All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-7-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,390.4 | 1 | 2.00 | -0.09% | 0.08 | 141M | 3.31% |
FixedFloater | 2,080.0 | 8 | 2.00 | 3.38% | 17.7 | 86M | 5.31% |
Floater | 1,741.8 | 7 | 2.00 | 3.66% | 17.7 | 76M | 3.97% |
OpRet | 1,660.8 | 29 | 1.41 | 4.10% | 3.9 | 142M | 5.11% |
SplitShare | 1,623.4 | 8 | 1.75 | 3.89% | 3.5 | 44M | 5.43% |
Interest-Bearing | 2,010.5 | 9 | 2.00 | 4.88% | 1.2 | 155M | 7.72% |
Perpetual-Premium | 1,284.0 | 27 | 1.62 | 5.30% | 6.6 | 203M | 5.59% |
Perpetual-Discount | 1,472.6 | 3 | 2.00 | 5.67% | 14.4 | 119M | 5.55% |