All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2004-11-30 | |||||||
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 | 2.75% | 20.4 | 128M | 2.76% |
FixedFloater | 2,229.7 | 8 | 2.00 | 2.51% | 2.6 | 79M | 5.24% |
Floater | 1,981.3 | 6 | 2.00 | -4.80% | 0.09 | 50M | 3.27% |
OpRet | 1,794.0 | 20 | 1.51 | 3.18% | 3.7 | 103M | 4.66% |
SplitShare | 1,825.8 | 16 | 1.81 | 3.67% | 3.3 | 78M | 5.13% |
Interest-Bearing | 2,190.7 | 10 | 2.00 | 4.63% | 2.0 | 120M | 6.79% |
Perpetual-Premium | 1,418.3 | 35 | 1.63 | 4.60% | 4.1 | 121M | 5.41% |
Perpetual-Discount | 1,685.2 | 0 | 0 | 0 | 0 | 0 | 0 |