All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2005-9-30 | |||||||
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 | 2.66% | 20.6 | 74M | 2.69% |
FixedFloater | 2,281.8 | 8 | 2.00 | 2.21% | 1.9 | 59M | 5.32% |
Floater | 2,028.8 | 5 | 2.00 | -9.46% | 0.1 | 46M | 3.47% |
OpRet | 1,869.2 | 19 | 1.64 | 2.57% | 3.0 | 82M | 4.60% |
SplitShare | 1,912.8 | 13 | 1.92 | 3.66% | 3.8 | 64M | 5.13% |
Interest-Bearing | 2,322.9 | 9 | 2.00 | 3.56% | 1.3 | 73M | 6.49% |
Perpetual-Premium | 1,433.4 | 39 | 1.74 | 4.63% | 5.4 | 88M | 5.32% |
Perpetual-Discount | 1,572.2 | 5 | 1.40 | 4.84% | 15.8 | 960M | 4.82% |