All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-5-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,393.1 | 1 | 2.00 | -0.11% | 0.08 | 233M | 3.52% |
FixedFloater | 2,056.5 | 9 | 2.00 | 3.61% | 17.1 | 78M | 5.38% |
Floater | 1,705.8 | 7 | 1.85 | 3.95% | 17.0 | 85M | 4.23% |
OpRet | 1,664.7 | 27 | 1.26 | 2.86% | 2.4 | 108M | 5.14% |
SplitShare | 1,624.5 | 9 | 1.78 | 1.60% | 0.8 | 54M | 5.44% |
Interest-Bearing | 1,993.1 | 9 | 2.00 | 5.24% | 1.3 | 137M | 7.66% |
Perpetual-Premium | 1,284.9 | 23 | 1.43 | 5.03% | 6.7 | 228M | 5.52% |
Perpetual-Discount | 1,437.5 | 6 | 1.83 | 5.59% | 14.3 | 221M | 5.56% |