All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2005-8-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,355.8 | 1 | 2.00 | 2.73% | 20.4 | 85M | 2.75% |
FixedFloater | 2,256.0 | 7 | 2.00 | 2.67% | 2.0 | 58M | 5.35% |
Floater | 2,023.0 | 5 | 2.00 | -4.80% | 0.1 | 44M | 3.28% |
OpRet | 1,858.9 | 19 | 1.64 | 2.65% | 3.1 | 79M | 4.61% |
SplitShare | 1,901.3 | 15 | 1.94 | 3.67% | 2.7 | 51M | 5.11% |
Interest-Bearing | 2,302.8 | 9 | 2.00 | 4.29% | 1.3 | 70M | 6.46% |
Perpetual-Premium | 1,423.7 | 38 | 1.76 | 4.67% | 5.3 | 91M | 5.32% |
Perpetual-Discount | 1,562.4 | 5 | 1.40 | 4.88% | 15.7 | 1,257M | 4.83% |