All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-9-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,376.9 | 1 | 2.00 | 2.40% | 0.08 | 86M | 3.19% |
FixedFloater | 2,095.6 | 8 | 2.00 | 3.18% | 17.8 | 60M | 5.30% |
Floater | 1,839.7 | 7 | 2.00 | 3.30% | 18.3 | 98M | 3.57% |
OpRet | 1,687.9 | 27 | 1.44 | 3.57% | 3.8 | 130M | 4.96% |
SplitShare | 1,632.7 | 9 | 1.78 | 3.63% | 2.2 | 39M | 5.57% |
Interest-Bearing | 2,052.3 | 9 | 2.00 | 4.37% | 1.0 | 154M | 7.60% |
Perpetual-Premium | 1,306.4 | 29 | 1.62 | 5.23% | 6.5 | 172M | 5.54% |
Perpetual-Discount | 1,498.3 | 3 | 2.00 | 5.52% | 14.5 | 129M | 5.62% |