All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2004-03-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,355.2 | 1 | 2.00 | 2.51% | 21.0 | 77M | 2.53% |
FixedFloater | 2,197.4 | 8 | 2.00 | 2.33% | 19.4 | 65M | 5.17% |
Floater | 1,954.3 | 7 | 2.00 | 0.00% | 0.10 | 76M | 3.04% |
OpRet | 1,768.0 | 23 | 1.44 | 2.89% | 3.8 | 117M | 4.75% |
SplitShare | 1,773.2 | 14 | 1.78 | 3.47% | 3.9 | 57M | 5.19% |
Interest-Bearing | 2,138.1 | 10 | 2.00 | 3.80% | 1.0 | 133M | 7.15% |
Perpetual-Premium | 1,391.6 | 32 | 1.65 | 4.18% | 3.7 | 139M | 5.34% |
Perpetual-Discount | 1,602.5 | 0 | 0 | 0 | 0 | 0 | 0 |