All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2005-5-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,348.7 | 1 | 2.00 | 2.64% | 20.7 | 81M | 2.66% |
FixedFloater | 2,244.0 | 8 | 2.00 | 2.59% | 19.3 | 58M | 5.33% |
Floater | 2,007.0 | 6 | 2.00 | -2.42% | 0.1 | 51M | 3.27% |
OpRet | 1,828.3 | 18 | 1.51 | 2.88% | 3.6 | 97M | 4.60% |
SplitShare | 1,877.6 | 15 | 2.00 | 3.60% | 2.5 | 87M | 5.06% |
Interest-Bearing | 2,257.6 | 9 | 2.00 | 4.71% | 1.7 | 82M | 6.48% |
Perpetual-Premium | 1,395.9 | 38 | 1.63 | 4.79% | 5.1 | 94M | 5.42% |
Perpetual-Discount | 1,556.2 | 4 | 1.25 | 4.89% | 15.7 | 1,267M | 4.80% |