All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2004-12-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,347.1 | 1 | 2.00 | 2.59% | 20.8 | 108M | 2.61% |
FixedFloater | 2,243.3 | 8 | 2.00 | 2.49% | 19.2 | 60M | 5.24% |
Floater | 1,978.6 | 6 | 2.00 | -5.74% | 0.08 | 51M | 3.28% |
OpRet | 1,815.6 | 20 | 1.51 | 2.88% | 3.6 | 76M | 4.63% |
SplitShare | 1,849.9 | 14 | 1.93 | 3.38% | 2.8 | 97M | 5.01% |
Interest-Bearing | 2,250.6 | 8 | 2.00 | 3.44% | 2.0 | 86M | 6.47% |
Perpetual-Premium | 1,446.3 | 35 | 1.63 | 4.11% | 3.1 | 106M | 5.34% |
Perpetual-Discount | 1,718.5 | 0 | 0 | 0 | 0 | 0 | 0 |