All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2004-08-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,341.7 | 1 | 2.00 | 2.52% | 21.0 | 67M | 2.54% |
FixedFloater | 2,198.9 | 8 | 2.00 | 2.40% | 19.7 | 75M | 5.26% |
Floater | 1,949.8 | 6 | 2.00 | 2.63% | 19.9 | 51M | 2.91% |
OpRet | 1,753.3 | 21 | 1.48 | 3.46% | 3.7 | 103M | 4.76% |
SplitShare | 1,784.2 | 12 | 1.75 | 4.16% | 3.8 | 65M | 5.08% |
Interest-Bearing | 2,137.9 | 9 | 2.00 | 5.43% | 1.0 | 136M | 7.14% |
Perpetual-Premium | 1,374.5 | 32 | 1.62 | 4.99% | 5.7 | 142M | 5.51% |
Perpetual-Discount | 1,625.4 | 0 | 0 | 0 | 0 | 0 | 0 |