 | 9 | 1.78 | 4.38% | 3.7 | 50M | 5.68% |
Interest-Bearing | 1,940.9 | 9 | 2.00 | 6.18% | 1.4 | 142M | 7.86% |
Perpetual-Premium | 1,237.7 | 18 | 1.39 | 5.57% | 6.6 | 248M | 5.71% |
Perpetual-Discount | 1,378.8 | 11 | 1.73 | 5.80% | 14.1 | 114M | 5.77% |