All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2005-3-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,353.1 | 1 | 2.00 | 2.63% | 20.7 | 104M | 2.65% |
FixedFloater | 2,245.0 | 8 | 2.00 | 2.48% | 2.3 | 72M | 5.29% |
Floater | 1,989.4 | 5 | 2.00 | -2.42% | 0.1 | 60M | 3.29% |
OpRet | 1,808.4 | 20 | 1.51 | 3.16% | 3.7 | 85M | 4.70% |
SplitShare | 1,838.8 | 15 | 1.87 | 4.10% | 4.2 | 89M | 5.07% |
Interest-Bearing | 2,202.6 | 9 | 2.00 | 5.43% | 1.8 | 113M | 6.64% |
Perpetual-Premium | 1,376.1 | 34 | 1.62 | 5.02% | 5.6 | 101M | 5.50% |
Perpetual-Discount | 1,504.9 | 6 | 1.34 | 5.04% | 15.4 | 2,385M | 5.06% |