All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-8-29 | |||||||
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 | -0.12% | 0.08 | 121M | 3.25% |
FixedFloater | 2,080.2 | 8 | 2.00 | 3.36% | 17.5 | 57M | 5.31% |
Floater | 1,773.3 | 7 | 2.00 | 3.60% | 17.9 | 59M | 3.90% |
OpRet | 1,666.4 | 27 | 1.45 | 3.96% | 4.2 | 133M | 5.00% |
SplitShare | 1,639.5 | 9 | 1.78 | 3.87% | 2.0 | 37M | 5.39% |
Interest-Bearing | 2,026.3 | 9 | 2.00 | 4.88% | 1.1 | 153M | 7.57% |
Perpetual-Premium | 1,292.8 | 28 | 1.64 | 5.27% | 6.5 | 175M | 5.58% |
Perpetual-Discount | 1,484.2 | 3 | 2.00 | 5.57% | 14.3 | 118M | 5.51% |