All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2004-06-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,344.9 | 1 | 2.00 | 2.53% | 21.0 | 79M | 2.54% |
FixedFloater | 2,163.1 | 8 | 2.00 | 2.44% | 19.5 | 76M | 5.31% |
Floater | 1,956.4 | 6 | 2.00 | 0.00% | 0.1 | 65M | 2.89% |
OpRet | 1,717.8 | 22 | 1.46 | 3.95% | 3.8 | 124M | 4.85% |
SplitShare | 1,756.1 | 15 | 1.80 | 4.34% | 3.7 | 73M | 5.31% |
Interest-Bearing | 2,112.2 | 10 | 2.00 | 5.46% | 0.8 | 125M | 7.36% |
Perpetual-Premium | 1,332.6 | 26 | 1.54 | 5.39% | 6.1 | 174M | 5.65% |
Perpetual-Discount | 1,539.0 | 6 | 2.00 | 5.61% | 14.4 | 143M | 5.62% |