All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-6-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,381.2 | 1 | 2.00 | -0.01% | 0.08 | 182M | 3.51% |
FixedFloater | 2,061.5 | 8 | 2.00 | 3.64% | 16.9 | 125M | 5.33% |
Floater | 1,722.9 | 7 | 1.85 | 3.93% | 17.2 | 103M | 4.20% |
OpRet | 1,672.6 | 29 | 1.24 | 3.71% | 3.9 | 139M | 5.06% |
SplitShare | 1,642.3 | 8 | 1.75 | 1.29% | 0.8 | 54M | 5.36% |
Interest-Bearing | 2,007.6 | 9 | 2.00 | 4.58% | 1.2 | 146M | 7.73% |
Perpetual-Premium | 1,292.2 | 27 | 1.52 | 5.09% | 6.4 | 214M | 5.55% |
Perpetual-Discount | 1,460.9 | 4 | 1.75 | 5.37% | 14.8 | 284M | 5.50% |