All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2004-09-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,344.4 | 1 | 2.00 | 2.66% | 20.6 | 87M | 2.67% |
FixedFloater | 2,208.7 | 8 | 2.00 | 2.51% | 19.2 | 90M | 5.25% |
Floater | 1,983.6 | 6 | 2.00 | 0.00% | 0.08 | 50M | 3.06% |
OpRet | 1,760.2 | 21 | 1.48 | 3.67% | 3.7 | 98M | 4.76% |
SplitShare | 1,792.6 | 14 | 1.79 | 3.94% | 3.8 | 53M | 5.13% |
Interest-Bearing | 2,184.4 | 10 | 2.00 | 4.66% | 2.24 | 112M | 7.03% |
Perpetual-Premium | 1,378.9 | 34 | 1.64 | 5.01% | 5.9 | 146M | 5.51% |
Perpetual-Discount | 1,638.4 | 0 | 0 | 0 | 0 | 0 | 0 |